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~isPartOf:"Finanzmarkt und Portfolio-Management"
~isPartOf:"The financial review : the official publication of the Eastern Finance Association"
~isPartOf:"The review of financial studies"
~subject:"Aktienindex"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Search: subject_exact:"Index futures"
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Aktienindex
Index futures
40
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40
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26
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Theorie
12
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12
Option pricing theory
10
Optionspreistheorie
10
Stock index
9
Volatility
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9
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Ahn, Dong-Hyun
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Bakshi, Gurdip S.
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Cao, Charles Q.
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Chan, K. C.
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Chan, Kalok
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Chen, Zhiwu
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Finanzmarkt und Portfolio-Management
The financial review : the official publication of the Eastern Finance Association
The review of financial studies
The journal of futures markets
38
International review of economics & finance : IREF
10
International review of financial analysis
10
Applied financial economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
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Journal of banking & finance
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Pacific-Basin finance journal
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Economic modelling
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Asia-Pacific financial markets
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Australian journal of management
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Decision
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Emerging markets, finance and trade : EMFT
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European financial management : the journal of the European Financial Management Association
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International Journal of Energy Economics and Policy : IJEEP
3
International journal of economics and finance
3
International journal of economics and financial issues : IJEFI
3
International journal of finance & economics : IJFE
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Journal of economics & business
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Journal of financial management and analysis : international review of finance
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Research bulletin / The Institute of Cost Accountants of India
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Research in international business and finance
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Review of Pacific Basin financial markets and policies
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
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1
Pricing kernel monotonicity and conditional information
Linn, Matthew
;
Shive, Sophie
;
Shumway, Tyler
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 493-531
Persistent link: https://www.econbiz.de/10011925238
Saved in:
2
Does index speculation impact commodity prices? : an intraday analysis
Tse, Yiuman
;
Williams, Michael
- In:
The financial review : the official publication of the …
48
(
2013
)
3
,
pp. 365-383
Persistent link: https://www.econbiz.de/10009782136
Saved in:
3
Partial adjustment or stale prices? : Implications from stock index and futures return autocorrelations
Ahn, Dong-Hyun
;
Boudoukh, Jabob
;
Richardson, Matthew
; …
- In:
The review of financial studies
15
(
2002
)
2
,
pp. 655-689
Persistent link: https://www.econbiz.de/10001688863
Saved in:
4
Do call prices and the underlying stock always move in the same direction?
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Chen, Zhiwu
- In:
The review of financial studies
13
(
2000
)
3
,
pp. 549-584
Persistent link: https://www.econbiz.de/10001499744
Saved in:
5
Index arbitrage and nonlinear dynamics between the S&P 500 futures and cash
Dwyer, Gerald P. <jun.>
- In:
The review of financial studies
9
(
1996
)
1
,
pp. 301-332
Persistent link: https://www.econbiz.de/10001198903
Saved in:
6
Intraday-Volatilität und Expiration-Day-Effekte bei DAX, IBIS-DAX und DAX-Future
Röder, Klaus
- In:
Finanzmarkt und Portfolio-Management
10
(
1996
)
4
,
pp. 463-477
Persistent link: https://www.econbiz.de/10001221479
Saved in:
7
Option pricing and the martingale restriction
Longstaff, Francis A.
- In:
The review of financial studies
8
(
1995
)
4
,
pp. 1091-1124
Persistent link: https://www.econbiz.de/10001198365
Saved in:
8
Intraday volatility in the stock index and stock index futures markets
Chan, Kalok
- In:
The review of financial studies
4
(
1991
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10001120545
Saved in:
9
SMI futures : pricing and hedging performance
Stulz, René M.
- In:
Finanzmarkt und Portfolio-Management
3
(
1989
)
4
,
pp. 288-300
Persistent link: https://www.econbiz.de/10001218777
Saved in:
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