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~isPartOf:"The journal of futures markets"
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Idiosyncratic Volatility, Cond...
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Volatility
360
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360
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253
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251
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209
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209
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128
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128
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Frino, Alex
10
Zhang, Jin E.
10
Fung, Joseph K. W.
9
Tse, Yiuman
9
Daigler, Robert T.
8
Lien, Da-hsiang Donald
7
Wang, George H. K.
7
Luo, Xingguo
6
Ryu, Doojin
6
Webb, Robert I.
6
Bali, Turan G.
5
Chatrath, Arjun
5
Ederington, Louis H.
5
Lai, Yu-Sheng
5
Simon, David P.
5
Agarwalla, Sobhesh Kumar
4
Chou, Robin K.
4
Chung, Huimin
4
Câmara, António
4
Fonseca, José da
4
Frijns, Bart
4
Gay, Gerald D.
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Hung, Mao-Wei
4
Kurov, Alexander
4
Milonas, Nikolaos T.
4
Ramchander, Sanjay
4
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3
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3
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3
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3
Cheung, Stephen Y. L.
3
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3
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3
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3
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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>
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The journal of futures markets
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520
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483
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ECONIS (ZBW)
646
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1
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
Saved in:
2
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
Saved in:
3
Options on troubled stock
Câmara, António
;
Popova, Ivilina
;
Simkins, Betty J.
- In:
The journal of futures markets
34
(
2014
)
7
,
pp. 637-657
Persistent link: https://www.econbiz.de/10010507943
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Forecasting realized
volatility
: new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
9
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
Saved in:
10
Asymmetric pricing of implied systematic
volatility
in the cross-section of expected returns
Delisle, R. Jared
;
Doran, James S.
;
Peterson, David R.
- In:
The journal of futures markets
31
(
2011
)
1
,
pp. 34-54
Persistent link: https://www.econbiz.de/10008908412
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