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~isPartOf:"Australian journal of management"
~isPartOf:"The journal of futures markets"
~subject:"Asymmetric information"
~subject:"Behavioural finance"
~subject:"Stock market"
~type_genre:"Article in journal"
~type_genre:"Thesis"
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Search: subject:"Capital market returns"
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Asymmetric information
Behavioural finance
Stock market
Capital market returns
62
Kapitalmarktrendite
62
Volatility
21
Volatilität
21
Option trading
19
Optionsgeschäft
19
USA
19
United States
19
Börsenkurs
13
Share price
13
Estimation
12
Schätzung
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Australien
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Option pricing theory
7
Optionspreistheorie
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Capital income
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Forecasting model
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Prognoseverfahren
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Futures
5
ARCH model
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Aktienmarkt
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Credit derivative
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Index futures
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Index-Futures
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Kreditderivat
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Portfolio selection
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English
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Liao, Tzu-Hsiang
2
Ali Ahmed, Huson Joher
1
Byun, Suk Joon
1
Chai, Daniel
1
Chen, Qiang
1
Chou, Robin K.
1
Do, Binh
1
Dou, Paul Y.
1
Elaut, Gert
1
Erdős, Péter
1
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1
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1
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1
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1
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1
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Australian journal of management
The journal of futures markets
Journal of financial and quantitative analysis : JFQA
25
The review of financial studies
25
International review of financial analysis
19
Journal of financial economics
18
Finance research letters
17
International review of finance
16
Journal of banking & finance
15
Pacific-Basin finance journal
15
Applied economics
11
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of international financial markets, institutions & money
9
The journal of finance : the journal of the American Finance Association
9
Finance India : the quarterly journal of Indian Institute of Finance
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
Emerging markets, finance and trade : EMFT
7
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The journal of financial research
6
Dissertation Series CentER
5
Energy economics
5
Financial management
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International review of economics & finance : IREF
5
Journal of economics and finance
5
Journal of empirical finance
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The journal of investing
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4
Financial analysts' journal : FAJ
4
Schriftenreihe Finanzmanagement
4
The European journal of finance
4
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3
Afro-Asian Journal of Finance and Accounting : AAJFA
3
Applied economics letters
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Economics letters
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International journal of finance & economics : IJFE
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Investment management and financial innovations
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Journal of international money and finance
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ECONIS (ZBW)
13
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1
Market-wide overconfidence and stock returns
Chen, Qiang
;
Han, Yu
;
Huang, Ying
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 3-26
Persistent link: https://www.econbiz.de/10014475421
Saved in:
2
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:
3
Delisted stocks and momentum : evidence from a new Australian dataset
Huynh, Thanh D.
;
Smith, Daniel R.
- In:
Australian journal of management
42
(
2017
)
1
,
pp. 140-160
Persistent link: https://www.econbiz.de/10011774112
Saved in:
4
Investors' heterogeneity in beliefs, the VIX futures basis, and S&P 500 index futures returns
Lee, Hsiu-Chuan
;
Liao, Tzu-Hsiang
;
Tung, Pao-Ying
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 939-960
Persistent link: https://www.econbiz.de/10011950912
Saved in:
5
Informed trading in the options market and stock return predictability
Han, Joongho
;
Kim, Da-Hea
;
Byun, Suk Joon
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1053-1093
Persistent link: https://www.econbiz.de/10011950947
Saved in:
6
Co-existence of short-term reversals and momentum in the Australian equity market
Chai, Daniel
;
Do, Binh
- In:
Australian journal of management
41
(
2016
)
1
,
pp. 55-76
Persistent link: https://www.econbiz.de/10011479122
Saved in:
7
An analysis of the risk-return characteristics of serially correlated managed futures
Elaut, Gert
;
Erdős, Péter
;
Sjödin, John
- In:
The journal of futures markets
36
(
2016
)
10
,
pp. 992-1013
Persistent link: https://www.econbiz.de/10011568847
Saved in:
8
Investor beliefs and the demand pressure on index options in Taiwan
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1117-1132
Persistent link: https://www.econbiz.de/10011546234
Saved in:
9
Do momentum-based trading strategies work in the commodity futures markets?
Narayan, Paresh Kumar
;
Ali Ahmed, Huson Joher
;
Narayan, …
- In:
The journal of futures markets
35
(
2015
)
9
,
pp. 868-891
Persistent link: https://www.econbiz.de/10011392696
Saved in:
10
The effects of margin changes on the composition of traders and market liquidity : evidence from the Taiwan futures exchange
Chou, Robin K.
;
Wang, George H. K.
;
Wang, Yun-Yi
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 894-915
Persistent link: https://www.econbiz.de/10011392699
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