//--> //--> //--> //-->
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:"The journal of futures markets"
~isPartOf:"Working paper"
~subject:"Optionspreistheorie"
~subject:"Welt"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Welt
Index futures
317
Index-Futures
317
USA
134
United States
133
Volatility
87
Volatilität
87
Börsenkurs
56
Share price
56
Theorie
53
Theory
53
Aktienindex
47
Stock index
47
Estimation
42
Schätzung
42
Hedging
38
Großbritannien
36
United Kingdom
36
Derivat
34
Derivative
34
Option pricing theory
34
Arbitrage
24
Capital income
22
Kapitaleinkommen
22
Efficient market hypothesis
18
Effizienzmarkthypothese
18
Taiwan
18
Anlageverhalten
17
Behavioural finance
17
Hong Kong
17
Hongkong
17
Japan
16
Portfolio selection
15
Portfolio-Management
15
ARCH model
14
ARCH-Modell
14
CAPM
14
Handelsvolumen der Börse
14
Securities trading
14
Trading volume
14
more ...
less ...
Online availability
All
Free
4
Undetermined
3
Type of publication
All
Article
40
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
41
Aufsatz in Zeitschrift
41
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
47
Author
All
Antoniou, Antonios
2
Corrado, Charles Joseph
2
Daigler, Robert T.
2
Lin, Yueh-neng
2
Strong, Norman
2
Su, Tie
2
Wang, Janchung
2
Xu, Xinzhong
2
Ané, Thierry
1
Ayadi, Mohamed A.
1
Barras, Laurent
1
Becchetti, Leonardo
1
Ben-Ameur, Hatem
1
Bohl, Martin T.
1
Byun, Suk Joon
1
Caggese, Andrea
1
Chen, Zhiyao
1
Cheng, Sicong
1
Chung, San-lin
1
Dai, Min
1
Dash, Ashutosh
1
Dupoyet, Brice
1
Edwards, Shane
1
Fleming, Jeff
1
Followill, Richard A.
1
Fournier, Mathieu
1
Frino, Alex
1
Fukuta, Yuichi
1
Gallagher, Liam
1
Gay, Gerald D.
1
Gleason, Kimberly C.
1
Gonçalves, Silva
1
Gray, Philip K.
1
Gu, Chen
1
Guidolin, Massimo
1
Gulen, Huseyin
1
Guo, Weiyu
1
Guo, Xu
1
Holmes, Philip
1
Hsu, Hsinan
1
more ...
less ...
Institution
All
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Federal Reserve Bank of St. Louis
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Published in...
All
Applied financial economics
The journal of futures markets
Working paper
The journal of finance : the journal of the American Finance Association
11
Journal of banking & finance
10
International review of economics & finance : IREF
9
The review of financial studies
9
Journal of empirical finance
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Review of derivatives research
6
NBER Working Paper
5
NBER working paper series
5
Quantitative finance
5
Working paper / National Bureau of Economic Research, Inc.
5
International journal of theoretical and applied finance
4
International review of financial analysis
4
Journal of financial economics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Research paper series / Swiss Finance Institute
4
Review of finance : journal of the European Finance Association
4
Review of quantitative finance and accounting
4
Applied economics
3
Asia-Pacific journal of financial studies
3
Discussion papers of interdisciplinary research project 373
3
Economics letters
3
Finance research letters
3
Global business review
3
International journal of economics and finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of forecasting
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Meddelanden från Svenska Handelshögskolan
3
Pacific-Basin finance journal
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
The North American journal of economics and finance : a journal of financial economics studies
3
Theoretical economics letters
3
AFI
2
Advances in futures and options research : a research annual
2
Applied economics letters
2
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
more ...
less ...
Source
All
ECONIS (ZBW)
47
Showing
1
-
10
of
47
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database
Wallmeier, Martin
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 854-875
Persistent link: https://www.econbiz.de/10014536695
Saved in:
2
A supply-demand analysis of the index option market
Barras, Laurent
;
Malkhozov, Ayteck
;
Roussellet, Guillaume
-
2021
Persistent link: https://www.econbiz.de/10012587146
Saved in:
3
Modeling conditional factor risk premia implied by index option returns
Fournier, Mathieu
;
Jacobs, Kris
;
Orłowski, Piotr
-
2021
Persistent link: https://www.econbiz.de/10013328240
Saved in:
4
The information content of the volatility index options trading volume
Gu, Chen
;
Guo, Xu
;
Kurov, Alexander
;
Stan, Raluca
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1721-1737
Persistent link: https://www.econbiz.de/10013465809
Saved in:
5
Overnight volatility, realized volatility, and option pricing
Wang, Tianyi
;
Cheng, Sicong
;
Yin, Fangsheng
;
Yu, Mei
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1264-1283
Persistent link: https://www.econbiz.de/10013287956
Saved in:
6
Investors' heterogeneity in beliefs, the VIX futures basis, and S&P 500 index futures returns
Lee, Hsiu-Chuan
;
Liao, Tzu-Hsiang
;
Tung, Pao-Ying
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 939-960
Persistent link: https://www.econbiz.de/10011950912
Saved in:
7
A stochastic dynamic program for valuing options on futures
Ayadi, Mohamed A.
;
Ben-Ameur, Hatem
;
Kirillov, Tymur
; …
- In:
The journal of futures markets
34
(
2014
)
12
,
pp. 1185-1201
Persistent link: https://www.econbiz.de/10010508671
Saved in:
8
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:
9
Commonality in liquidity across international borders : evidence from futures markets
Frino, Alex
;
Mollica, Vito
;
Zhou, Zeyang
- In:
The journal of futures markets
34
(
2014
)
8
,
pp. 807-818
Persistent link: https://www.econbiz.de/10010507935
Saved in:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->