Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of futures markets"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Structural changes, bid-ask sp...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
395
Derivative
395
USA
192
United States
189
Theorie
137
Theory
137
Hedging
112
Volatility
68
Volatilität
68
Futures
55
Commodity exchange
52
Warenbörse
52
Börsenkurs
48
Share price
48
Estimation
37
Getreide
37
Grain
37
Schätzung
37
Option pricing theory
35
Optionspreistheorie
35
Index futures
33
Index-Futures
33
Option trading
31
Optionsgeschäft
31
CAPM
25
Großbritannien
22
United Kingdom
22
Commodity derivative
21
Rohstoffderivat
21
Capital income
19
Kapitaleinkommen
19
Portfolio selection
19
Portfolio-Management
19
ARCH model
18
ARCH-Modell
18
Financial market regulation
18
Finanzmarktregulierung
18
Risiko
18
Welt
18
World
18
more ...
less ...
Online availability
All
Undetermined
57
Free
11
Type of publication
All
Article
445
Book / Working Paper
17
Type of publication (narrower categories)
All
Article in journal
455
Aufsatz in Zeitschrift
455
Collection of articles of several authors
16
Konferenzschrift
16
Sammelwerk
16
Conference proceedings
10
Bibliografie
1
Bibliografie enthalten
1
Bibliography
1
Bibliography included
1
Case study
1
Conference paper
1
Fallstudie
1
Konferenzbeitrag
1
Reprint
1
more ...
less ...
Language
All
English
462
Author
All
Lien, Da-hsiang Donald
25
Webb, Robert I.
14
Frino, Alex
7
Kolb, Robert W.
7
Locke, Peter R.
7
Wang, George H. K.
6
Brorsen, B. Wade
5
Fung, Joseph K. W.
5
Lai, Yu-Sheng
5
Daigler, Robert T.
4
Edwards, Franklin R.
4
Fung, Hung-gay
4
Gay, Gerald D.
4
Kit, Pong Wong
4
Milonas, Nikolaos T.
4
Pirrong, Craig
4
Sheu, Her-jiun
4
Tse, Yiuman
4
Chance, Don M.
3
Ding, David K.
3
Dutt, Hans R.
3
Faff, Robert W.
3
Fonseca, José da
3
Haigh, Michael S.
3
Irwin, Scott H.
3
Kahl, Kandice H.
3
Khoury, Nabil T.
3
Kupiec, Paul H.
3
Lee, Hsiang-tai
3
Leuthold, Raymond M.
3
Li, Miao
3
Lioui, Abraham
3
McMillan, David G.
3
Okunev, John
3
Park, Jong Won
3
Poncet, Patrice
3
Ryu, Doojin
3
Schneeweis, Thomas
3
Wilson, William W.
3
Wolf, Avner S.
3
more ...
less ...
Institution
All
Asia Pacific Association of Derivatives
5
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
1
Asia Pacific Futures Research Symposium <15, 2005, Singapur>
1
Asia-Pacific Association of Derivatives / Annual Conference <2016, Busan>
1
China Derivatives Markets Conference <1., 2016, Suzhou>
1
Derivative Markets Conference <2022, Online>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
International Conference on Futures and Other Derivatives <10., 2021, Online>
1
International Conference on Futures and Other Derivatives <11., 2022, Online>
1
International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
1
Management Development Institute <Gurgaon>
1
Symposium on the Financial Econometrics of Derivative Securities and Markets <1, 2013, Melbourne>
1
more ...
less ...
Published in...
All
The journal of futures markets
Journal of banking & finance
254
International journal of theoretical and applied finance
184
Energy economics
134
Journal of financial economics
134
Journal of financial markets
115
International review of financial analysis
112
Finance research letters
107
Quantitative finance
103
The journal of finance : the journal of the American Finance Association
98
NBER working paper series
92
Applied mathematical finance
90
The European journal of finance
89
Working paper / National Bureau of Economic Research, Inc.
88
International review of economics & finance : IREF
83
Journal of financial and quantitative analysis : JFQA
78
SpringerLink / Bücher
78
Journal of econometrics
76
Pacific-Basin finance journal
76
Review of derivatives research
71
The journal of derivatives : the official publication of the International Association of Financial Engineers
71
Applied financial economics
70
Journal of empirical finance
69
NBER Working Paper
69
Applied economics
63
The review of financial studies
63
Journal of international financial markets, institutions & money
62
Journal of economic dynamics & control
61
The North American journal of economics and finance : a journal of financial economics studies
59
European journal of operational research : EJOR
58
Review of quantitative finance and accounting
57
Working paper
57
Economics letters
55
Finance and stochastics
53
Mathematical finance : an international journal of mathematics, statistics and financial theory
53
Advances in futures and options research : a research annual
52
Research in international business and finance
52
Journal of international money and finance
51
Applied economics letters
50
Die Bank
50
more ...
less ...
Source
All
ECONIS (ZBW)
462
Showing
11
-
20
of
462
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Clustering and mean reversion in a Hawkes microstructure model
Fonseca, José da
;
Zaatour, Riadh
- In:
The journal of futures markets
35
(
2015
)
9
,
pp. 813-838
Persistent link: https://www.econbiz.de/10011392661
Saved in:
12
Hedge ratio prediction with noisy and asynchronous high-frequency data
Lai, Yu-Sheng
- In:
The journal of futures markets
36
(
2016
)
3
,
pp. 295-314
Persistent link: https://www.econbiz.de/10011568233
Saved in:
13
Components of the bid-ask spread and variance : a unified approach
Hagströmer, Björn
;
Henricsson, Richard
;
Nordén, Lars L.
- In:
The journal of futures markets
36
(
2016
)
6
,
pp. 545-563
Persistent link: https://www.econbiz.de/10011568452
Saved in:
14
Nonlinear dynamics and competing behavioral interpretations : evidence from intra-day FTSE-100 index and
futures
data
McMillan, David G.
;
Speight, Alan E. H.
- In:
The journal of futures markets
26
(
2006
)
4
,
pp. 343-368
Persistent link: https://www.econbiz.de/10003304077
Saved in:
15
Execution quality in open-outcry
futures
markets
Kurov, Alexander
- In:
The journal of futures markets
25
(
2005
)
11
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10003222750
Saved in:
16
Option bid-ask spread and scalping risk : evidence from a covered warrants market
Petrella, Giovanni
- In:
The journal of futures markets
26
(
2006
)
9
,
pp. 843-867
Persistent link: https://www.econbiz.de/10003356469
Saved in:
17
Correlation and lead-lag relationships in a Hawkes microstructure model
Fonseca, José da
;
Zaatour, Riadh
- In:
The journal of futures markets
37
(
2017
)
3
,
pp. 260-285
Persistent link: https://www.econbiz.de/10011669809
Saved in:
18
The information effect of order flows in foreign currency
futures
and spot markets
Chen, Yu-Lun
;
Gau, Yin-feng
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1549-1572
Persistent link: https://www.econbiz.de/10013288004
Saved in:
19
Futures
trading costs and market microstructure invariance : identifying bet activity
Hou, Ai Jun
;
Nordén, Lars L.
;
Xu, Caihong
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 901-922
Persistent link: https://www.econbiz.de/10014536704
Saved in:
20
Futures
bibliography
Daigler, Robert T.
(
contributor
)
- In:
The journal of futures markets
(
1995
)
Persistent link: https://www.econbiz.de/10001273439
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
