//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"ARCH-Modell"
~language:"eng"
~person:"Bae, Sung-chul"
~person:"Banerjee, Ameet Kumar"
~person:"Maberly, Edwin D."
~subject:"Derivat"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Index-Futures"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Derivat
Index futures
9
Index-Futures
9
Derivative
6
Börsenkurs
3
Share price
3
USA
3
United States
3
1982-1985
2
Calendar effect
2
Estimation
2
Japan
2
Kalendereffekt
2
Schätzung
2
Securities trading
2
South Korea
2
Südkorea
2
Volatility
2
Volatilität
2
Wertpapierhandel
2
1976-1996
1
1988-1991
1
ARCH model
1
Ankündigungseffekt
1
Anlageverhalten
1
Announcement effect
1
Behavioural finance
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Feedback trading
1
Futures markets
1
Handelsvolumen der Börse
1
Impact assessment
1
Information value
1
Informationswert
1
Investor sentiment
1
Macroeconomic news surprises
1
Market microstructure
1
Marktmikrostruktur
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
Author
All
Bae, Sung-chul
Banerjee, Ameet Kumar
Maberly, Edwin D.
Gannon, Gerard L.
8
Hou, Yang
7
Li, Steven
6
Au-Yeung, Siu Pang
5
Mittnik, Stefan
5
Ryu, Doojin
5
Bologna, Pierluigi
4
Lien, Da-hsiang Donald
4
McMillan, David G.
4
Puttonen, Vesa
4
Choudhry, Taufiq
3
Chung, Huimin
3
Claessen, Holger
3
Fantazzini, Dean
3
Kokholm, Thomas
3
Lau, Chi Keung
3
Lee, Jaeram
3
Loc Dong Truong
3
Martikainen, Teppo
3
Nguyen Thi Kim Anh
3
Qiao, Gaoxiu
3
Rindell, Krister
3
Rossi, Eduardo
3
Shaikh, Imlak
3
Singh, Vipul Kumar
3
Speight, Alan E. H.
3
Wang, Janchung
3
Yarovaya, Larisa
3
Zhang, Wei
3
Albulescu, Claudiu Tiberiu
2
Alsayed, Hamad
2
Antoniou, Antonios
2
Aragó, Vicent
2
Bhatt, Rajesh
2
Bohl, Martin T.
2
Bongartz, Ulrich
2
Booth, G. Geoffrey
2
more ...
less ...
Published in...
All
The journal of futures markets
4
Applied economics
1
Journal of banking & finance
1
Journal of quantitative economics
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Order flows, investor sentiments and feedback trade in index futures market
Banerjee, Ameet Kumar
;
Pradhan, H. K.
- In:
Journal of quantitative economics
18
(
2020
)
4
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012418879
Saved in:
3
Derivatives trading, volatility spillover, and regulation : evidence from the Korean securities markets
Bae, Sung-chul
;
Kwon, Taek Ho
;
Park, Jong Won
- In:
The journal of futures markets
29
(
2009
)
6
,
pp. 563-597
Persistent link: https://www.econbiz.de/10003842870
Saved in:
4
Futures trading, spot market volatility, and market efficiency : the case of the Korean index futures markets
Bae, Sung-chul
;
Know, Taek Ho
;
Park, Jong Won
- In:
The journal of futures markets
24
(
2004
)
12
,
pp. 1195-1228
Persistent link: https://www.econbiz.de/10002428805
Saved in:
5
The information content of end-of-the-day index futures returns : international evidence from the Osaka Nikkei 225 futures contract
Hiraki, Takato
- In:
Journal of banking & finance
19
(
1995
)
5
,
pp. 921-936
Persistent link: https://www.econbiz.de/10001185505
Saved in:
6
The daily distribution of changes in the price of stock index futures
Dyl, Edward A.
- In:
The journal of futures markets
6
(
1986
)
4
,
pp. 513-521
Persistent link: https://www.econbiz.de/10001135354
Saved in:
7
The informational content of the interday price change with respect to stock index futures
Maberly, Edwin D.
- In:
The journal of futures markets
6
(
1986
)
3
,
pp. 385-395
Persistent link: https://www.econbiz.de/10001135427
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->