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Caporale, Guglielmo Maria
70
Gupta, Rangan
61
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54
Madura, Jeff
43
Richardson, James W.
43
Outlaw, Joe L.
41
Raulston, J. Marc
41
Gil-Alaña, Luis A.
40
Pierdzioch, Christian
35
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34
Itō, Takatoshi
34
Knapek, George M.
33
Engle, Robert F.
29
Siklos, Pierre L.
29
McAleer, Michael
27
Weber, Michael
27
Diebold, Francis X.
26
Bollerslev, Tim
25
Campbell, John Y.
25
Hamori, Shigeyuki
24
Hayo, Bernd
24
Auerbach, Alan J.
23
Fratzscher, Marcel
23
Jorgenson, Dale Weldeau
23
Schwert, George William
23
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22
Herbst, Brian K.
22
Kotlikoff, Laurence J.
22
Lipsey, Robert E.
22
Neuenkirch, Matthias
22
Nunnenkamp, Peter
22
Sarno, Lucio
22
Wohar, Mark E.
22
Wright, Jonathan H.
22
Gorodnichenko, Yuriy
21
Hess, Dieter
21
Karolyi, G. Andrew
21
Lakonishok, Josef
21
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21
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OECD
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Travel Industry Association of America
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International Labour Organization (ILO), United Nations
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Rodney L. White Center for Financial Research
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245
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236
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197
Discussion paper / Centre for Economic Policy Research
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NBER working paper series
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127
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106
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98
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97
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95
Journal of economics and finance
90
Journal of the Japanese and international economies : an international journal ; JJIE
89
International review of economics & finance : IREF
85
Journal of economics & business
84
The review of economics and statistics
84
The American economic review
83
Review of quantitative finance and accounting
81
The financial review : the official publication of the Eastern Finance Association
80
Economics letters
79
NBER Working Paper
77
The journal of financial research
77
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76
International review of financial analysis
75
Finance and economics discussion series
67
Journal of empirical finance
65
The journal of real estate finance and economics
62
Finance research letters
61
Global finance journal
57
Journal of international financial markets, institutions & money
55
Journal of money, credit and banking : JMCB
55
CESifo working papers
54
The North American journal of economics and finance : a journal of financial economics studies
53
Journal of accounting & economics
52
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1
The effects of stock index futures trading on stock index volatility : an analysis of the asymmetric response of volatility to news
Antoniou, Antonios
- In:
The journal of futures markets
18
(
1998
)
2
,
pp. 151-166
Persistent link: https://www.econbiz.de/10001239196
Saved in:
2
Trading around macroeconomic announcements : are all traders created equal?
Erenburg, Grigori
;
Kurov, Alexander
;
Lasser, Dennis J.
- In:
Journal of financial intermediation
15
(
2006
)
4
,
pp. 470-493
Persistent link: https://www.econbiz.de/10003395882
Saved in:
3
The relationship between the S&P 500 spot and futures indices : brothers or cousins?
Chiu, Chien-liang
;
Chiang, Shu-mei
;
Kao, Feng
- In:
Applied financial economics
16
(
2006
)
5
,
pp. 405-412
Persistent link: https://www.econbiz.de/10003289287
Saved in:
4
Can an energy futures index predict US stock market index movements?
Gurrib, Ikhlaas
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
5
,
pp. 230-240
Persistent link: https://www.econbiz.de/10011951858
Saved in:
5
The limits to stock index arbitrage : examining S&P 500 futures and SPDRS
Richie, Nivine
;
Daigler, Robert T.
;
Gleason, Kimberly
- In:
The journal of futures markets
28
(
2008
)
12
,
pp. 1182-1205
Persistent link: https://www.econbiz.de/10003773148
Saved in:
6
A new look at stock return indicators and their impact under different market conditions
Knif, Johan
-
1995
Persistent link: https://www.econbiz.de/10000572826
Saved in:
7
Does WTI oil price returns volatility spillover to the exchange rate and stock index in the US?
Wei, Ching Chun
;
Chen, Chung-Hsuan
- In:
International Journal of Energy Economics and Policy : IJEEP
4
(
2014
)
2
,
pp. 189-197
Persistent link: https://www.econbiz.de/10011286260
Saved in:
8
Hedging with future : multivariante dynamic conditional correlation GARCH
Kolokolov, Aleksey
- In:
Market risk and financial markets modeling
,
(pp. 63-72)
.
2012
Persistent link: https://www.econbiz.de/10009514454
Saved in:
9
S&P 500 futures market and the normal backwardation hypothesis
Hassan, Mahamood Mahomed
- In:
Journal of economics and finance
19
(
1995
)
3
,
pp. 85-103
Persistent link: https://www.econbiz.de/10001206758
Saved in:
10
Do call prices and the underlying stock always move in the same direction?
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Chen, Zhiwu
- In:
The review of financial studies
13
(
2000
)
3
,
pp. 549-584
Persistent link: https://www.econbiz.de/10001499744
Saved in:
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