//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Applied financial economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of futures markets"
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Index-Futures"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theory
Index futures
323
Index-Futures
323
USA
134
United States
133
Volatility
94
Volatilität
94
Börsenkurs
60
Share price
60
Theorie
54
Aktienindex
50
Stock index
50
Estimation
45
Schätzung
45
Hedging
36
Derivat
35
Derivative
35
Großbritannien
35
Option pricing theory
35
Optionspreistheorie
35
United Kingdom
35
Arbitrage
26
Capital income
22
Kapitaleinkommen
22
Taiwan
18
Anlageverhalten
17
Behavioural finance
17
Efficient market hypothesis
17
Effizienzmarkthypothese
17
Hong Kong
17
Hongkong
17
Japan
16
ARCH model
15
ARCH-Modell
15
Handelsvolumen der Börse
15
Portfolio selection
15
Portfolio-Management
15
Trading volume
15
Securities trading
14
Welt
14
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
54
Type of publication (narrower categories)
All
Article in journal
53
Aufsatz in Zeitschrift
53
Language
All
English
54
Author
All
Brooks, Robert
2
Figlewski, Stephen
2
Fleming, Jeff
2
Park, Tae H.
2
Switzer, Lorne N.
2
Wang, George H. K.
2
Alkebäck, Per
1
Andrada Félix, Julián
1
Ané, Thierry
1
Bali, Turan G.
1
Barrett, W. B.
1
Becchetti, Leonardo
1
Board, John L. G.
1
Caggese, Andrea
1
Chen, Clara Chia-Sheng
1
Chen, Zhiyao
1
Cheung, Edwin Kwan Hung
1
Choi, Seung-mook S.
1
Choi, Youngsoo
1
Cornell, Bradford
1
Corrado, Charles Joseph
1
Dai, Min
1
Daigler, Robert T.
1
Dubofsky, David A.
1
Dupoyet, Brice
1
Forster, D. L.
1
French, Joseph J.
1
French, Kenneth Ronald
1
Frino, Alex
1
Gaul, Jürgen
1
Geiss, Charles G.
1
Glover, Kristoffer
1
Hagelin, Niclas
1
Hand, John H.
1
Heaney, Richard A.
1
Herbst, Anthony F.
1
Holden, Craig W.
1
Hulley, Hardy
1
Irwin, Scott H.
1
Kwok, Yue-Kuen
1
more ...
less ...
Published in...
All
Applied financial economics
Journal of empirical finance
The journal of futures markets
Journal of banking & finance
9
Advances in futures and options research : a research annual
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
Journal of financial and quantitative analysis : JFQA
6
Applied economics letters
5
Arbeitspapiere zur mathematischen Wirtschaftsforschung
5
CREATES research paper
5
Finanzmarkt und Portfolio-Management
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Meddelanden från Svenska Handelshögskolan
5
Journal of forecasting
4
Review of derivatives research
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Australian journal of management
3
CFS working paper series
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Gabler Edition Wissenschaft
3
Journal of financial economics
3
Tydskrif vir studies in ekonomie en ekonometrie : SEE
3
Working paper
3
Working papers / Federal Reserve Bank of Philadelphia
3
Akron business and economic review
2
Applied economics
2
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
Bank of Finland research discussion papers
2
Betriebswirtschaftliche Studien
2
Discussion paper / Centre for Economic Policy Research
2
Discussion papers of interdisciplinary research project 373
2
ERID working paper
2
EUI working paper / ECO
2
EUR
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
European financial management : the journal of the European Financial Management Association
2
Finance : revue de l'Association Française de Finance
2
Financial innovation : FIN
2
more ...
less ...
Source
All
ECONIS (ZBW)
54
Showing
1
-
10
of
54
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Who pays the liquidity cost? : central bank announcements and adverse selection
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 904-924
Persistent link: https://www.econbiz.de/10014293266
Saved in:
2
Financially constrained index futures arbitrage
Glover, Kristoffer
;
Hulley, Hardy
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1688-1703
Persistent link: https://www.econbiz.de/10013465806
Saved in:
3
Informed trading in S&P index options? : evidence from the 2008 financial crisis
Li, Wei-Xuan
;
French, Joseph J.
;
Chen, Clara Chia-Sheng
- In:
Journal of empirical finance
42
(
2017
),
pp. 40-65
Persistent link: https://www.econbiz.de/10011808543
Saved in:
4
A partially linear approach to modeling the dynamics of spot and futures prices
Gaul, Jürgen
;
Theissen, Erik
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 371-384
Persistent link: https://www.econbiz.de/10011348414
Saved in:
5
Lévy betas : static hedging with index futures
Wong, Hoi Ying
;
Cheung, Edwin Kwan Hung
;
Wong, Shiu Fung
- In:
The journal of futures markets
32
(
2012
)
11
,
pp. 1034-1059
Persistent link: https://www.econbiz.de/10009697814
Saved in:
6
Effects of rollover strategies and information stability on the performance measures in options markets : an examination of the KOSPI 200 index options market
Choi, Youngsoo
;
Ok, Soonchan
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 360-388
Persistent link: https://www.econbiz.de/10010218778
Saved in:
7
Optimal arbitrage strategies on stock index futures under position limits
Dai, Min
;
Zhong, Yifei
;
Kwok, Yue-Kuen
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 394-406
Persistent link: https://www.econbiz.de/10008908353
Saved in:
8
A simplified pricing model for volatility futures
Dupoyet, Brice
;
Daigler, Robert T.
;
Chen, Zhiyao
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 307-339
Persistent link: https://www.econbiz.de/10008908397
Saved in:
9
The index premium and its hidden cost for index funds
Petajisto, Antti
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 271-288
Persistent link: https://www.econbiz.de/10009301120
Saved in:
10
The implied volatility term structure of stock index options
Mixon, Scott
- In:
Journal of empirical finance
14
(
2007
)
3
,
pp. 333-354
Persistent link: https://www.econbiz.de/10003609837
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->