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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:"Daigler, Robert T."
~person:"Kang, Jangkoo"
~person:"Lien, Da-hsiang Donald"
~person:"Ma, Christopher K."
~subject:"Börsenkurs"
~subject:"Index-Futures"
~subject:"Theorie"
~subject:"USA"
~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
USA
Welt
Zinsderivat
Theory
43
Hedging
39
Derivat
31
Derivative
31
United States
25
Option trading
12
Optionsgeschäft
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Option pricing theory
10
Optionspreistheorie
10
Commodity exchange
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Volatility
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Index futures
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Portfolio selection
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Daigler, Robert T.
Kang, Jangkoo
Lien, Da-hsiang Donald
Ma, Christopher K.
Ryu, Doojin
17
Moshirian, Fariborz
15
Tse, Yiuman
15
Wang, George H. K.
15
Frino, Alex
13
Brorsen, B. Wade
12
Gay, Gerald D.
12
Kolb, Robert W.
12
Webb, Robert I.
12
Kit, Pong Wong
11
Fung, Joseph K. W.
10
Kurov, Alexander
9
Locke, Peter R.
9
Chance, Don M.
8
Chatrath, Arjun
8
Najand, Mohammad
8
Bali, Turan G.
7
Brooks, Robert
7
Chou, Robin K.
7
Edwards, Franklin R.
7
Faff, Robert W.
7
Fung, Hung-gay
7
Hung, Mao-Wei
7
Kahl, Kandice H.
7
Krehbiel, Timothy L.
7
Schneeweis, Thomas
7
Shrestha, Keshab
7
Yang, Jian
7
Booth, G. Geoffrey
6
Cakici, Nusret
6
Chung, San-lin
6
Cosset, Jean-Claude
6
Demirtas, K. Ozgur
6
Han, Liyan
6
Irwin, Scott H.
6
Kutan, Ali Mustafa
6
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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
16
International review of financial analysis
10
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics
9
Review of quantitative finance and accounting
8
Pacific-Basin finance journal
7
Finance research letters
5
Journal of banking & finance
5
Journal of economics and finance
5
Advances in futures and options research : a research annual
4
Asia-Pacific journal of financial studies
4
Economics letters
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
The financial review : the official publication of the Eastern Finance Association
3
Advances in quantitative analysis of finance and accounting : a research annual
2
Emerging markets, finance and trade : EMFT
2
Energy economics
2
Journal of economic behavior & organization : JEBO
2
Journal of empirical finance
2
Journal of financial markets
2
Journal of international financial markets, institutions & money
2
Journal of population economics
2
Journal of regulatory economics
2
Pacific economic review
2
Research in international business and finance
2
The journal of finance : the journal of the American Finance Association
2
The journal of socio-economics
2
The journal of trading
2
Algorithmic finance
1
Applied economics letters
1
Applied financial economics
1
Applied mathematical finance
1
Contemporary economic policy : a journal of Western Economic Association International
1
Economic modelling
1
Economics of education review
1
Education economics
1
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ECONIS (ZBW)
71
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1
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71
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1
Who has an edge in trading index derivatives?
Jang, Jeewon
;
Kang, Jangkoo
;
Lee, Jaeram
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 325-348
Persistent link: https://www.econbiz.de/10014293070
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
Momentum in international commodity futures markets
Kang, Jangkoo
;
Kwon, Kyungyoon
- In:
The journal of futures markets
37
(
2017
)
8
,
pp. 803-835
Persistent link: https://www.econbiz.de/10011950886
Saved in:
5
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:
6
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:
7
Which traders contribute most to price discovery? : evidence from the KOSPI 200 options market
Kang, Hankil
;
Kang, Jangkoo
;
Lee, Soonhee
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
10/12
,
pp. 2335-2347
Persistent link: https://www.econbiz.de/10011672513
Saved in:
8
Depth characteristics for the electronic futures limit order book
Aidov, Alexandre
;
Daigler, Robert T.
- In:
The journal of futures markets
35
(
2015
)
6
,
pp. 542-560
Persistent link: https://www.econbiz.de/10011405409
Saved in:
9
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:
10
A filtering process to remove the stochastic component from intraday seasonal volatility
Cho, Jang Hyung
;
Daigler, Robert T.
- In:
The journal of futures markets
34
(
2014
)
5
,
pp. 479-495
Persistent link: https://www.econbiz.de/10010370879
Saved in:
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