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~isPartOf:"The journal of futures markets"
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USA
775
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774
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185
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185
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162
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162
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131
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Brorsen, B. Wade
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Lien, Da-hsiang Donald
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Locke, Peter R.
9
Wang, George H. K.
9
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8
Tse, Yiuman
8
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7
Gay, Gerald D.
7
Kurov, Alexander
7
Schneeweis, Thomas
7
Bali, Turan G.
6
Chatrath, Arjun
6
Irwin, Scott H.
6
Kahl, Kandice H.
6
Krehbiel, Timothy L.
6
Ma, Christopher K.
6
Milonas, Nikolaos T.
6
Simon, David P.
6
Whaley, Robert E.
6
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5
Frino, Alex
5
Fung, Hung-gay
5
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5
Martell, Terrence F.
5
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5
Zhang, Jin E.
5
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4
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4
Cakici, Nusret
4
Cornell, Bradford
4
Dutt, Hans R.
4
Ederington, Louis H.
4
Farris, Paul L.
4
Fishe, Raymond P. H.
4
García, Philip
4
Haigh, Michael S.
4
Hegde, Shantaram P.
4
Herbst, Anthony F.
4
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Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
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The journal of futures markets
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12,129
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4,266
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2,324
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2,039
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2,025
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1,986
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1,657
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Journal of money, credit and banking : JMCB
976
CESifo working papers
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Journal of financial economics
917
The quarterly journal of economics
883
The journal of law & economics
881
The journal of economic history
873
Finance and economics discussion series
868
Challenge
857
The American journal of economics and sociology
820
The journal of business : B
819
R / Rand Corporation
788
Fortune
757
Journal of economic issues : jei
757
Business economics : the journal of the National Association for Business Economists
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ECONIS (ZBW)
793
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1
Valuation of housing
index
derivatives
Cao, Melanie
;
Wei, Jason
- In:
The journal of futures markets
30
(
2010
)
7
,
pp. 660-688
Persistent link: https://www.econbiz.de/10003985042
Saved in:
2
Empirical tests of canonical nonparametric American option-pricing methods
Alcock, Jamie
;
Auerswald, Diana
- In:
The journal of futures markets
30
(
2010
)
6
,
pp. 509-532
Persistent link: https://www.econbiz.de/10003962643
Saved in:
3
The forecast quality of CBOE implied volatility indexes
Corrado, Charles Joseph
;
Miller, Thomas W.
- In:
The journal of futures markets
25
(
2005
)
4
,
pp. 339-373
Persistent link: https://www.econbiz.de/10002647798
Saved in:
4
Futures trading, transaction costs, and stock market volatility
Brorsen, B. Wade
- In:
The journal of futures markets
11
(
1991
)
2
,
pp. 153-163
Persistent link: https://www.econbiz.de/10001102728
Saved in:
5
The intraday ex post and ex ante profitability of
index
arbitrage
Klemkosky, Robert C.
- In:
The journal of futures markets
11
(
1991
)
3
,
pp. 291-311
Persistent link: https://www.econbiz.de/10001104845
Saved in:
6
Analyzing portfolios with derivative assets : a stochastic dominance approach using numerical integration
Brooks, Robert
- In:
The journal of futures markets
11
(
1991
)
4
,
pp. 411-440
Persistent link: https://www.econbiz.de/10001109936
Saved in:
7
Dual trading and futures market liquidity : an analysis of three Chicago Board of Trade contract markets
Walsh, Michael J.
- In:
The journal of futures markets
11
(
1991
)
5
,
pp. 519-537
Persistent link: https://www.econbiz.de/10001110897
Saved in:
8
"Chaos" in futures markets? : A nonlinear dynamical analysis
Blank, Steven C.
- In:
The journal of futures markets
11
(
1991
)
6
,
pp. 711-728
Persistent link: https://www.econbiz.de/10001116054
Saved in:
9
Constructing accurate cash settlement indices : the role of
index
specifications
Cita, John
- In:
The journal of futures markets
12
(
1992
)
3
,
pp. 339-360
Persistent link: https://www.econbiz.de/10001125669
Saved in:
10
Measuring implied volatility : is an average better? ; Which is average?
Ederington, Louis H.
;
Guan, Wei
- In:
The journal of futures markets
22
(
2002
)
9
,
pp. 811-837
Persistent link: https://www.econbiz.de/10001696684
Saved in:
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