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The impact of market-specific public information on return variance in an illiquid market
Christie-David, Rohan - In: The journal of futures markets 17 (1997) 8, pp. 887-908
Persistent link: https://www.econbiz.de/10001232839
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Survivor bias in commodity trading advisor performance
Schneeweis, Thomas - In: The journal of futures markets 16 (1996) 7, pp. 757-772
Persistent link: https://www.econbiz.de/10001205864
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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
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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
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Black-Scholes-Merton revisited under stochastic dividend yields
Lioui, Abraham - In: The journal of futures markets 26 (2006) 7, pp. 703-732
Persistent link: https://www.econbiz.de/10003331430
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Dividends and S&P 100 index option valuation
Harvey, Campbell R. - In: The journal of futures markets 12 (1992) 2, pp. 123-137
Persistent link: https://www.econbiz.de/10001124225
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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
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A comparative study of range-based stock return volatility estimators for the German market
Todorova, Neda; Husmann, Sven - In: The journal of futures markets 32 (2012) 6, pp. 560-586
Persistent link: https://www.econbiz.de/10010218787
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Time-varying jump risk premia in stock index futures returns
Hong, Chan, Wing; Feng, Liling - In: The journal of futures markets 32 (2012) 7, pp. 639-659
Persistent link: https://www.econbiz.de/10010218791
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Market-wide overconfidence and stock returns
Chen, Qiang; Han, Yu; Huang, Ying - In: The journal of futures markets 44 (2024) 1, pp. 3-26
Persistent link: https://www.econbiz.de/10014475421