Narrow search
Showing 1 - 10 of 289
Cover Image
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
Cover Image
Price discovery and foreign participation in Korea's government bond futures and cash markets
Park, Cyn-Young; Mercado, Jr., Bogelio; Choi, Jaehun; … - In: The journal of futures markets 37 (2017) 1, pp. 23-51
Persistent link: https://www.econbiz.de/10011669750
Cover Image
Using derivatives in major currencies for cross-hedging currency risks in Asian emerging markets
Aggarwal, Raj - In: The journal of futures markets 17 (1997) 7, pp. 781-796
Persistent link: https://www.econbiz.de/10001228469
Cover Image
Trading activity in stock index futures markets : the evidence of emerging markets
Huang, Yu Chuan - In: The journal of futures markets 22 (2002) 10, pp. 983-1003
Persistent link: https://www.econbiz.de/10001696769
Cover Image
Belief distortion near 52W high and low : evidence from Indian equity options market
Saurav, Sumit; Agarwalla, Sobhesh Kumar; Varma, Jayanth Rama - In: The journal of futures markets 43 (2023) 11, pp. 1531-1558
Persistent link: https://www.econbiz.de/10014432915
Cover Image
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan; Agarwalla, Sobhesh Kumar; Varma, … - In: The journal of futures markets 43 (2023) 11, pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Cover Image
Pricing risky corporate bonds : an empirical study
Baaquie, Belal E.; Karim, Muhammad Mahmudul - In: The journal of futures markets 43 (2023) 1, pp. 90-121
Persistent link: https://www.econbiz.de/10013465896
Cover Image
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
Cover Image
Equity option implied probability of default and equity recovery rate
Chang, Bo Young; Orosi, Greg - In: The journal of futures markets 37 (2017) 6, pp. 599-613
Persistent link: https://www.econbiz.de/10011950847
Cover Image
Risk-neutral skewness and commodity futures pricing
Fuertes, Ana María; Liu, Zhenya; Tang, Weiqing - In: The journal of futures markets 42 (2022) 4, pp. 751-785
Persistent link: https://www.econbiz.de/10013187584