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~isPartOf:"The journal of futures markets"
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USA
797
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774
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184
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184
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160
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160
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128
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8
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8
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8
Tse, Yiuman
8
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7
Kurov, Alexander
7
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7
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6
Chatrath, Arjun
6
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6
Kahl, Kandice H.
6
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6
Ma, Christopher K.
6
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6
Simon, David P.
6
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6
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5
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5
Fung, Hung-gay
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
Cakici, Nusret
4
Cornell, Bradford
4
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4
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4
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4
Fishe, Raymond P. H.
4
García, Philip
4
Haigh, Michael S.
4
Hegde, Shantaram P.
4
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4
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Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
11,969
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3,882
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3,578
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2,630
American journal of agricultural economics
2,372
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2,306
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2,118
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2,096
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1,901
NBER Working Paper
1,738
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1,654
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1,360
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1,341
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1,104
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1,087
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1,065
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1,058
Economic inquiry : journal of the Western Economic Association International
1,032
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1,021
Journal of financial and quantitative analysis : JFQA
1,015
Journal of money, credit and banking : JMCB
992
Journal of banking & finance
953
Economics letters
934
Journal of financial economics
908
The journal of law & economics
886
Challenge
884
The quarterly journal of economics
878
The American journal of economics and sociology
868
The journal of business : B
864
CESifo working papers
847
Finance and economics discussion series
847
R / Rand Corporation
789
Journal of economic issues : jei
760
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ECONIS (ZBW)
797
Showing
1
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10
of
797
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1
Foreign exchange futures volatility : day-of-the-week, intraday, and maturity patterns in the presence of macroeconomic announcements
Han, Li-ming
;
Kling, John L.
;
Sell, Clifford W.
- In:
The journal of futures markets
19
(
1999
)
6
,
pp. 665-693
Persistent link: https://www.econbiz.de/10001410397
Saved in:
2
Harvest contract price volatility for cotton
Hudson, Darren
;
Coble, Keith
- In:
The journal of futures markets
19
(
1999
)
6
,
pp. 717-733
Persistent link: https://www.econbiz.de/10001410406
Saved in:
3
Do S&P 500 index options violate the martingale restriction?
Strong, Norman
;
Xu, Xinzhong
- In:
The journal of futures markets
19
(
1999
)
5
,
pp. 499-521
Persistent link: https://www.econbiz.de/10001410411
Saved in:
4
A reappraisal of the performance of corn and soybean new crop futures
Zulauf, Carl R.
(
contributor
)
- In:
The journal of futures markets
19
(
1999
)
5
,
pp. 603-618
Persistent link: https://www.econbiz.de/10001410437
Saved in:
5
Regime switching and cointegration tests of the efficiency of futures markets
Chow, Ying-Foon
- In:
The journal of futures markets
18
(
1998
)
8
,
pp. 871-901
Persistent link: https://www.econbiz.de/10001352412
Saved in:
6
Dynamic hedging of commercial paper with T-bill futures
Koutmos, Gregory
;
Pericli, Andreas
- In:
The journal of futures markets
18
(
1998
)
8
,
pp. 925-938
Persistent link: https://www.econbiz.de/10001352416
Saved in:
7
Noninformative and informative tests of efficiency in three energy futures markets
Peroni, Emilio
;
McNown, Robert F.
- In:
The journal of futures markets
18
(
1998
)
8
,
pp. 939-964
Persistent link: https://www.econbiz.de/10001352418
Saved in:
8
Commodity futures trading performance using neural network models versus ARIMA models
Ntungo, Chrispin
;
Boyd, Milton
- In:
The journal of futures markets
18
(
1998
)
8
,
pp. 965-983
Persistent link: https://www.econbiz.de/10001352420
Saved in:
9
Market micicrostructure of FT-SE 100 Index futures : an intraday empirical analysis
Tse, Yiuman
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 31-58
Persistent link: https://www.econbiz.de/10001377554
Saved in:
10
Detecting and modeling changing volatility in the copper futures market
Brackert, Kevin
;
Smith, Kenneth L.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 79 -100
Persistent link: https://www.econbiz.de/10001377599
Saved in:
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