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subject:"ARCH-Modell"
~isPartOf:"Applied economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of futures markets"
~subject:"Behavioural finance"
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Search: subject_exact:"Index-Futures"
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ARCH-Modell
Behavioural finance
Index futures
327
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327
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136
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94
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94
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Ryu, Doojin
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Applied economics
Journal of banking & finance
The journal of futures markets
International review of economics & finance : IREF
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10
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9
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Left-digit biases : individual and institutional investors
Yu, Jinyoung
;
Kim, Young-chul
;
Ryu, Doojin
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 518-532
Persistent link: https://www.econbiz.de/10014475507
Saved in:
2
Herd behaviors in index futures trading : driving factors and impact on market volatility
Wu, Ming-Hung
;
Hu, Wan-Ting
;
Weng, Pei-Shih
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10014339443
Saved in:
3
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
4
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
5
Who has an edge in trading index derivatives?
Jang, Jeewon
;
Kang, Jangkoo
;
Lee, Jaeram
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 325-348
Persistent link: https://www.econbiz.de/10014293070
Saved in:
6
Sentiment-dependent impact of funding liquidity shocks on futures market liquidity
Ryu, Doojin
;
Yu, Jinyoung
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 61-76
Persistent link: https://www.econbiz.de/10012796295
Saved in:
7
Overnight returns of industry exchange-traded funds, investor sentiment, and futures market returns
Lee, Yun-Huan
;
Liao, Tzu-Hsiang
;
Lee, Hsiu-chuan
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1114-1134
Persistent link: https://www.econbiz.de/10013287919
Saved in:
8
Algorithmic trading and market quality : evidence from the Taiwan index futures market
Chang, Ya-Kai
;
Chou, Robin K.
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1837-1855
Persistent link: https://www.econbiz.de/10013465825
Saved in:
9
Analyst rating matters for index futures
Han, Liyan
;
Wei, Xinbei
;
Yan, Sen
;
Zhang, Qunzi
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2084-2100
Persistent link: https://www.econbiz.de/10013465869
Saved in:
10
Macroeconomic news surprises, volume and volatility relationship in index futures market
Banerjee, Ameet Kumar
;
Pradhan, H. K.
;
Tripathy, Trilochan
- In:
Applied economics
52
(
2020
)
3
,
pp. 275-287
Persistent link: https://www.econbiz.de/10012197389
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