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isPartOf:"Applied financial economics"
~isPartOf:"The journal of futures markets"
~subject:"Share price"
~subject:"United Kingdom"
~subject:"Welt"
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Index futures
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McMillan, David G.
5
Speight, Alan E. H.
5
Tse, Yiuman
5
Ap Gwilym, Owain
4
Fung, Joseph K. W.
3
Wang, George H. K.
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Applied financial economics
The journal of futures markets
International review of economics & finance : IREF
15
Journal of banking & finance
13
Review of futures markets
11
International review of financial analysis
10
Review of quantitative finance and accounting
9
Applied economics letters
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Applied economics
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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International Journal of Energy Economics and Policy : IJEEP
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Journal of international financial markets, institutions & money
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The journal of business : B
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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Advances in futures and options research : a research annual
3
Asia-Pacific financial markets
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CFS working paper series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance India : the quarterly journal of Indian Institute of Finance
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Finanzmarkt und Portfolio-Management
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International journal of economics and finance
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Journal of financial and quantitative analysis : JFQA
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Working paper / National Bureau of Economic Research, Inc.
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Applied financial economics letters
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BRC papers on financial derivatives and investment strategies
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1
Herd behaviors in index futures trading : driving factors and impact on market volatility
Wu, Ming-Hung
;
Hu, Wan-Ting
;
Weng, Pei-Shih
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10014339443
Saved in:
2
Trades or quotes : which drives price discovery? : evidence from Chinese index futures markets
Jin, Liwei
;
Yuan, Xianghui
;
Wang, Shihao
;
Li, Peiran
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2235-2247
Persistent link: https://www.econbiz.de/10013465881
Saved in:
3
Algorithmic trading and market quality : evidence from the Taiwan index futures market
Chang, Ya-Kai
;
Chou, Robin K.
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1837-1855
Persistent link: https://www.econbiz.de/10013465825
Saved in:
4
Tail wags dog : intraday price discovery in VIX markets
Bollen, Nicolas P. B.
;
O'Neill, Michael J.
;
Whaley, …
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 431-451
Persistent link: https://www.econbiz.de/10011950704
Saved in:
5
Could the extended trading of CSI 300 Index futures facilitate its role of price discovery?
Sohn, Sungbin
;
Zhang, Xiaofeng
- In:
The journal of futures markets
37
(
2017
)
7
,
pp. 717-740
Persistent link: https://www.econbiz.de/10011950872
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
Investor attention and macroeconomic news announcements : evidence from stock index futures
Chen, Jing
;
Liu, Yu-jane
;
Luo, Lei
;
Tang, Ya
- In:
The journal of futures markets
36
(
2016
)
3
,
pp. 240-266
Persistent link: https://www.econbiz.de/10011568206
Saved in:
8
The impact of sampling frequency on intraday correlation and lead-lag relationships between index futures and individual stocks
Fung, Joseph K. W.
;
Lau, Francis
;
Tse, Yiuman
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 939-952
Persistent link: https://www.econbiz.de/10011392705
Saved in:
9
High frequency trading in the Korean index futures market
Lee, Eun Jung
- In:
The journal of futures markets
35
(
2015
)
1
,
pp. 31-51
Persistent link: https://www.econbiz.de/10011346176
Saved in:
10
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
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