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isPartOf:"Journal of empirical finance"
~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The European journal of finance"
~subject:"Asymmetric information"
~subject:"Theory"
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Journal of empirical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Futures hedging in CSI 300 markets : a comparison between minimum-variance and maximum-utility frameworks
Geng, Qianjie
;
Wang, Yudong
- In:
Computational economics
57
(
2021
)
2
,
pp. 719-742
Persistent link: https://www.econbiz.de/10012486957
Saved in:
2
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:
3
The relative pricing of European dividend futures and their predictive abilities for index returns
Stotz, Olaf
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1484-1506
Persistent link: https://www.econbiz.de/10011715480
Saved in:
4
Early news is good news : the effects of market opening on market volatility
Gallo, Giampiero M.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
4
Persistent link: https://www.econbiz.de/10001769681
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