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EMPIRICAL LAWS OF A STOCK PRIC...
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Volatility
360
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128
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78
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78
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Zhang, Jin E.
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Daigler, Robert T.
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Bali, Turan G.
5
Ederington, Louis H.
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The journal of futures markets
Physica A: Statistical Mechanics and its Applications
663
Energy economics
610
Finance research letters
561
NBER working paper series
485
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
435
NBER Working Paper
416
Applied economics
384
Journal of banking & finance
376
International review of economics & finance : IREF
363
Economic modelling
342
The North American journal of economics and finance : a journal of financial economics studies
325
Journal of econometrics
322
Applied economics letters
267
Applied financial economics
267
Journal of empirical finance
266
Research in international business and finance
262
Economics letters
248
International journal of theoretical and applied finance
248
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246
Discussion paper / Centre for Economic Policy Research
240
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237
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230
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224
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200
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198
Quantitative finance
193
Journal of financial economics
186
Pacific-Basin finance journal
175
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
173
CESifo working papers
172
International Journal of Energy Economics and Policy : IJEEP
166
The European journal of finance
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
IMF working papers
150
Journal of economic dynamics & control
150
International journal of finance & economics : IJFE
148
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ECONIS (ZBW)
361
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361
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1
Assessing the asymmetric
volatility
linkages of energy and agricultural commodity futures during low and high
volatility
regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
Saved in:
2
The information content of the
volatility
index options trading volume
Gu, Chen
;
Guo, Xu
;
Kurov, Alexander
;
Stan, Raluca
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1721-1737
Persistent link: https://www.econbiz.de/10013465809
Saved in:
3
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:
4
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:
5
Intertemporal
volatility
and price interactions between Australian and Japanese spot and future stock index markets
Sim, Ah-boon
;
Zurbreugg, Ralf
- In:
The journal of futures markets
19
(
1999
)
5
,
pp. 523-540
Persistent link: https://www.econbiz.de/10001410418
Saved in:
6
Returns
and
volatility
in the Kuala Lumpur crude palm oil futures market
Liew, Keng Yap
;
Brooks, Robert D.
- In:
The journal of futures markets
18
(
1998
)
8
,
pp. 985-999
Persistent link: https://www.econbiz.de/10001352427
Saved in:
7
An empirical examination of the SIMEX Nikkei 225 futures contract around the Kobé earthquake and the Barings Bank collapse
Walsh, David M.
;
Quek, Jinwei
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001377130
Saved in:
8
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:
9
The temporal relationship between derivatives trading and spot market
volatility
in the UK : empirical analysis and Monte Carlo evidence
Kyriacou, Kyriacos
;
Sarno, Lucio
- In:
The journal of futures markets
19
(
1999
)
3
,
pp. 245-270
Persistent link: https://www.econbiz.de/10001377821
Saved in:
10
Margin requirements and futures activity : evidence from the soybean and corn markets
Adrangi, Bahram
;
Chatrath, Arjun
- In:
The journal of futures markets
19
(
1999
)
4
,
pp. 433-455
Persistent link: https://www.econbiz.de/10001378224
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