Works matching DE "CHICAGO Board Options Exchange"
Results: 85
Can ETFs affect U.S. financial stability? A quantile cointegration analysis.
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- Financial Innovation, 2024, v. 10, p. 1, doi. 10.1186/s40854-023-00591-2
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Did weekly economic index and volatility index impact US food sales during the first year of the pandemic?
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- Financial Innovation, 2023, v. 9, n. 1, p. 1, doi. 10.1186/s40854-023-00460-y
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RIDING OR CHALLENGING THE WAVES: UNCOVERING THE VOLATILITY OF SOUTHEAST ASIAN STOCK MARKETS AMIDST GLOBAL UNCERTAINTIES.
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- Journal of Eastern European & Central Asian Research, 2023, v. 10, n. 5, p. 841, doi. 10.15549/jeecar.v10i5.1317
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Variance swaps valuation under non-affine GARCH models and their diffusion limits.
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- Quantitative Finance, 2019, v. 19, n. 2, p. 227, doi. 10.1080/14697688.2018.1478120
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The Information Content of Option Prices: Evidence from S&P 500 Index Options.
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- Management Science & Financial Engineering, 2015, v. 21, n. 2, p. 13, doi. 10.7737/MSFE.2015.21.2.013
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On the Timing and Pricing of Dividends.
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- American Economic Review, 2012, v. 102, n. 4, p. 1596, doi. 10.1257/aer.102.4.1596
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FIXING THE VIX.
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- Journal of Technical Analysis, 2016, n. 69, p. 5
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VIX Endeksinin BİST30 Endeks ve BİST30 Vadeli İşlem Getirisi Volatilitelerine Etkisinin EGARCH Modeli İle Karşılaştırılması.
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- Journal of Yaşar University / Yaşar Üniversitesi E-Dergisi, 2020, v. 15, n. 59, p. 534, doi. 10.19168/jyasar.699550
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A dark side to options trading? Evidence from corporate default risk.
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- Review of Quantitative Finance & Accounting, 2023, v. 60, n. 2, p. 531, doi. 10.1007/s11156-022-01110-7
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Retrieving risk neutral moments and expected quadratic variation from option prices.
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- Review of Quantitative Finance & Accounting, 2017, v. 48, n. 4, p. 955, doi. 10.1007/s11156-016-0575-z
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The Risk and Return Relation in Bitcoin Spot and Futures Intraday Returns.
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- KASBIT Business Journal, 2023, v. 16, n. 1, p. 103
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The Congressional Calendar, Market Performance, and Market Volatility.
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- International Journal of Business, 2020, v. 25, n. 2, p. 149
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The Role of the Conditional Skewness and Kurtosis in VIX Index Valuation.
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- European Financial Management, 2017, v. 23, n. 2, p. 325, doi. 10.1111/eufm.12096
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- Article
Soybean Inventory and Forward Curve Dynamics.
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- Management Science, 2005, v. 51, n. 7, p. 1076, doi. 10.1287/mnsc.1050.0361
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- Article
The CBOE S&P 500 three-month variance futures.
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- Journal of Futures Markets, 2010, v. 30, n. 1, p. 48, doi. 10.1002/fut.20400
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The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and CBOE Options.
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- Journal of Financial & Quantitative Analysis, 1995, v. 30, n. 3, p. 329, doi. 10.2307/2331344
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The Value of Early Exercise in Option Prices: An Empirical Investigation.
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- Journal of Financial & Quantitative Analysis, 1991, v. 26, n. 1, p. 129, doi. 10.2307/2331247
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THE CHICAGO BOARD OPTIONS EXCHANGE AND MARKET EFFICIENCY.
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- Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 1, p. 29, doi. 10.2307/2330518
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A POSSIBLE PREDICTIVE CAUSALITY BETWEEN THE NEW GLOBAL TREND, ENVIRONMENTAL, SOCIAL, AND GOVERNANCE (ESG) AND MARKET SENTIMENT THROUGH "GOLD FUTURES/VIX" RATIO.
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- Revista Economică, 2022, v. 74, n. 4, p. 91, doi. 10.56043/reveco-2022-0029
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Tax Valuation.
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- Journal of Practical Estate Planning, 2008, v. 10, n. 6, p. 11
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Extracting Model-Free Volatility from Option Prices: An Examination of the VIX Index.
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- Journal of Derivatives, 2007, v. 14, n. 3, p. 35, doi. 10.3905/jod.2007.681813
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Return and Risk of CBOE Buy Write Monthly Index.
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- Journal of Derivatives, 2002, v. 10, n. 2, p. 35, doi. 10.3905/jod.2002.319194
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The impact of options on the underlying securities.
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- Journal of Portfolio Management, 1980, v. 6, n. 2, p. 12, doi. 10.3905/jpm.1980.408737
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Global Oil Shocks and China's Commodity Markets: The Role of OVX.
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- Emerging Markets Finance & Trade, 2021, v. 57, n. 3, p. 914, doi. 10.1080/1540496X.2019.1658075
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Replicating the CBOE VIX using a synthetic volatility index trading algorithm.
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- Cogent Economics & Finance, 2019, v. 7, n. 1, p. 1, doi. 10.1080/23322039.2019.1641063
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The political advantage of a volatile market: the relationship between Presidential popularity and the ‘investor fear gauge’.
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- Journal of Public Affairs (14723891), 2008, v. 8, n. 3, p. 195, doi. 10.1002/pa.291
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- Article
THE NEXUS BETWEEN COVID-19 AND STOCK RETURNS: EVIDENCE FROM SELECTED MENA COUNTRIES.
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- World of Accounting Science, 2022, p. 113, doi. 10.31460/mbdd.1033349
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Quarterly versus Serial Expiration in Pure Cost of Carry Markets: The Case of Single Stock Futures Trading in the U.S.
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- Quarterly Journal of Finance & Accounting, 2008, v. 47, n. 3, p. 29
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- Article
Investor Behavior under Changing Market Volatility.
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- Journal of Investing, 2014, v. 23, n. 2, p. 96, doi. 10.3905/joi.2014.23.2.096
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- Article
LEAPS of Faith: A Trading Indicator Based on CBOE S&P 500 LEAPS Option Open Interest Information.
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- Journal of Investing, 2010, v. 19, n. 2, p. 85, doi. 10.3905/joi.2010.19.2.085
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Fear and Greed in Global Asset Allocation.
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- Journal of Investing, 2000, v. 9, n. 1, p. 27, doi. 10.3905/joi.2000.319396
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STATS & FACTS.
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- Journal of Financial Planning, 2011, v. 24, n. 3, p. 14
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- Article
Strategic Option Protection Increases Return, Decreases Risk.
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- Journal of Financial Planning, 2010, v. 23, n. 7, p. 64
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Proactive Hedging European Call Option Pricing with Linear Position Strategy.
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- Discrete Dynamics in Nature & Society, 2018, p. 1, doi. 10.1155/2018/2087145
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Risk and uncertainty in style rotation.
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- Financial Services Review, 2018, v. 27, n. 2, p. 189
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Market timing using the VIX for style rotation.
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- Financial Services Review, 2011, v. 20, n. 1, p. 35
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Risk Premia and the VIX Term Structure.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 6, p. 2461, doi. 10.1017/S0022109017000825
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Trade Size and Information-Motivated Trading in the Options and Stock Markets.
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- Journal of Financial & Quantitative Analysis, 2001, v. 36, n. 4, p. 485, doi. 10.2307/2676221
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Fear and the Fama-French Factors.
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- Financial Management (Wiley-Blackwell), 2011, v. 40, n. 2, p. 409, doi. 10.1111/j.1755-053X.2011.01147.x
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- Article
S&P 500 volatility, volatility regimes, and economic uncertainty.
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- Bulletin of Economic Research, 2023, v. 75, n. 4, p. 1362, doi. 10.1111/boer.12406
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Examination of the impacts of the immediate interest rate of the United States and the VIX on the Dow Jones Islamic Market Index.
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- Bulletin of Economic Research, 2023, v. 75, n. 4, p. 1157, doi. 10.1111/boer.12399
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State-preference pricing and volatility indices.
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- Accounting & Finance, 2017, v. 57, n. 3, p. 815, doi. 10.1111/acfi.12170
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- Article
Fund Volatility Index using equity market state prices.
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- Accounting & Finance, 2017, v. 57, n. 3, p. 837, doi. 10.1111/acfi.12177
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- Article
TESTING THE BLACK AND SCHOLES MODEL OF CALL OPTION VALUATION.
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- American Economist, 1976, v. 20, n. 2, doi. 10.1177/056943457602000205
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- Article
Active QQQ Covered Call Strategies.
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- Journal of Alternative Investments, 2013, v. 16, n. 3, p. 25, doi. 10.3905/jai.2013.16.3.025
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Homage to a Chicago Organizer.
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- Gay & Lesbian Review Worldwide, 2022, v. 29, n. 2, p. 5
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Introducing the Kansas City Fed's Measure of Policy Rate Uncertainty (KC PRU).
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- Economic Review (01612387), 2024, v. 109, n. 7, p. 1
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Some Comments on the CBOE Call Options Index.
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- Financial Analysts Journal, 1984, v. 40, n. 4, p. 58, doi. 10.2469/faj.v40.n4.58
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GARCH Option Pricing Models, the CBOE VIX, and Variance Risk Premium.
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- Journal of Financial Econometrics, 2013, v. 11, n. 3, p. 556, doi. 10.1093/jjfinec/nbs026
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- Article
VIX versus Size.
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- Journal of Portfolio Management, 2016, v. 42, n. 3, p. 76, doi. 10.3905/jpm.2016.42.3.076
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- Article