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Goodell, John W.
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Finance research letters
SpringerLink / Bücher
284
The journal of futures markets
279
NBER working paper series
229
Journal of banking & finance
218
Journal of retailing and consumer services
204
Electronic commerce research
203
Working paper / National Bureau of Economic Research, Inc.
203
Journal of financial economics
165
NBER Working Paper
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155
Management science : journal of the Institute for Operations Research and the Management Sciences
151
International review of financial analysis
123
European journal of operational research : EJOR
122
Information systems and e-business management : ISeB
121
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International journal of production economics
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98
Industrial marketing management : the international journal for industrial and high-tech firms
96
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Pacific-Basin finance journal
95
International review of economics & finance : IREF
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Discussion paper / Centre for Economic Policy Research
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Applied financial economics
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Applied economics letters
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ECONIS (ZBW)
141
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1
Exploring the persistent behavior of financial markets
Tsai, Yi-Cheng
;
Lei, Chin-Laung
;
Cheung, William Ming Yan
; …
- In:
Finance research letters
24
(
2018
),
pp. 199-220
Persistent link: https://www.econbiz.de/10011982577
Saved in:
2
S&P 500 implied volatility and monetary policy announcements
Chen, En-Te John
;
Clements, Adam
- In:
Finance research letters
4
(
2007
)
4
,
pp. 227-232
Persistent link: https://www.econbiz.de/10003702504
Saved in:
3
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
Onan, Mustafa
;
Altay-Salih, Aslihan
;
Yasar, Burze
- In:
Finance research letters
11
(
2014
)
4
,
pp. 454-462
Persistent link: https://www.econbiz.de/10011300430
Saved in:
4
Predicting volatility of the Shanghai silver futures market : what is the role of the U.S. options market?
Luo, Xingguo
;
Ye, Zinan
- In:
Finance research letters
15
(
2015
),
pp. 68-77
Persistent link: https://www.econbiz.de/10011552969
Saved in:
5
The impacts of institutional and individual investors on the price discovery in stock index futures market : evidence from China
Xu, Feng
;
Wan, Difang
- In:
Finance research letters
15
(
2015
),
pp. 221-231
Persistent link: https://www.econbiz.de/10011553214
Saved in:
6
Hedging the smirk
Bates, David S.
- In:
Finance research letters
2
(
2005
)
4
,
pp. 195-200
Persistent link: https://www.econbiz.de/10003219458
Saved in:
7
Cross hedging single stock with American Depositary Receipt and stock index futures
Lee, Hsiang-Tai
;
Tsang, Wei-Lun
- In:
Finance research letters
8
(
2011
)
3
,
pp. 146-157
Persistent link: https://www.econbiz.de/10009348338
Saved in:
8
Does intraday time-series momentum exist in Chinese stock index futures market?
Li, Yi
;
Shen, Dehua
;
Wang, Pengfei
;
Zhang, Wei
- In:
Finance research letters
35
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012438384
Saved in:
9
Stochastic volatility models for the implied correlation index : evidence, properties and pricing
Escobar, Marcos
;
Lin, Fang
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438998
Saved in:
10
Who has volatility information in the index options market?
Ryu, Doojin
;
Yang, Heejin
- In:
Finance research letters
30
(
2019
),
pp. 266-270
Persistent link: https://www.econbiz.de/10012420810
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