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isPartOf:"Journal of empirical finance"
~isPartOf:"Arbeitspapiere zur mathematischen Wirtschaftsforschung"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Meddelanden från Svenska Handelshögskolan"
~subject:"Arbitrage"
~subject:"World"
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Arbitrage
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Index futures
41
Index-Futures
41
Volatility
16
Volatilität
16
Theorie
14
Theory
14
Aktienindex
12
Option pricing theory
12
Optionspreistheorie
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stock index futures
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1997
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Bamberg, Günter
3
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3
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2
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1
Choi, Won Cheol
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1
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Henker, Thomas
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Journal of empirical finance
Arbeitspapiere zur mathematischen Wirtschaftsforschung
International journal of economics and finance
Meddelanden från Svenska Handelshögskolan
The journal of futures markets
31
Journal of banking & finance
6
Review of futures markets
6
Applied financial economics
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International review of economics & finance : IREF
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International review of financial analysis
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3
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European financial management : the journal of the European Financial Management Association
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In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
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International Journal of Energy Economics and Policy : IJEEP
2
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ECONIS (ZBW)
11
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1
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:
2
A study on the prediction of realized volatility of KOSPI 200 index option : pre & post the global financial crisis
Choi, Won Cheol
;
Park, Sang Beom
- In:
International journal of economics and finance
6
(
2014
)
12
,
pp. 15-26
Persistent link: https://www.econbiz.de/10010460917
Saved in:
3
Influence of stock index futures on stock market price : theoretical analysis and experiences of the Chinese and overseas markets
Ding, Huiguan
;
Zeng, Shihong
;
Guo, Xiaojing
- In:
International journal of economics and finance
3
(
2011
)
4
,
pp. 113-118
Persistent link: https://www.econbiz.de/10009311497
Saved in:
4
The implied volatility term structure of stock index options
Mixon, Scott
- In:
Journal of empirical finance
14
(
2007
)
3
,
pp. 333-354
Persistent link: https://www.econbiz.de/10003609837
Saved in:
5
Index futures and positive feedback trading : evidence from major stock exchanges
Antoniou, Antonios
;
Koutmos, Gregory
;
Pericli, Andreas …
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 219-238
Persistent link: https://www.econbiz.de/10002685067
Saved in:
6
Index futures arbitrage before and after the introduction of sixteenths on the NYSE
Henker, Thomas
;
Martens, Martin
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 353-373
Persistent link: https://www.econbiz.de/10002900505
Saved in:
7
The intraday ex ante profitability of DAX-futures arbitrage for institutional investors in Germany : the case of early and late transactions
Bamberg, Günter
-
1994
Persistent link: https://www.econbiz.de/10013374623
Saved in:
8
Seasonality in ex ante German stock index futures arbitrage : where do arbitrage profits in Germany come from?
Bamberg, Günter
-
1994
Persistent link: https://www.econbiz.de/10013374625
Saved in:
9
Arbitrage am DAX-Futures-Markt unter Berücksichtigung von Steuern
Bamberg, Günter
-
1992
Persistent link: https://www.econbiz.de/10000857581
Saved in:
10
Arbitrage opportunities in the Swedish stock index spot and derivatives markets
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000126341
Saved in:
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