Works matching DE "CHICAGO Board Options Exchange"
Results: 86
Dynamic Linkages Between Economic Policy Uncertainty and External Variables in Latin America: Wavelet Analysis.
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- Economies, 2025, v. 13, n. 2, p. 22, doi. 10.3390/economies13020022
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Optimal Prediction Periods for New and Old Volatility Indexes in USA and German Markets.
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- Computational Economics, 2016, v. 47, n. 4, p. 527, doi. 10.1007/s10614-015-9500-0
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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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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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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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Predicting Volatility Index According to Technical Index and Economic Indicators on the Basis of Deep Learning Algorithm.
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- Sustainability (2071-1050), 2021, v. 13, n. 24, p. 14011, doi. 10.3390/su132414011
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IN DEFENSE OF MODELS.
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- Financial History, 2010, n. 96, p. 32
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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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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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Influence of Social Media over the Stock Market.
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- Psychology & Marketing, 2017, v. 34, n. 1, p. 101, doi. 10.1002/mar.20976
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MODELING ASYMMETRIC VOLATILITY IN THE CHICAGO BOARD OPTIONS EXCHANGE VOLATILITY INDEX.
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- Financial Studies, 2018, v. 22, n. 1, p. 20
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The asymmetric relationship between volatility index and volatility-of-volatility index.
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- Investment Analysts Journal, 2022, v. 51, n. 2, p. 127, doi. 10.1080/10293523.2022.2087828
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FIXING THE VIX.
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- Journal of Technical Analysis, 2016, n. 69, p. 5
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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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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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Underpricing, partial price adjustments, and equity carve-outs.
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- Journal of Economics & Finance, 2016, v. 40, n. 2, p. 345, doi. 10.1007/s12197-014-9311-5
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EXPLORING THE ASYMMETRIC EFFECTS OF ECONOMIC POLICY UNCERTAINTY AND IMPLIED VOLATILITIES ON ENERGY FUTURES RETURNS: NOVEL INSIGHTS FROM QUANTILE-ON-QUANTILE REGRESSION.
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- Journal of Business Economics & Management, 2022, v. 23, n. 6, p. 1351, doi. 10.3846/jbem.2022.18282
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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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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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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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Homage to a Chicago Organizer.
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- Gay & Lesbian Review Worldwide, 2022, v. 29, n. 2, p. 5
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PRICING AND HEDGING AMERICAN OPTIONS ANALYTICALLY: A PERTURBATION METHOD.
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- Mathematical Finance, 2010, v. 20, n. 1, p. 59, doi. 10.1111/j.1467-9965.2009.00389.x
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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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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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35-Year Performance Analysis of Cboe S&P 500 Option-Selling Indices.
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- Journal of Beta Investment Strategies, 2022, v. 13, n. 3, p. 48, doi. 10.3905/jbis.2022.1.013
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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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SECURITIES ARBITRAL IMMUNITY- -CHICAGO BOARD OPTIONS EXCHANGE.
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- Arbitration Journal, 1991, v. 46, n. 1, p. 68
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SECURITIES--ARBITRABiLITY--PUBLIC POLICY WAIVER--BROAD CLAUSE--SCOPE OF JUDICIAL INTERVENTION--SECURITIES EXCHANGE ACT --U.S. ARBITRATION ACT.
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- Arbitration Journal, 1982, v. 37, n. 2, p. 60
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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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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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FORECASTING STOCK INDEX VOLATILITY: COMPARING IMPLIED VOLATILITY AND THE INTRADAY HIGH–LOW PRICE RANGE.
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- Journal of Financial Research, 2007, v. 30, n. 2, p. 201, doi. 10.1111/j.1475-6803.2007.00210.x
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THE INTRA-DAY RELATION BETWEEN NYSE AND CBOE PRICES.
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- Journal of Financial Research, 2003, v. 26, n. 1, p. 97, doi. 10.1111/1475-6803.00047
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INTRADAY TRADING PATTERNS IN THE EQUITY OPTIONS MARKETS.
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- Journal of Financial Research, 1993, v. 16, n. 4, p. 285, doi. 10.1111/j.1475-6803.1993.tb00148.x
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SPREADING STRATEGIES IN CBOE OPTIONS: EVIDENCE ON MARKET PERFORMANCE.
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- Journal of Financial Research, 1978, v. 1, n. 1, p. 35, doi. 10.1111/j.1475-6803.1978.tb00004.x
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Beyond Culture and Society: Prospects for Ethnographies of Finance.
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- Journal of Business Anthropology, 2013, v. 2, n. 1, p. 49, doi. 10.22439/jba.v2i1.4071
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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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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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The skewness index: uncovering the relationship with volatility and market returns.
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- Applied Economics, 2021, v. 53, n. 31, p. 3619, doi. 10.1080/00036846.2021.1884837
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Exploring emotions and the economy: new contributions from sociological theory.
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- Theory & Society, 2009, v. 38, n. 4, p. 335, doi. 10.1007/s11186-009-9084-6
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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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Bitcoin Volatility and Intrinsic Time Using Double-Subordinated Lévy Processes.
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- Risks, 2024, v. 12, n. 5, p. 82, doi. 10.3390/risks12050082
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Role of the Global Volatility Indices in Predicting the Volatility Index of the Indian Economy.
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- Risks, 2022, v. 10, n. 12, p. 223, doi. 10.3390/risks10120223
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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 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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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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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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Option volume and stock price behavior: Some evidence...
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- Atlantic Economic Journal, 1997, v. 25, n. 4, p. 358, doi. 10.1007/BF02298346
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