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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:"Stiglitz, Joseph E."
~person:"Vines, David"
~subject:"Börsenkurs"
~subject:"Economic policy"
~subject:"Globalisierung"
~subject:"Oil price"
~subject:"Volatility"
~type_genre:"Article in journal"
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Börsenkurs
Economic policy
Globalisierung
Oil price
Volatility
Estimation
4
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4
Prognoseverfahren
4
Schätzung
4
Share price
4
Theorie
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Cuervo-Cazurra, Alvaro
Faff, Robert W.
Ma, Feng
Stiglitz, Joseph E.
Vines, David
Frino, Alex
10
Zhang, Jin E.
10
Frijns, Bart
9
Tse, Yiuman
9
Daigler, Robert T.
8
Wang, George H. K.
8
Bali, Turan G.
7
Wang, Yudong
7
Chatrath, Arjun
6
Chou, Robin K.
6
Fung, Joseph K. W.
6
Ramchander, Sanjay
6
Ederington, Louis H.
5
Kurov, Alexander
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Lai, Yu-Sheng
5
Lien, Da-hsiang Donald
5
Luo, Xingguo
5
Miao, Hong
5
Ryu, Doojin
5
Simon, David P.
5
Tourani Rad, Alireza
5
Webb, Robert I.
5
Cai, Jun
4
Chen, Yu-Lun
4
Christiansen, Charlotte
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Chung, Huimin
4
Fonseca, José da
4
Huang, Zhuo
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Hung, Mao-Wei
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Martens, Martin
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Neftci, Salih N.
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Wang, Zhiguang
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Wu, Chongfeng
4
Agarwalla, Sobhesh Kumar
3
Baillie, Richard
3
Bohl, Martin T.
3
Booth, G. Geoffrey
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Byun, Suk Joon
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Journal of empirical finance
The journal of futures markets
Energy economics
23
International review of financial analysis
15
Economic modelling
11
International review of economics & finance : IREF
10
Applied economics
7
Journal of banking & finance
7
Oxford review of economic policy
7
International journal of finance & economics : IJFE
6
Journal of policy modeling : JPMOD ; a social science forum of world issues
6
Journal of world business : JWB
6
Applied economics letters
5
Finance research letters
5
Journal of forecasting
4
Pacific-Basin finance journal
4
Australian journal of management
3
International journal of forecasting
3
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
3
Journal of international financial markets, institutions & money
3
China finance review international
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Global strategy journal : GSJ
2
Industrial and corporate change
2
Journal of accounting & management information systems : JAMIS
2
Journal of business research : JBR
2
Journal of globalization and development
2
Journal of international management
2
Multinational business review
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Review of applied economics
2
Review of quantitative finance and accounting
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The European journal of finance
2
The North American journal of economics and finance : a journal of financial economics studies
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Accounting research journal
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Advances in investment analysis and portfolio management : a research annual
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Applied financial economics
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Asian Pacific economic literature
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Asian development review
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ECONIS (ZBW)
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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
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:
7
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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