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isPartOf:"Journal of empirical finance"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Meddelanden från Svenska Handelshögskolan"
~subject:"Arbitrage"
~subject:"Theorie"
~subject:"World"
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Arbitrage
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Index futures
34
Index-Futures
34
Volatility
16
Volatilität
16
Aktienindex
12
Stock index
12
Option pricing theory
11
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11
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Svenska Handelshögskolan <Helsinki>
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Journal of empirical finance
International journal of economics and finance
Meddelanden från Svenska Handelshögskolan
The journal of futures markets
66
Journal of banking & finance
13
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10
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9
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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
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Arbeitspapiere zur mathematischen Wirtschaftsforschung
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
16
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1
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:
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
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:
4
The index premium and its hidden cost for index funds
Petajisto, Antti
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 271-288
Persistent link: https://www.econbiz.de/10009301120
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
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:
7
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:
8
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:
9
Examining and modeling the dynamics of the volatility surface : an empirical study of the DAX and ESX options market
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544976
Saved in:
10
Pricing index options with stochastic volatility : on the efficiency of the Square Root Model
Söderman, Ronnie
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544977
Saved in:
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