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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Journal of multinational financial management"
~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"est"
~person:"Brooks, Robert"
~person:"Daigler, Robert T."
~person:"Lien, Da-hsiang Donald"
~person:"Ma, Christopher K."
~subject:"Börsenkurs"
~subject:"Index-Futures"
~subject:"Theorie"
~subject:"Welt"
~subject:"Zinsderivat"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Börsenkurs
Index-Futures
Theorie
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Hedging
40
Derivat
29
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29
USA
24
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24
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Brooks, Robert
Daigler, Robert T.
Lien, Da-hsiang Donald
Ma, Christopher K.
Ryu, Doojin
15
Moshirian, Fariborz
13
Frino, Alex
12
Kit, Pong Wong
11
Tse, Yiuman
11
Webb, Robert I.
11
Gay, Gerald D.
10
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9
Wang, George H. K.
9
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8
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7
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7
Najand, Mohammad
7
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6
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6
Cosset, Jean-Claude
6
Han, Liyan
6
Hung, Mao-Wei
6
Kurov, Alexander
6
Shrestha, Keshab
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Brorsen, B. Wade
5
Chatrath, Arjun
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Câmara, António
5
Demirtas, K. Ozgur
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Faff, Robert W.
5
Gupta, Rangan
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Heaney, Richard A.
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Koch, Timothy W.
5
Kutan, Ali Mustafa
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Liao, Szu-Lang
5
Lioui, Abraham
5
Ngo, Thanh
5
Robe, Michel A.
5
Wolf, Avner S.
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Yu, Min-Teh
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Journal of multinational financial management
The journal of futures markets
International review of economics & finance : IREF
15
Advances in futures and options research : a research annual
8
International review of financial analysis
8
Applied economics
7
Review of quantitative finance and accounting
7
Journal of banking & finance
6
Journal of international financial markets, institutions & money
6
Applied financial economics
5
Energy economics
5
Pacific-Basin finance journal
5
The North American journal of economics and finance : a journal of financial economics studies
5
Economics letters
4
Finance research letters
4
Global finance journal
4
Journal of quantitative economics : official journal of the Indian Econometric Society
4
The financial review : the official publication of the Eastern Finance Association
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Journal of forecasting
3
Research in finance
3
Research in international business and finance
3
Australian journal of management
2
Economic modelling
2
Journal of accounting & management information systems : JAMIS
2
Journal of economic behavior & organization : JEBO
2
Journal of empirical finance
2
Journal of international money and finance
2
Journal of population economics
2
Pacific economic review
2
Review of Pacific Basin financial markets and policies
2
The European journal of finance
2
The journal of financial research
2
The journal of socio-economics
2
Advances in investment analysis and portfolio management : a research annual
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Algorithmic finance
1
Applied economics letters
1
Applied financial economics letters
1
Applied mathematical finance
1
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ECONIS (ZBW)
63
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63
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1
The information in global interest rate futures contracts
Brooks, Robert
;
Cline, Brandon N.
;
Teterin, Pavel
;
You, Yu
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1135-1166
Persistent link: https://www.econbiz.de/10013287935
Saved in:
2
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
3
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:
4
Estimation of market information shares : a comparison
Lien, Da-hsiang Donald
;
Wang, Zijun
- In:
The journal of futures markets
36
(
2016
)
11
,
pp. 1108-1124
Persistent link: https://www.econbiz.de/10011569017
Saved in:
5
Quantile estimation of optimal hedge ratio
Lien, Da-hsiang Donald
;
Shrestha, Keshab
;
Wu, Jing
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 194-214
Persistent link: https://www.econbiz.de/10011568071
Saved in:
6
Production and anticipatory hedging under time-inconsistent preferences
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 961-985
Persistent link: https://www.econbiz.de/10011392715
Saved in:
7
Price discovery in interrelated markets
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
34
(
2014
)
3
,
pp. 203-219
Persistent link: https://www.econbiz.de/10010355437
Saved in:
8
Rating spillover effects on the stock markets
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Sirimon …
- In:
Journal of multinational financial management
25/26
(
2014
),
pp. 51-63
Persistent link: https://www.econbiz.de/10010516824
Saved in:
9
The return-implied volatility relation for commodity ETFs
Padungsaksawasdi, Chaiyuth
;
Daigler, Robert T.
- In:
The journal of futures markets
34
(
2014
)
3
,
pp. 261-281
Persistent link: https://www.econbiz.de/10010355434
Saved in:
10
Dynamic dependence between liquidity and the S&P 500 index futures-cash basis
Lien, Da-hsiang Donald
;
Lim, Gerui
;
Li, Yang
;
Zhou, Chunyang
- In:
The journal of futures markets
33
(
2013
)
4
,
pp. 327-342
Persistent link: https://www.econbiz.de/10009725623
Saved in:
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