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~isPartOf:"The journal of futures markets"
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Volatility
360
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360
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220
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209
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209
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115
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Frino, Alex
9
Zhang, Jin E.
9
Daigler, Robert T.
8
Fung, Joseph K. W.
8
Tse, Yiuman
8
Wang, George H. K.
7
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5
Bali, Turan G.
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Chatrath, Arjun
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4
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4
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4
Frijns, Bart
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Hung, Mao-Wei
4
Kurov, Alexander
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Ramchander, Sanjay
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Robe, Michel A.
4
Ryu, Doojin
4
Varma, Jayanth Rama
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Webb, Robert I.
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Xu, Caihong
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3
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3
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The journal of futures markets
NBER working paper series
1,902
Working paper / National Bureau of Economic Research, Inc.
1,695
Finance research letters
1,471
NBER Working Paper
1,401
Journal of banking & finance
1,316
MPRA Paper
1,233
International review of financial analysis
1,153
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1,135
Journal of financial economics
1,037
The journal of finance : the journal of the American Finance Association
1,003
International review of economics & finance : IREF
906
Applied economics
892
Pacific-Basin finance journal
856
Energy economics
824
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812
Applied economics letters
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Discussion paper / Centre for Economic Policy Research
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Journal of empirical finance
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655
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643
IMF working papers
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CEPR Discussion Papers
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Economics letters
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Research paper series / Swiss Finance Institute
529
CESifo working papers
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
502
The European journal of finance
501
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
493
Journal of risk and financial management : JRFM
485
CESifo Working Paper
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ECONIS (ZBW)
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1
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:
2
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
Saved in:
3
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:
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
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:
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
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
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