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~isPartOf:"The journal of futures markets"
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Börsenkurs
209
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209
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152
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151
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104
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82
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Frino, Alex
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2
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International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
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International Conference on Futures and Other Derivatives <11., 2022, Online>
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International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
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The journal of futures markets
NBER working paper series
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1,079
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1,064
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1,027
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796
Pacific-Basin finance journal
792
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777
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741
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704
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703
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636
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620
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571
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520
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516
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
479
The European journal of finance
475
Economics letters
451
Energy economics
420
International journal of economics and finance
394
IMF Working Papers
364
Journal of international money and finance
352
Management science : journal of the Institute for Operations Research and the Management Sciences
342
Journal of risk and financial management : JRFM
336
Journal of financial markets
329
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
324
Journal of economic dynamics & control
320
Working paper
317
Research paper series / Swiss Finance Institute
311
International journal of economics and financial issues : IJEFI
306
Global finance journal
302
The journal of corporate finance : contracting, governance and organization
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ECONIS (ZBW)
371
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1
Beta and size equity premia following a high-VIX threshold
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1491-1517
Persistent link: https://www.econbiz.de/10013287992
Saved in:
2
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
Saved in:
3
Understanding intraday momentum strategies
Rosa, Carlo
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
Saved in:
4
The information content in implied idiosyncratic volatility and the cross-section of stock returns : evidence from the option markets
Diavatopoulos, Dean
;
Doran, James S.
;
Peterson, David R.
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1013-1039
Persistent link: https://www.econbiz.de/10003769957
Saved in:
5
A further investigation of the lead-lag relationship between the spot market and stock index futures : early evidence from Korea
Min, Jae H.
;
Najand, Mohammad
- In:
The journal of futures markets
19
(
1999
)
2
,
pp. 217-232
Persistent link: https://www.econbiz.de/10001369637
Saved in:
6
Stock return dynamics, option volume, and the information content of implied volatility
Mayhew, Stewart
;
Stivers, Christopher T.
- In:
The journal of futures markets
23
(
2002
)
7
,
pp. 615-646
Persistent link: https://www.econbiz.de/10001769715
Saved in:
7
On estimating an asset's implicit beta
Husmann, Sven
;
Stephan, Andreas
- In:
The journal of futures markets
27
(
2007
)
10
,
pp. 961-979
Persistent link: https://www.econbiz.de/10003531005
Saved in:
8
Lévy betas : static hedging with index futures
Wong, Hoi Ying
;
Cheung, Edwin Kwan Hung
;
Wong, Shiu Fung
- In:
The journal of futures markets
32
(
2012
)
11
,
pp. 1034-1059
Persistent link: https://www.econbiz.de/10009697814
Saved in:
9
Can exchange seat prices predict financial market volatility?
You, Taewoo
;
Holder, Mark E.
- In:
The journal of futures markets
28
(
2008
)
12
,
pp. 1206-1221
Persistent link: https://www.econbiz.de/10003773149
Saved in:
10
Do small traders contribute to price discovery? : evidence from the Hong Kong Hang Seng Index markets
Tao, Libin
;
Song, Frank M.
- In:
The journal of futures markets
30
(
2010
)
2
,
pp. 156-174
Persistent link: https://www.econbiz.de/10003962438
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