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~isPartOf:"The journal of futures markets"
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491
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485
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360
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360
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179
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179
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161
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149
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145
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Lien, Da-hsiang Donald
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13
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11
Gay, Gerald D.
11
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11
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10
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9
Kolb, Robert W.
8
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8
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8
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7
Ma, Christopher K.
7
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6
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6
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6
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6
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5
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5
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5
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5
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5
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5
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5
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5
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5
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4
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4
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Symposium on the Financial Econometrics of Derivative Securities and Markets <1, 2013, Melbourne>
1
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The journal of futures markets
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ECONIS (ZBW)
1,065
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1
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10
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1,065
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1
Futures trading costs and
market
microstructure invariance : identifying bet activity
Hou, Ai Jun
;
Nordén, Lars L.
;
Xu, Caihong
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 901-922
Persistent link: https://www.econbiz.de/10014536704
Saved in:
2
SOFR term structure dynamics : discontinuous short rates and stochastic volatility forward rates
Brace, Alan
;
Gellert, Karol
;
Schlögl, Erik
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 936-985
Persistent link: https://www.econbiz.de/10014536708
Saved in:
3
Price monotonicity violations during stock
market
crashes : evidence from the SSE 50 ETF options
market
Luo, Xingguo
;
Ryu, Doojin
;
Tao, Libin
;
Ye, Chuxin
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10014475508
Saved in:
4
The time-varying volatility spillover effects between China's coal and metal
market
Lin, Boqiang
;
Lan, Tianxu
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 699-719
Persistent link: https://www.econbiz.de/10014536672
Saved in:
5
Sentiment-dependent impact of funding liquidity shocks on futures
market
liquidity
Ryu, Doojin
;
Yu, Jinyoung
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 61-76
Persistent link: https://www.econbiz.de/10012796295
Saved in:
6
A monetary policy-based explanation of swap spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
Saved in:
7
Carbon assets and Bitcoin : hedging roles in global stock markets during the tranquil and turbulent periods?
Jiang, Wei
;
Zhang, Yanyu
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1183-1203
Persistent link: https://www.econbiz.de/10014339387
Saved in:
8
Petroleum
market
volatility tracker in China
Bian, Huabin
;
Hua, Renhai
;
Liu, Qingfu
;
Zhang, Ping
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2022-2040
Persistent link: https://www.econbiz.de/10013465839
Saved in:
9
Market
inefficiencies surrounding energy announcements
Alturki, Sultan
;
Kurov, Alexander
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 172-188
Persistent link: https://www.econbiz.de/10012796302
Saved in:
10
Volatility model applications in China's SSE50 options
market
Chi, Yeguang
;
Hao, Wenyan
;
Zhang, Yifei
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1704-1720
Persistent link: https://www.econbiz.de/10013465807
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