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isPartOf:"Journal of empirical finance"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Meddelanden från Svenska Handelshögskolan"
~subject:"Arbitrage"
~subject:"Derivat"
~subject:"World"
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Index futures
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12
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Journal of empirical finance
International journal of economics and finance
Meddelanden från Svenska Handelshögskolan
The journal of futures markets
61
International review of economics & finance : IREF
11
Journal of banking & finance
11
Review of futures markets
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Applied financial economics
6
Pacific-Basin finance journal
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International review of financial analysis
5
Review of quantitative finance and accounting
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Research in international business and finance
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Review of Pacific Basin financial markets and policies
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Arbeitspapiere zur mathematischen Wirtschaftsforschung
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Finance research letters
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Finanzmarkt und Portfolio-Management
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Global business review
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International Journal of Energy Economics and Policy : IJEEP
3
International journal of bonds and derivatives
3
International journal of theoretical and applied finance
3
Investment management and financial innovations
3
Journal of emerging market finance
3
Journal of financial and quantitative analysis : JFQA
3
Journal of financial markets
3
The empirical economics letters : a monthly international journal of economics
3
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3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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1
Determinants of price discovery in the VIX futures market
Chen, Yu-Lun
;
Tsai, Wei-Che
- In:
Journal of empirical finance
43
(
2017
),
pp. 59-73
Persistent link: https://www.econbiz.de/10011817906
Saved in:
2
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:
3
Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of empirical finance
28
(
2014
),
pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
Saved in:
4
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:
5
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:
6
Co-movements of index options and futures quotes
Fahlenbrach, Rüdiger
;
Sandås, Patrik
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 151-163
Persistent link: https://www.econbiz.de/10003800565
Saved in:
7
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:
8
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:
9
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:
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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