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~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of futures markets"
~language:"deu"
~language:"eng"
~person:"Cuervo-Cazurra, Alvaro"
~person:"Faff, Robert W."
~person:"Ma, Feng"
~person:"Miao, Hong"
~person:"Stiglitz, Joseph E."
~person:"Vines, David"
~subject:"Börsenkurs"
~subject:"Economic policy"
~subject:"Globalisierung"
~subject:"Oil price"
~type_genre:"Article in journal"
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Börsenkurs
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7
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5
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Cuervo-Cazurra, Alvaro
Faff, Robert W.
Ma, Feng
Miao, Hong
Stiglitz, Joseph E.
Vines, David
Frino, Alex
8
Chou, Robin K.
6
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Journal of empirical finance
The journal of futures markets
Energy economics
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International review of financial analysis
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Oxford review of economic policy
9
International review of economics & finance : IREF
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ECONIS (ZBW)
10
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1
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
2
Directly pricing VIX futures with observable dynamic jumps based on high-frequency VIX
Jiang, Gongyue
;
Qiao, Gaoxiu
;
Ma, Feng
;
Wang, Lu
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1518-1548
Persistent link: https://www.econbiz.de/10013288000
Saved in:
3
Nonlinear limits to arbitrage
Chen, Jingzhi
;
Cai, Charlie X.
;
Faff, Robert W.
;
Shin, …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1084-1113
Persistent link: https://www.econbiz.de/10013287917
Saved in:
4
Forecasting crude oil prices with a large set of predictors : Can LASSO select powerful predictors?
Zhang, Yaojie
;
Ma, Feng
;
Wang, Yudong
- In:
Journal of empirical finance
54
(
2019
),
pp. 97-117
Persistent link: https://www.econbiz.de/10012174816
Saved in:
5
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng
;
Liao, Yin
;
Zhang, Yaojie
;
Cao, Yang
- In:
Journal of empirical finance
52
(
2019
),
pp. 40-55
Persistent link: https://www.econbiz.de/10012170621
Saved in:
6
Stock-versus-flow distinctions, information, and the role of inventory
Adrangi, Bahram
;
Chatrath, Arjun
;
Christie-David, Rohan
; …
- In:
The journal of futures markets
35
(
2015
)
11
,
pp. 1003-1025
Persistent link: https://www.econbiz.de/10011546210
Saved in:
7
S&P 500 index-futures price jumps and macroeconomic news
Miao, Hong
;
Ramchander, Sanjay
;
Zumwalt, J. Kenton
- In:
The journal of futures markets
34
(
2014
)
10
,
pp. 980-1001
Persistent link: https://www.econbiz.de/10010508683
Saved in:
8
Does the price of crude oil respond to macroeconomic news?
Chatrath, Arjun
;
Miao, Hong
;
Ramchander, Sanjay
- In:
The journal of futures markets
32
(
2012
)
6
,
pp. 536-559
Persistent link: https://www.econbiz.de/10010218786
Saved in:
9
Corporate usage of financial derivatives, information asymmetry, and insider trading
Nguyen, Hoa
;
Faff, Robert W.
;
Hodgson, Allan
- In:
The journal of futures markets
30
(
2010
)
1
,
pp. 25-47
Persistent link: https://www.econbiz.de/10003962220
Saved in:
10
New insights into the impact of the introduction of futures trading on stock price volatility
McKenzie, Michael D.
;
Brailsford, Timothy J.
;
Faff, …
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10001556709
Saved in:
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