Options strategies in equities
33 papers on options strategies in equities as a systematic trading strategy. Options strategies papers on single stocks and equity indices: 33 of the 84 in options trading strategies. 7 name a method, most often linear factor models (4). The most cited is Option Return Predictability (2021).
Papers332007–2026
Share of the family39 %33 of 84
| cited by | method | ||
|---|---|---|---|
| Option Return Predictability by Zhan et al. | 130 | 2021 | |
| Default Risk and Option Returns by Vasquez and Xiao | 51 | 2024 | |
| Limits of Arbitrage and Primary Risk-Taking in Derivative Securities by Tian and Wu | 24 | Linear factor models | 2023 |
| Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests by Bernales and Guidolin | 20 | 2013 | |
| The Impact of Option Strategies in Financial Portfolios Performance: Mean-Variance and Stochastic Dominance Approaches by Abid et al. | 18 | 2010 | |
| Is Firm-Level Political Risk Priced in the Equity Option Market? by Ho et al. | 14 | 2023 | |
| The Cross-Section of Individual Equity Option Returns by Shafaati et al. | 12 | 2021 | |
| Demand Pressures and Option Returns by Goyenko and Zhang | 6 | 2019 | |
| The Benefits of Option Use by Mutual Funds by Natter et al. | 5 | Linear factor models | 2014 |
| Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes by Goyal and Saretto | 4 | Linear factor models | 2022 |
| Buy-Write or Put-Write: An Active Index Writing Portfolio to Strike it Right by Yang | 3 | 2011 | |
| On the Negative Market Volatility Risk-Premium: Bridging the Gap Between Option Returns and the Pricing of Options by Ibáñez | 3 | Mathematical derivation | 2007 |
| A Transaction Cost Perspective on Option Anomalies by O'Donovan and Yu | 2 | 2024 | |
| Adaptive Covered Call Writing for NASDAQ Stocks: The Turtle Strategy by Donninger | 2 | 2014 | |
| Covered Call Strategies: One Fact and Eight Myths by Israelov and Nielsen | 2 | 2014 | |
| Forecasting Option Returns with News by Cao et al. | 1 | 2024 | |
| Attention on Volatility and Options by Xu et al. | 1 | 2013 | |
| Big Data Machine Learning Portfolios in Thirty Minute SPX Options by Maisch et al. | 0 | 2026 | |
| Dispersion Trading and Implied Correlation Risk Premium by Nunes | 0 | 2026 | |
| Dynamic Hedging in ETFs and Income Generation through Protective Puts and Covered Calls by Sharma et al. | 0 | 2026 | |
| Mathematics of Derivative Pricing: A Comprehensive Object-Oriented Framework for Valuation and Strategy by Van | 0 | Mathematical derivation | 2026 |
| Put-funded Tail Hedging and Drawdown-responsive Leverage in Covered Call Strategies: Evidence from NIFTY Weekly Options, 2019-2024 by Singh | 0 | Classical time series | 2026 |
| Stock Trading Variability and Option Returns by Wiest | 0 | Linear factor models | 2026 |
| The Common Source of Option Return Anomalies by Gerchik | 0 | 2026 | |
| December Effect in Option Returns by Choy et al. | 0 | 2025 | |
| Options on Drugs: Industry Exposure and Option Anomalies by Käfer | 0 | 2025 | |
| Understanding Equity Option Returns in the Chinese Market by Li and Wang | 0 | 2024 | |
| Equity Option Return Predictability and Expiration Days by Garcia-Ares | 0 | 2023 | |
| Covered Calls on the S&P 500: Resolution of an Anomaly by Brooks et al. | 0 | 2018 | |
| Option Return Predictability, A Machine-Learning Approach by Ho and Hu | 0 | 2017 | |
| Testing Momentum Effect for the US Market: From Equity to Option Strategies by Siri et al. | 0 | 2017 | |
| Covered Call Writing in a Cumulative Prospect Theory Framework by Nardon and Pianca | 0 | 2016 | |
| The Anomalous Behavior of the S&P Covered Call Closed End Fund by Simon | 0 | 2008 |
Papers on options strategies in equities from other families
3 papers| filed under | ||
|---|---|---|
| Trading the Volatility Risk Premium on Nifty 50: Strategy Backtest with Realistic Frictions by Pillai | Volatility risk premium | 2026 |
| Equity Tail Protection Strategies Before, During, and After COVID by Israelov and Ndong | Hedging strategies | 2023 |
| Media Sentiment and the Cross-Section of Option Returns by Filippou and Garcia-Ares | News sentiment and text signals | 2022 |