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~isPartOf:"The journal of futures markets"
~subject:"Capital market returns"
~subject:"Index futures"
~subject:"Risiko"
~type_genre:"Article in journal"
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Search: subject_exact:"Kapitalmarktrendite"
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Capital market returns
Index futures
Risiko
Kapitalmarktrendite
52
Volatility
19
Volatilität
19
Option trading
18
Optionsgeschäft
18
USA
18
United States
18
Commodity derivative
11
Rohstoffderivat
11
Börsenkurs
10
Estimation
10
Schätzung
10
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10
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Behavioural finance
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Welt
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Option pricing theory
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Optionspreistheorie
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Prognoseverfahren
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Futures
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ARCH model
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Credit derivative
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Futures exchange
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Index-Futures
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Kreditderivat
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Spot market
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Spotmarkt
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Statistical distribution
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Statistische Verteilung
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Terminbörse
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Währungsspekulation
4
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3
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Article in journal
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English
52
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Guo, Biao
2
Liao, Tzu-Hsiang
2
Lien, Da-hsiang Donald
2
Aboura, Sofiane
1
Alexiou, Lykourgos
1
Ali Ahmed, Huson Joher
1
Asai, Manabu
1
Asche, Frank
1
Blau, Benjamin
1
Bollen, Nicolas P. B.
1
Byun, Suk Joon
1
Caminschi, Andrew
1
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1
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1
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1
Chi, Zeyu
1
Chiarella, Carl
1
Choe, Geon Ho
1
Chou, Robin K.
1
Chua, Ansley
1
Chung, San-Lin
1
Daigler, Robert T.
1
DeBoyrie, Maria Eugenia
1
DeLisle, R. Jared
1
Do, Binh
1
Dockner, Engelbert J.
1
Dong, Fangyuan
1
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Eksi, Zehra
1
Elaut, Gert
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1
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1
Fu, Xi
1
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1
Gong, Yuting
1
Gray, Philip K.
1
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1
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The journal of futures markets
The review of financial studies
125
Journal of financial and quantitative analysis : JFQA
91
The journal of finance : the journal of the American Finance Association
51
Journal of financial economics
47
Finance research letters
37
Journal of banking & finance
37
Pacific-Basin finance journal
35
International review of finance
30
International review of financial analysis
30
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
29
Applied economics
26
Energy economics
25
Journal of empirical finance
24
Finance India : the quarterly journal of Indian Institute of Finance
22
Financial management
21
Journal of international financial markets, institutions & money
21
The journal of financial research
21
Management science : journal of the Institute for Operations Research and the Management Sciences
19
International review of economics & finance : IREF
18
Review of finance : journal of the European Finance Association
18
Review of asset pricing studies
17
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of risk and financial management : JRFM
14
Economics letters
11
Australian journal of management
10
Quantitative finance
10
Research in international business and finance
10
Contemporary accounting research : a journal of the Canadian Academic Accounting Association
9
Economic modelling
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
International Journal of Energy Economics and Policy : IJEEP
9
Emerging markets, finance and trade : EMFT
8
Journal of econometrics
8
Real estate economics : journal of the American Real Estate and Urban Economics Association
8
The international journal of business and finance research : IJBFR
8
Applied financial economics
7
Journal of applied econometrics
7
Journal of economics and finance
7
Journal of financial markets
7
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ECONIS (ZBW)
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41
Do momentum-based trading strategies work in the commodity futures markets?
Narayan, Paresh Kumar
;
Ali Ahmed, Huson Joher
;
Narayan, …
- In:
The journal of futures markets
35
(
2015
)
9
,
pp. 868-891
Persistent link: https://www.econbiz.de/10011392696
Saved in:
42
The effects of margin changes on the composition of traders and market liquidity : evidence from the Taiwan futures exchange
Chou, Robin K.
;
Wang, George H. K.
;
Wang, Yun-Yi
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 894-915
Persistent link: https://www.econbiz.de/10011392699
Saved in:
43
The impact of sampling frequency on intraday correlation and lead-lag relationships between index futures and individual stocks
Fung, Joseph K. W.
;
Lau, Francis
;
Tse, Yiuman
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 939-952
Persistent link: https://www.econbiz.de/10011392705
Saved in:
44
Futures market volatility : what has changed?
Bollen, Nicolas P. B.
;
Whaley, Robert E.
- In:
The journal of futures markets
35
(
2015
)
5
,
pp. 426-454
Persistent link: https://www.econbiz.de/10011405386
Saved in:
45
A convenience yield approximation model for mean-reverting commodities
Dockner, Engelbert J.
;
Eksi, Zehra
;
Rammerstorfer, …
- In:
The journal of futures markets
35
(
2015
)
7
,
pp. 625-654
Persistent link: https://www.econbiz.de/10011405460
Saved in:
46
Hoarding the herd : the convenience of productive stocks
Asche, Frank
;
Oglend, Atle
;
Zhang, Dengjun
- In:
The journal of futures markets
35
(
2015
)
7
,
pp. 679-694
Persistent link: https://www.econbiz.de/10011405465
Saved in:
47
Psychological barriers and option pricing
Jang, Bong-Gyu
;
Kim, Changki
;
Kim, Kyeong Tae
;
Lee, Seungkyu
- In:
The journal of futures markets
35
(
2015
)
1
,
pp. 52-74
Persistent link: https://www.econbiz.de/10011346173
Saved in:
48
High frequency trading in the Korean index futures market
Lee, Eun Jung
- In:
The journal of futures markets
35
(
2015
)
1
,
pp. 31-51
Persistent link: https://www.econbiz.de/10011346176
Saved in:
49
The impacts of individual and institutional trading on futures returns and volatility : evidence from emerging index futures markets
Kuo, Wen-Hsiu
;
Chung, San-Lin
;
Chang, Chiao-yi
- In:
The journal of futures markets
35
(
2015
)
3
,
pp. 222-244
Persistent link: https://www.econbiz.de/10011348434
Saved in:
50
High moment variations and their application
Choe, Geon Ho
;
Lee, Kyungsub
- In:
The journal of futures markets
34
(
2014
)
11
,
pp. 1040-1061
Persistent link: https://www.econbiz.de/10010508680
Saved in:
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