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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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Futures market efficiency and the time content of the information sets
Bigman, David - In: The journal of futures markets 3 (1983) 3, pp. 321-334
Persistent link: https://www.econbiz.de/10001085135
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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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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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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
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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
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The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi; Wang, Yudong; Zhang, Yaojie - In: The journal of futures markets 43 (2023) 9, pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412