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~isPartOf:"Applied financial economics"
~isPartOf:"The journal of futures markets"
~subject:"Behavioural finance"
~subject:"Estimation"
~subject:"Index-Futures"
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Behavioural finance
Estimation
Index-Futures
Handelsvolumen der Börse
94
Trading volume
94
Volatility
45
Volatilität
45
USA
27
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27
Börsenkurs
22
Capital income
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Ankündigungseffekt
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Adrangi, Bahram
1
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1
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Applied financial economics
The journal of futures markets
Pacific-Basin finance journal
26
Journal of banking & finance
23
International review of financial analysis
21
Finance research letters
20
Journal of financial markets
18
NBER Working Paper
12
NBER working paper series
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12
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International review of economics & finance : IREF
10
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9
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8
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SFB 649 discussion paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
Journal of behavioral and experimental finance
7
The review of financial studies
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Asia-Pacific journal of financial studies
6
Cogent economics & finance
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Applied economics letters
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ECONIS (ZBW)
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1
The role of option-based information on StockTwits, options
trading
volume
, and stock returns
Heng, Zin Yau
;
Leung, Henry
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1091-1125
Persistent link: https://www.econbiz.de/10014339375
Saved in:
2
One session options : playing the announcement lottery?
Smales, Lee A.
;
Liu, Zhangxin
;
Robertson, Cameron D.
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 192-211
Persistent link: https://www.econbiz.de/10012817850
Saved in:
3
Investment horizon and option market activity
Kim, Da-Hea
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 923-958
Persistent link: https://www.econbiz.de/10013187613
Saved in:
4
High-frequency trading and market quality : evidence from account-level futures data
Coughlan, John
;
Orlov, Alexei G.
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
Saved in:
5
Who and what drives informed options trading after the market opens?
Kang, Jongho
;
Kang, Jangkoo
;
Lee, Jaeram
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 338-364
Persistent link: https://www.econbiz.de/10012817917
Saved in:
6
The information content of the volatility index options
trading
volume
Gu, Chen
;
Guo, Xu
;
Kurov, Alexander
;
Stan, Raluca
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1721-1737
Persistent link: https://www.econbiz.de/10013465809
Saved in:
7
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:
8
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:
9
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:
10
Could the extended trading of CSI 300 Index futures facilitate its role of price discovery?
Sohn, Sungbin
;
Zhang, Xiaofeng
- In:
The journal of futures markets
37
(
2017
)
7
,
pp. 717-740
Persistent link: https://www.econbiz.de/10011950872
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