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~isPartOf:"The journal of futures markets"
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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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International review of financial analysis
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Journal of political economy
724
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711
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708
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ECONIS (ZBW)
848
Showing
1
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10
of
848
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1
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:
2
Testing the martingale hypothesis for futures prices : implications for hedgers
De Ville de Goyet, Cédric
;
Dhaene, Geert
;
Sercu, Piet
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1040-1065
Persistent link: https://www.econbiz.de/10003769967
Saved in:
3
Empirical evidence on the dependence of credit default swaps and equity prices
Dupuis, Debbie
;
Jacquier, Eric
;
Papageorgiou, Nicolas
; …
- In:
The journal of futures markets
29
(
2009
)
8
,
pp. 695-712
Persistent link: https://www.econbiz.de/10003899237
Saved in:
4
Sources of variation in holding returns for fed funds futures contracts
Hamilton, James D.
;
Okimoto, Tatsuyoshi
- In:
The journal of futures markets
31
(
2011
)
3
,
pp. 205-229
Persistent link: https://www.econbiz.de/10008908404
Saved in:
5
Asymmetric pricing of implied systematic volatility in the cross-section of expected returns
Delisle, R. Jared
;
Doran, James S.
;
Peterson, David R.
- In:
The journal of futures markets
31
(
2011
)
1
,
pp. 34-54
Persistent link: https://www.econbiz.de/10008908412
Saved in:
6
Realized bond-stock correlation : macroeconomic announcement effects
Christiansen, Charlotte
;
Ranaldo, Angelo
- In:
The journal of futures markets
27
(
2007
)
5
,
pp. 439-469
Persistent link: https://www.econbiz.de/10003493097
Saved in:
7
The performance of alternative futures buy-write strategies
Che, Sanry Y. S.
;
Fung, Joseph K. W.
- In:
The journal of futures markets
31
(
2011
)
12
,
pp. 1202-1227
Persistent link: https://www.econbiz.de/10009355715
Saved in:
8
Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns
Thomakos, Dimitrios D.
;
Wang, T'ao
;
Wu, Jingtao
; …
- In:
The journal of futures markets
28
(
2008
)
9
,
pp. 815-844
Persistent link: https://www.econbiz.de/10003746355
Saved in:
9
Conditional OLS minimum variance hedge ratios
Miffre, Joëlle
- In:
The journal of futures markets
24
(
2004
)
10
,
pp. 945-964
Persistent link: https://www.econbiz.de/10002190261
Saved in:
10
What moves option : implied bond market expectations?
Vähämaa, Sami
;
Watzka, Sebastian
;
Äijö, Janne
- In:
The journal of futures markets
25
(
2005
)
9
,
pp. 817-843
Persistent link: https://www.econbiz.de/10003105981
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