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Heckman, James J.
69
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65
Gupta, Rangan
65
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55
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55
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54
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51
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51
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50
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49
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49
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48
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41
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40
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39
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38
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38
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37
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37
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36
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36
Basu, Susanto
33
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33
Cutler, David M.
33
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33
Reis, Ricardo
33
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33
Artus, Patrick
32
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32
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32
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31
Pástor, Ľuboš
31
Auerbach, Alan J.
30
Fernández-Villaverde, Jesús
30
Lo, Andrew W.
29
Hubbard, R. Glenn
28
Jorgenson, Dale Weldeau
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The review of financial studies
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The review of economics and statistics
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American journal of agricultural economics
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ECONIS (ZBW)
43,356
RePEc
8
EconStor
3
BASE
2
ArchiDok
1
Showing
1
-
10
of
43,370
Sort
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date (newest first)
date (oldest first)
1
Stock index
volatility
expectations implied by call options premia
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000126342
Saved in:
2
The quality of market
volatility
forecasts implied by S&P 100 index option prices
Fleming, Jeff
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
Saved in:
3
Time-varying
volatility
in Canadian and US stock index and index futures markets : a multivariate analysis
Racine, Marie D.
;
Ackert, Lucy F.
-
1999
Persistent link: https://www.econbiz.de/10001408054
Saved in:
4
Transmission of stock returns and
volatility
between the US and Japan : evidence from the stock index futures markets
Pan, Ming-shiun
;
Hsueh, L. Paul
- In:
Asia-Pacific financial markets
5
(
1998
)
3
,
pp. 211-225
Persistent link: https://www.econbiz.de/10001372067
Saved in:
5
Program trading, nonprogram trading, and market
volatility
Hogan, Kedreth C.
- In:
The journal of futures markets
17
(
1997
)
7
,
pp. 733-756
Persistent link: https://www.econbiz.de/10001228476
Saved in:
6
Index futures and options and stock market
volatility
Pericli, Andreas Neophytou
- In:
The journal of futures markets
17
(
1997
)
8
,
pp. 957-974
Persistent link: https://www.econbiz.de/10001232832
Saved in:
7
Does options trading lead to greater cash market
volatility
?
Chatrath, Arjun
- In:
The journal of futures markets
15
(
1995
)
7
,
pp. 785-803
Persistent link: https://www.econbiz.de/10001190083
Saved in:
8
Speculative activity and stock market
volatility
Chatrath, Arjun
- In:
Journal of economics & business
50
(
1998
)
4
,
pp. 323-337
Persistent link: https://www.econbiz.de/10001248858
Saved in:
9
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:
10
Temporal relationships and dynamic interactions between spot and futures stock markets
Koutmos, Gregory
- In:
The journal of futures markets
16
(
1996
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10001193437
Saved in:
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