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~isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"The journal of futures markets"
~subject:"Share price"
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Share price
USA
52
United States
52
Börsenkurs
20
Volatility
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Volatilität
20
Capital market returns
15
Kapitalmarktrendite
15
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Adrangi, Bahram
1
Bampinas, Georgios
1
Bandyopadhyay, Arunava
1
Ben-Abdallah, Ramzi
1
Bollen, Nicolas P. B.
1
Bordonado, Christoffer
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Journal of money, credit and banking : JMCB
The journal of futures markets
Discussion paper / Centre for Economic Policy Research
83
Working paper / National Bureau of Economic Research, Inc.
72
The review of financial studies
54
Journal of financial and quantitative analysis : JFQA
45
Finance research letters
43
The North American journal of economics and finance : a journal of financial economics studies
36
International review of financial analysis
26
Energy economics
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International review of economics & finance : IREF
17
Research in international business and finance
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics
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Economic modelling
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Pacific-Basin finance journal
13
SpringerLink / Bücher
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The journal of finance : the journal of the American Finance Association
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Applied economics letters
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Journal of international financial markets, institutions & money
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Contemporary accounting research : a journal of the Canadian Academic Accounting Association
11
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9
Discussion papers / CEPR
8
Global finance journal
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Journal of international money and finance
8
NBER working paper series
8
Journal of applied econometrics
7
Journal of banking & finance
7
Journal of empirical finance
7
Journal of multinational financial management
6
Economic research
5
Economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International journal of finance & economics : IJFE
5
International review of finance
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Investment management and financial innovations
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Review of asset pricing studies : RAPS
5
Fisher College of Business working paper series
4
Journal of financial economics
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Journal of financial markets
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Review of asset pricing studies
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ECONIS (ZBW)
20
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10
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20
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date (oldest first)
1
The impact of Sino-US trade war on price discovery of soybean : a double-edged sword?
Bandyopadhyay, Arunava
;
Rajib, Prabina
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 858-879
Persistent link: https://www.econbiz.de/10014293260
Saved in:
2
Understanding intraday momentum strategies
Rosa, Carlo
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
Saved in:
3
Asymmetry in the permanent price impact of block purchases and sales : theory and empirical evidence
Frino, Alex
;
Mollica, Vito
;
Romano, Maria Grazia
;
Zhou, …
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 359-373
Persistent link: https://www.econbiz.de/10011950679
Saved in:
4
Tail wags dog : intraday price discovery in VIX markets
Bollen, Nicolas P. B.
;
O'Neill, Michael J.
;
Whaley, …
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 431-451
Persistent link: https://www.econbiz.de/10011950704
Saved in:
5
Pricing the CBOE VIX futures with the Heston-Nandi GARCH model
Wang, Tianyi
;
Shen, Yiwen
;
Jiang, Yueting
;
Huang, Zhuo
- In:
The journal of futures markets
37
(
2017
)
7
,
pp. 641-659
Persistent link: https://www.econbiz.de/10011950860
Saved in:
6
Expanding the explanations for the return-volatility relation
Talukdar, Bakhtear
;
Daigler, Robert T.
;
Parhizgari, Ali M.
- In:
The journal of futures markets
37
(
2017
)
7
,
pp. 689-716
Persistent link: https://www.econbiz.de/10011950866
Saved in:
7
The effects of investor attention on commodity futures markets
Han, Liyan
;
Li, Ziying
;
Yin, Libo
- In:
The journal of futures markets
37
(
2017
)
10
,
pp. 1031-1049
Persistent link: https://www.econbiz.de/10011950934
Saved in:
8
Oil and stock markets before and after financial crises : a local Gaussian correlation approach
Bampinas, Georgios
;
Panagiōtidēs, Theodōros
- In:
The journal of futures markets
37
(
2017
)
12
,
pp. 1179-1204
Persistent link: https://www.econbiz.de/10011951028
Saved in:
9
Price discovery on the international soybean futures markets : a threshold co-integration approach
Li, Chao
;
Hayes, Dermot James
- In:
The journal of futures markets
37
(
2017
)
1
,
pp. 52-70
Persistent link: https://www.econbiz.de/10011669758
Saved in:
10
VIX exchange traded products : price discovery, hedging, and trading strategy
Bordonado, Christoffer
;
Molnár, Peter
;
Samdal, Sven R.
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 164-183
Persistent link: https://www.econbiz.de/10011669792
Saved in:
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