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Search: subject_exact:"Index-Futures"
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Index futures
56
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Volatility
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McMillan, David G.
4
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Alkebäck, Per
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Applied financial economics
Journal of empirical finance
The journal of futures markets
267
Journal of banking & finance
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International review of economics & finance : IREF
38
International review of financial analysis
28
Pacific-Basin finance journal
27
Review of futures markets
27
The journal of finance : the journal of the American Finance Association
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The review of financial studies
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Finance research letters
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Advances in futures and options research : a research annual
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Review of quantitative finance and accounting
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Journal of international financial markets, institutions & money
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Working paper / National Bureau of Economic Research, Inc.
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The European journal of finance
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Meddelanden från Svenska Handelshögskolan
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The financial review : the official publication of the Eastern Finance Association
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
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1
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:
2
Determinants of price discovery in the VIX futures market
Chen, Yu-Lun
;
Tsai, Wei-Che
- In:
Journal of empirical finance
43
(
2017
),
pp. 59-73
Persistent link: https://www.econbiz.de/10011817906
Saved in:
3
Market uncertainty, expected volatility and the mispricing of S&P 500 index futures
Tu, Anthony H.
;
Hsieh, Wen-Liang G.
;
Wu, Wei-Shao
- In:
Journal of empirical finance
35
(
2016
),
pp. 78-98
Persistent link: https://www.econbiz.de/10011662722
Saved in:
4
Volatility co-movements : a time-scale decomposition analysis
Cipollini, Andrea
;
Lo Cascio, Iolanda
;
Muzzioli, Silvia
- In:
Journal of empirical finance
34
(
2015
),
pp. 34-44
Persistent link: https://www.econbiz.de/10011556988
Saved in:
5
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Saved in:
6
Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of empirical finance
28
(
2014
),
pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
Saved in:
7
Trading activity and Nifty index futures volatility : an empirical analysis
Jena, Sangram Keshari
;
Dash, Ashutosh
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1167-1176
Persistent link: https://www.econbiz.de/10010418929
Saved in:
8
No-arbitrage implied volatility functions : empirical evidence from KOSPI 200 index options
Kim, Namhyoung
;
Lee, Jaewook
- In:
Journal of empirical finance
21
(
2013
),
pp. 36-53
Persistent link: https://www.econbiz.de/10009745311
Saved in:
9
Implied volatility smiles in the Nikkei 225 options
Fukuta, Yuichi
;
Wenjie Ma
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 789-804
Persistent link: https://www.econbiz.de/10009750979
Saved in:
10
Are technical trading strategies still profitable? : evidence from the Taiwan stock index futures market
Chiang, Yi-chein
;
Ke, Mei-chu
;
Liao, Tung Liang
;
Wang, …
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 955-965
Persistent link: https://www.econbiz.de/10009625627
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