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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:"Stock index"
~subject:"Theory"
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Journal of empirical finance
Computational economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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8
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1
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
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
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:
5
The calm after the storm : implied volatility and future stock index returns
Lubnau, Thorben Manfred
;
Todorova, Neda
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1282-1296
Persistent link: https://www.econbiz.de/10011419879
Saved in:
6
Nonlinear intraday dynamics in Eurostoxx50 index markets
Robles-Fernandez, M. Dolores
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
4
Persistent link: https://www.econbiz.de/10002652260
Saved in:
7
Intraday and interday basis dynamics : evidence from the FTSE 100 index futures market
Garrett, Ian
(
contributor
);
Taylor, Nicholas
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
5
(
2001
)
2
,
pp. 133-152
Persistent link: https://www.econbiz.de/10001769747
Saved in:
8
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
Saved in:
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