Works matching DE "CHICAGO Board Options Exchange"

Results: 88

Exploring emotions and the economy: new contributions from sociological theory.

Published in:

Theory & Society, 2009, v. 38, n. 4, p. 335, doi. 10.1007/s11186-009-9084-6

By:

Berezin, Mabel

Publication type:

Article

RIDING OR CHALLENGING THE WAVES: UNCOVERING THE VOLATILITY OF SOUTHEAST ASIAN STOCK MARKETS AMIDST GLOBAL UNCERTAINTIES.

Published in:

Journal of Eastern European & Central Asian Research, 2023, v. 10, n. 5, p. 841, doi. 10.15549/jeecar.v10i5.1317

By:

Lestari, Novi Puji;
Rofik, Mochamad;
Utami, Yuni

Publication type:

Article

S&P 500 volatility, volatility regimes, and economic uncertainty.

Published in:

Bulletin of Economic Research, 2023, v. 75, n. 4, p. 1362, doi. 10.1111/boer.12406

By:

Adrangi, Bahram;
Chatrath, Arjun;
Raffiee, Kambiz

Publication type:

Article

Examination of the impacts of the immediate interest rate of the United States and the VIX on the Dow Jones Islamic Market Index.

Published in:

Bulletin of Economic Research, 2023, v. 75, n. 4, p. 1157, doi. 10.1111/boer.12399

By:

Ozcelebi, Oguzhan;
Pérez‐Montiel, José A.

Publication type:

Article

SECURITIES ARBITRAL IMMUNITY- -CHICAGO BOARD OPTIONS EXCHANGE.

Published in:: Arbitration Journal, 1991, v. 46, n. 1, p. 68
Publication type:: Article

SECURITIES--ARBITRABiLITY--PUBLIC POLICY WAIVER--BROAD CLAUSE--SCOPE OF JUDICIAL INTERVENTION--SECURITIES EXCHANGE ACT --U.S. ARBITRATION ACT.

Published in:: Arbitration Journal, 1982, v. 37, n. 2, p. 60
Publication type:: Article

Option volume and stock price behavior: Some evidence...

Published in:

Atlantic Economic Journal, 1997, v. 25, n. 4, p. 358, doi. 10.1007/BF02298346

By:

Boluch, Michael J.;
Chamberlain, Trevor W.

Publication type:

Article

The Role of the Conditional Skewness and Kurtosis in VIX Index Valuation.

Published in:

European Financial Management, 2017, v. 23, n. 2, p. 325, doi. 10.1111/eufm.12096

By:

Lalancette, Simon;
Simonato, Jean‐Guy

Publication type:

Article

A dark side to options trading? Evidence from corporate default risk.

Published in:

Review of Quantitative Finance & Accounting, 2023, v. 60, n. 2, p. 531, doi. 10.1007/s11156-022-01110-7

By:

Yang, Haoyi;
Luo, Shikong

Publication type:

Article

Retrieving risk neutral moments and expected quadratic variation from option prices.

Published in:

Review of Quantitative Finance & Accounting, 2017, v. 48, n. 4, p. 955, doi. 10.1007/s11156-016-0575-z

By:

Rompolis, Leonidas;
Tzavalis, Elias

Publication type:

Article

Investor Behavior under Changing Market Volatility.

Published in:

Journal of Investing, 2014, v. 23, n. 2, p. 96, doi. 10.3905/joi.2014.23.2.096

By:

DAVIOU, AGUSTÍN;
PARASCHIV, FLORENTINA

Publication type:

Article

Influence of Social Media over the Stock Market.

Published in:

Psychology & Marketing, 2017, v. 34, n. 1, p. 101, doi. 10.1002/mar.20976

By:

Piñeiro‐Chousa, Juan;
Vizcaíno‐González, Marcos;
Pérez‐Pico, Ada María

Publication type:

Article

Risk Premia and the VIX Term Structure.

Published in:

Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 6, p. 2461, doi. 10.1017/S0022109017000825

By:

Johnson, Travis L.

Publication type:

Article

Trade Size and Information-Motivated Trading in the Options and Stock Markets.

Published in:

Journal of Financial & Quantitative Analysis, 2001, v. 36, n. 4, p. 485, doi. 10.2307/2676221

By:

Jason Lee;
Yi, Cheong H.

Publication type:

Article

The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and CBOE Options.

Published in:

Journal of Financial & Quantitative Analysis, 1995, v. 30, n. 3, p. 329, doi. 10.2307/2331344

By:

Kalok Chan;
Chung, Y. Peter;
Johnson, Herb

Publication type:

Article

The Value of Early Exercise in Option Prices: An Empirical Investigation.

Published in:

Journal of Financial & Quantitative Analysis, 1991, v. 26, n. 1, p. 129, doi. 10.2307/2331247

By:

Zivney, Terry L.

Publication type:

Article

THE CHICAGO BOARD OPTIONS EXCHANGE AND MARKET EFFICIENCY.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 1, p. 29, doi. 10.2307/2330518

By:

Finnerty, Joseph E.

Publication type:

Article

The effectiveness of the combined use of VIX and Support Vector Machines on the prediction of S&P 500.

Published in:

Neural Computing & Applications, 2014, v. 25, n. 2, p. 321, doi. 10.1007/s00521-013-1487-7

By:

Rosillo, Rafael;
Giner, Javier;
Fuente, David

Publication type:

Article

Quarterly versus Serial Expiration in Pure Cost of Carry Markets: The Case of Single Stock Futures Trading in the U.S.

Published in:

Quarterly Journal of Finance & Accounting, 2008, v. 47, n. 3, p. 29

By:

Bertus, Mark;
Ting-Heng Chu;
Swidler, Steve

Publication type:

Article

Tax Valuation.

Published in:

Journal of Practical Estate Planning, 2008, v. 10, n. 6, p. 11

By:

Hall, Lance S.

Publication type:

Article

Municipal Bond Performance During the COVID-19 Pandemic.

Published in:

Municipal Finance Journal, 2022, v. 43, n. 1, p. 93

By:

Cusatis, Patrick;
Hoxha, Indrit

Publication type:

Article

Introducing the Kansas City Fed's Measure of Policy Rate Uncertainty (KC PRU).

Published in:

Economic Review (01612387), 2024, v. 109, n. 7, p. 1

By:

Bundick, Brent;
Smith, A. Lee;
Van der Meer, Luca

Publication type:

Article

Replicating the CBOE VIX using a synthetic volatility index trading algorithm.

Published in:

Cogent Economics & Finance, 2019, v. 7, n. 1, p. 1, doi. 10.1080/23322039.2019.1641063

By:

Cary, Dayne;
van Vuuren, Gary;
McMillan, David

Publication type:

Article

Dynamic Linkages Between Economic Policy Uncertainty and External Variables in Latin America: Wavelet Analysis.

Published in:

Economies, 2025, v. 13, n. 2, p. 22, doi. 10.3390/economies13020022

By:

Marín-Rodríguez, Nini Johana;
González-Ruiz, Juan David;
Botero, Sergio

Publication type:

Article

Risk and uncertainty in style rotation.

Published in:

Financial Services Review, 2018, v. 27, n. 2, p. 189

By:

Krause, Timothy A.

Publication type:

Article

Market timing using the VIX for style rotation.

Published in:

Financial Services Review, 2011, v. 20, n. 1, p. 35

By:

Boscaljon, Brian;
Filbeck, Greg;
Xin Zhao

Publication type:

Article

Day-of-the-Week Effect in Fear Gauge: Evidence from India.

Published in:

IUP Journal of Applied Finance, 2017, v. 23, n. 1, p. 44

By:

Akhtar, Samreen;
Ansari, Valeed Ahmad;
Ansari, Saghir Ahmad

Publication type:

Article

On the Timing and Pricing of Dividends.

Published in:

American Economic Review, 2012, v. 102, n. 4, p. 1596, doi. 10.1257/aer.102.4.1596

By:

Binsbergen, Jules van;
Brandt, Michael;
Koijen, Ralph

Publication type:

Article

COMPARISON OF THE EFFECTIVENESS OF OPTION PRICE FORECASTING:BLACK-SCHOLES vs. SIMPLE AND HYBRID NEURAL NETWORKS.

Published in:

Journal of Financial Management & Analysis, 2006, v. 19, n. 2, p. 46

By:

Blynski, Lev;
Faseruk, Alex

Publication type:

Article

Extracting Model-Free Volatility from Option Prices: An Examination of the VIX Index.

Published in:

Journal of Derivatives, 2007, v. 14, n. 3, p. 35, doi. 10.3905/jod.2007.681813

By:

Jiang, George J.;
Tian, Yisong S.

Publication type:

Article

Return and Risk of CBOE Buy Write Monthly Index.

Published in:

Journal of Derivatives, 2002, v. 10, n. 2, p. 35, doi. 10.3905/jod.2002.319194

By:

Whaley, Robert E.

Publication type:

Article

Bitcoin Volatility and Intrinsic Time Using Double-Subordinated Lévy Processes.

Published in:

Risks, 2024, v. 12, n. 5, p. 82, doi. 10.3390/risks12050082

By:

Shirvani, Abootaleb;
Mittnik, Stefan;
Lindquist, William Brent;
Rachev, Svetlozar

Publication type:

Article

Role of the Global Volatility Indices in Predicting the Volatility Index of the Indian Economy.

Published in:

Risks, 2022, v. 10, n. 12, p. 223, doi. 10.3390/risks10120223

By:

Prasad, Akhilesh;
Bakhshi, Priti

Publication type:

Article

The CBOE S&P 500 three-month variance futures.

Published in:

Journal of Futures Markets, 2010, v. 30, n. 1, p. 48, doi. 10.1002/fut.20400

By:

Zhang, Jin E.;
Yuqin Huang

Publication type:

Article

ON PERFORMATIVITY: OPTION THEORY AND THE RESISTANCE OF FINANCIAL PHENOMENA.

Published in:

Journal of the History of Economic Thought (Cambridge University Press), 2017, v. 39, n. 4, p. 549, doi. 10.1017/S1053837217000128

By:

BRISSET, NICOLAS

Publication type:

Article

Soybean Inventory and Forward Curve Dynamics.

Published in:

Management Science, 2005, v. 51, n. 7, p. 1076, doi. 10.1287/mnsc.1050.0361

By:

Geman, Hélyette;
Nguyen, Vu-Nhat

Publication type:

Article

Proactive Hedging European Call Option Pricing with Linear Position Strategy.

Published in:

Discrete Dynamics in Nature & Society, 2018, p. 1, doi. 10.1155/2018/2087145

By:

Li, Meng;
Wang, Xuefeng;
Sun, Fangfang

Publication type:

Article

Variance swaps valuation under non-affine GARCH models and their diffusion limits.

Published in:

Quantitative Finance, 2019, v. 19, n. 2, p. 227, doi. 10.1080/14697688.2018.1478120

By:

BADESCU, ALEXANDRU;
YUYU CHEN;
MATTHEW COUCH;
ZHENYU CUI

Publication type:

Article

Some Comments on the CBOE Call Options Index.

Published in:

Financial Analysts Journal, 1984, v. 40, n. 4, p. 58, doi. 10.2469/faj.v40.n4.58

By:

Gastineau, Gary L.;
Madansky, Albert

Publication type:

Article

The skewness index: uncovering the relationship with volatility and market returns.

Published in:

Applied Economics, 2021, v. 53, n. 31, p. 3619, doi. 10.1080/00036846.2021.1884837

By:

Elyasiani, Elyas;
Gambarelli, Luca;
Muzzioli, Silvia

Publication type:

Article

35-Year Performance Analysis of Cboe S&P 500 Option-Selling Indices.

Published in:

Journal of Beta Investment Strategies, 2022, v. 13, n. 3, p. 48, doi. 10.3905/jbis.2022.1.013

By:

Black, Keith;
Szado, Edward

Publication type:

Article

Can ETFs affect U.S. financial stability? A quantile cointegration analysis.

Published in:

Financial Innovation, 2024, v. 10, p. 1, doi. 10.1186/s40854-023-00591-2

By:

Laborda, Juan;
Laborda, Ricardo;
de la Cruz, Javier

Publication type:

Article

Did weekly economic index and volatility index impact US food sales during the first year of the pandemic?

Published in:

Financial Innovation, 2023, v. 9, n. 1, p. 1, doi. 10.1186/s40854-023-00460-y

By:

Das, Narasingha;
Gangopadhyay, Partha

Publication type:

Article

The Risk and Return Relation in Bitcoin Spot and Futures Intraday Returns.

Published in:

KASBIT Business Journal, 2023, v. 16, n. 1, p. 103

By:

Wang, Nianyong;
Khan, Ifran;
Faryal

Publication type:

Article

The Information Content of Option Prices: Evidence from S&P 500 Index Options.

Published in:

Management Science & Financial Engineering, 2015, v. 21, n. 2, p. 13, doi. 10.7737/MSFE.2015.21.2.013

By:

Chenghan Ren;
Byungwook Choi

Publication type:

Article

Fear and the Fama-French Factors.

Published in:

Financial Management (Wiley-Blackwell), 2011, v. 40, n. 2, p. 409, doi. 10.1111/j.1755-053X.2011.01147.x

By:

Durand, Robert B.;
Lim, Dominic;
Zumwalt, J. Kenton

Publication type:

Article

Predicting Volatility Index According to Technical Index and Economic Indicators on the Basis of Deep Learning Algorithm.

Published in:

Sustainability (2071-1050), 2021, v. 13, n. 24, p. 14011, doi. 10.3390/su132414011

By:

Daniali, Sara Mehrab;
Barykin, Sergey Evgenievich;
Kapustina, Irina Vasilievna;
Mohammadbeigi Khortabi, Farzin;
Sergeev, Sergey Mikhailovich;
Kalinina, Olga Vladimirovna;
Mikhaylov, Alexey;
Veynberg, Roman;
Zasova, Liubov;
Senjyu, Tomonobu

Publication type:

Article

STATS & FACTS.

Published in:: Journal of Financial Planning, 2011, v. 24, n. 3, p. 14
Publication type:: Article

Strategic Option Protection Increases Return, Decreases Risk.

Published in:

Journal of Financial Planning, 2010, v. 23, n. 7, p. 64

By:

Burke, John B.;
Wei Xu

Publication type:

Article

VIX versus Size.

Published in:

Journal of Portfolio Management, 2016, v. 42, n. 3, p. 76, doi. 10.3905/jpm.2016.42.3.076

By:

COPELAND, MAGGIE;
COPELAND, THOMAS

Publication type:

Article