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~isPartOf:"Review of derivatives research"
~isPartOf:"The review of financial studies"
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Index futures
33
Index-Futures
33
USA
23
United States
23
Option pricing theory
14
Optionspreistheorie
14
Theorie
11
Theory
11
Volatility
11
Volatilität
11
Capital income
9
Kapitaleinkommen
9
Aktienindex
8
Stock index
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Bakshi, Gurdip S.
3
Jackwerth, Jens Carsten
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Chan, Kalok
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Review of derivatives research
The review of financial studies
The journal of futures markets
266
Journal of banking & finance
43
Applied financial economics
39
International review of economics & finance : IREF
38
International review of financial analysis
28
Pacific-Basin finance journal
27
Review of futures markets
27
The journal of finance : the journal of the American Finance Association
23
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Advances in futures and options research : a research annual
19
Applied economics letters
19
Finance research letters
19
Review of quantitative finance and accounting
18
Applied economics
17
Journal of empirical finance
17
Journal of financial and quantitative analysis : JFQA
15
Review of Pacific Basin financial markets and policies
15
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
14
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of international financial markets, institutions & money
12
Journal of financial markets
11
The European journal of finance
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Advances in Pacific Basin financial markets
10
Research in international business and finance
10
The financial review : the official publication of the Eastern Finance Association
10
Asia-Pacific journal of financial studies
9
European financial management : the journal of the European Financial Management Association
9
Investment management and financial innovations
9
Journal of financial economics
9
Journal of forecasting
9
The journal of business : B
9
Australian journal of management
8
Economic modelling
8
Emerging markets, finance and trade : EMFT
8
Finanzmarkt und Portfolio-Management
8
International journal of theoretical and applied finance
8
Journal of emerging market finance
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ECONIS (ZBW)
33
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1
Asymptotic extrapolation of model-free implied variance : exploring structural underestimation in the VIX Index
Stahl, Philip
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10013457627
Saved in:
2
Trading regularity and fund performance
Busse, Jeffrey A.
;
Tong, Lin
;
Tong, Qing
;
Zhang, Zhe
- In:
The review of financial studies
32
(
2019
)
1
,
pp. 374-422
Persistent link: https://www.econbiz.de/10012033504
Saved in:
3
Is trading in the shortest-term index options profitable?
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Review of derivatives research
22
(
2019
)
1
,
pp. 169-201
Persistent link: https://www.econbiz.de/10012311668
Saved in:
4
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:
5
Implied volatility and skewness surface
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Tédongap, Roméo
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 167-202
Persistent link: https://www.econbiz.de/10011935979
Saved in:
6
The price discovery of day trading activities in futures market
Chen, Ming-Hsien
;
Tai, Vivian W.
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 217-239
Persistent link: https://www.econbiz.de/10010529623
Saved in:
7
The skew risk premium in the equity index market
Kozhan, Roman
;
Neuberger, Anthony
;
Schneider, Paul
- In:
The review of financial studies
26
(
2013
)
9
,
pp. 2174-2203
Persistent link: https://www.econbiz.de/10010207278
Saved in:
8
Dynamic relations of uncertainty expectations : a conditional assessment of implied volatility indices
Siriopoulos, Costas
;
Fassas, Athanasios
- In:
Review of derivatives research
16
(
2013
)
3
,
pp. 233-266
Persistent link: https://www.econbiz.de/10010222960
Saved in:
9
Market liquidity and flow-driven risk
Deuskar, Prachi
;
Johnson, Tim
- In:
The review of financial studies
24
(
2011
)
3
,
pp. 721-753
Persistent link: https://www.econbiz.de/10008934104
Saved in:
10
Mispricing of S&P 500 index options
Kōnstantinidēs, Giōrgos
;
Jackwerth, Jens Carsten
; …
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1247-1277
Persistent link: https://www.econbiz.de/10003827736
Saved in:
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