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84
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59
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54
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45
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41
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Finance research letters
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NBER Working Paper
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International review of financial analysis
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Journal of banking & finance
190
The journal of finance : the journal of the American Finance Association
178
Journal of financial economics
170
International review of economics & finance : IREF
165
The North American journal of economics and finance : a journal of financial economics studies
155
The review of financial studies
151
Journal of empirical finance
146
Energy economics
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Applied economics
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Economic modelling
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Applied economics letters
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Discussion paper / Centre for Economic Policy Research
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The journal of futures markets
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Research in international business and finance
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Economics letters
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Pacific-Basin finance journal
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Journal of international financial markets, institutions & money
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Applied financial economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of econometrics
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87
Journal of risk and financial management : JRFM
87
The European journal of finance
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Review of quantitative finance and accounting
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Journal of financial markets
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CESifo working papers
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Research paper series / Swiss Finance Institute
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63
International Journal of Energy Economics and Policy : IJEEP
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Finance India : the quarterly journal of Indian Institute of Finance
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ECONIS (ZBW)
18,516
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1
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1
Portfolio effects of VIX futures index
Ratner, Mitchell
;
Chiu, Chih-Chieh
- In:
Quantitative finance and economics
1
(
2017
)
3
,
pp. 288-299
Persistent link: https://www.econbiz.de/10012137805
Saved in:
2
Are price limits cooling off agricultural futures markets?
He, Xinyue
;
Serra, Teresa
- In:
American journal of agricultural economics
104
(
2022
)
5
,
pp. 1724-1746
Persistent link: https://www.econbiz.de/10013466145
Saved in:
3
The effect of ambiguity on price formation and trading behavior in financial markets
Li, Wenhui
;
Ockenfels, Peter
;
Wilde, Christian
-
2021
various market outcomes (the price level,
volatility
, trading activity, market liquidity, and the degree of speculative …
Persistent link: https://www.econbiz.de/10012663127
Saved in:
4
Volume determination in stock and stock index futures markets : an analysis of arbitrage and
volatility
effects
Merrick, John J.
-
1987
Persistent link: https://www.econbiz.de/10000741962
Saved in:
5
Chaos and order in the capital markets : a new view of cycles, prices, and market
volatility
Peters, Edgar E.
-
1991
-
1. [print.]
Persistent link: https://www.econbiz.de/10000327743
Saved in:
6
What's vol got to do with it
Drechsler, Itamar
(
contributor
);
Yaron, Amir
(
contributor
)
-
2008
-
Current draft: May 2008
Persistent link: https://www.econbiz.de/10003727636
Saved in:
7
What's vol got to do with it
Drechsler, Itamar
;
Yaron, Amir
-
2010
-
Current draft: December 2009
Persistent link: https://www.econbiz.de/10003971762
Saved in:
8
A jump to default extended CEV model : an application of Bessel processes
Carr, Peter
;
Linetsky, Vadim
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 303-330
Persistent link: https://www.econbiz.de/10003379774
Saved in:
9
Duration models, heterogeneous beliefs, and optimal trading
Heijden, Thijs van der
-
2011
Persistent link: https://www.econbiz.de/10009159983
Saved in:
10
The impact of derivatives hedging on the stock market : evidence from Taiwan's covered warrants market
Chung, San-lin
;
Liu, Wen-rang
;
Tsai, Wei-che
- In:
Journal of banking & finance
42
(
2014
),
pp. 123-133
Persistent link: https://www.econbiz.de/10010408417
Saved in:
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