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International review of financial analysis
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The journal of finance : the journal of the American Finance Association
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International review of economics & finance : IREF
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Energy economics
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Applied economics letters
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ECONIS (ZBW)
18,525
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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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