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~isPartOf:"The journal of futures markets"
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Fung, Joseph K. W.
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
3,572
NBER working paper series
3,365
Discussion paper series / IZA
3,074
NBER Working Paper
2,965
Applied economics
2,352
Discussion paper / Centre for Economic Policy Research
1,821
Applied economics letters
1,643
CESifo working papers
1,611
IZA Discussion Papers
1,585
Finance research letters
1,436
IZA Discussion Paper
1,328
Working paper
1,229
Journal of banking & finance
1,217
Economic modelling
1,207
Energy economics
1,127
International review of financial analysis
1,122
Economics letters
1,086
International review of economics & finance : IREF
1,034
Applied financial economics
997
Discussion paper
850
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
831
CESifo Working Paper
764
Journal of econometrics
753
Journal of international money and finance
753
Journal of financial economics
723
Pacific-Basin finance journal
721
The North American journal of economics and finance : a journal of financial economics studies
706
Journal of empirical finance
692
The journal of finance : the journal of the American Finance Association
690
Research in international business and finance
682
Journal of international financial markets, institutions & money
679
Discussion paper / Tinbergen Institute
628
ZEW discussion papers
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583
International journal of economics and finance
566
CESifo Working Paper Series
556
IMF working papers
544
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
536
The European journal of finance
525
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ECONIS (ZBW)
578
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1
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578
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1
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:
2
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:
3
Expiration day effects : the case of Hong Kong
Chow, Yin-foon
;
Yung, Haynes H. M.
;
Zhang, Hua
- In:
The journal of futures markets
23
(
2003
)
1
,
pp. 67-86
Persistent link: https://www.econbiz.de/10001745975
Saved in:
4
Short-run deviations and
volatility
in spot and futures stock returns : evidence from Australia, Hong Kong, and Japan
Choudhry, Taufiq
- In:
The journal of futures markets
17
(
1997
)
6
,
pp. 689-705
Persistent link: https://www.econbiz.de/10001228026
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
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:
8
Measuring and forecasting S&P 500 index-futures
volatility
using high-frequency data
Martens, Martin
- In:
The journal of futures markets
22
(
2002
)
6
,
pp. 497-518
Persistent link: https://www.econbiz.de/10001696643
Saved in:
9
Trading around the clock : revisit
volatility
spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
10
High-frequency trading and market quality : evidence from account-level futures data
Coughlan, John
;
Orlov, Alexei G.
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
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