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Autocorrelation of daily index returns : intraday-to-intraday versus close-to-close intervals
McInish, Thomas H. - In: Journal of banking & finance 15 (1991) 1, pp. 193-206
Persistent link: https://www.econbiz.de/10001100942
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Efficiency in index options markets and trading in stock baskets
Ackert, Lucy F.; Tian, Yisong Sam - In: Journal of banking & finance 25 (2001) 9, pp. 1607-1634
Persistent link: https://www.econbiz.de/10001603569
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Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities
Zhou, Yinggang - In: Journal of banking & finance 38 (2014), pp. 216-228
Persistent link: https://www.econbiz.de/10010340777
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Return sign forecasts based on conditional risk : evidence from the UK stock market index
Chevapatrakul, Thanaset - In: Journal of banking & finance 37 (2013) 7, pp. 2342-2353
Persistent link: https://www.econbiz.de/10009760654
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Large shocks in the volatility of the Dow Jones Industrial Average index : 1928 - 2013
Charles, Amélie; Darné, Olivier - In: Journal of banking & finance 43 (2014), pp. 188-199
Persistent link: https://www.econbiz.de/10010410009
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Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin; Schweikert, Karsten - In: Journal of banking & finance 149 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
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Up- and downside variance risk premia in global equity markets
Held, Matthias; Kapraun, Julia; Omachel, Marcel; … - In: Journal of banking & finance 118 (2020), pp. 1-31
Persistent link: https://www.econbiz.de/10012521039
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Breaking VIX at open : Evidence of uncertainty creation and resolution
Chen, Jingjing; Jiang, George J.; Yuan, Chaowen; Zhu, … - In: Journal of banking & finance 124 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012816579
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Intraday relationships between volatility in S&P 500 futures prices and volatility in the S&P 500 index
Kawaller, Ira G. - In: Journal of banking & finance 14 (1990) 2, pp. 373-397
Persistent link: https://www.econbiz.de/10001092358
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Modelling S&P 100 volatility : the information content of stock returns
Blair, Bevan J.; Poon, Ser-Huang; Taylor, Stephen - In: Journal of banking & finance 25 (2001) 9, pp. 1665-1679
Persistent link: https://www.econbiz.de/10001603579