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Volatility
Zins
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Gannon, Gerard L.
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12
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9
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9
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9
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9
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7
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7
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7
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7
Padhi, Puja
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7
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7
Singh, Vipul Kumar
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Tse, Yiuman
7
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6
Gorodnichenko, Yuriy
6
Grzelak, Lech A.
6
Gupta, Rangan
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Han, Qian
6
Hou, Yang
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Jondeau, Eric
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Kahn, James A.
6
Mittnik, Stefan
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Noh, Jaesun
6
Oosterlee, Cornelis W.
6
Ryu, Doojin
6
Trojani, Fabio
6
Wilfling, Bernd
6
Wu, Tao L.
6
Zhang, Jin E.
6
Au-Yeung, Siu Pang
5
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1
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1
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1
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The journal of futures markets
77
Applied financial economics
40
International review of economics & finance : IREF
32
Journal of banking & finance
29
International review of financial analysis
25
NBER Working Paper
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The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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16
The journal of finance : the journal of the American Finance Association
15
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12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Journal of international financial markets, institutions & money
11
The review of financial studies
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
International journal of theoretical and applied finance
10
Journal of financial economics
10
Review of Pacific Basin financial markets and policies
10
Review of quantitative finance and accounting
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Asia-Pacific journal of financial studies
9
Insurance / Mathematics & economics
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The European journal of finance
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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International Journal of Energy Economics and Policy : IJEEP
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Journal of econometrics
7
Journal of money, credit and banking : JMCB
7
School working papers / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
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RePEc
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EconStor
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1
Does the introduction of stock index futures destabilize the spot market? : Some cross-country evidence from Asia
Dong, Yan
;
Fan, Cijun
;
Zhang, Dayong
- In:
The Chinese economy
49
(
2016
)
5
,
pp. 374-394
Persistent link: https://www.econbiz.de/10011666780
Saved in:
2
Modelling regulatory change V's volume of trade effects in HSIF and HSI volatility : a note
Gannon, Gerard L.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003794141
Saved in:
3
The impact of H-share derivatives on the underlying equity market
Wang, Steven Shuye
;
Li, Wei
;
Cheng, Louis T. W.
- In:
Review of quantitative finance and accounting
32
(
2009
)
3
,
pp. 235-267
Persistent link: https://www.econbiz.de/10003846977
Saved in:
4
Modelling regulatory change V's volume of trading effects in HSIF and HSI volatility
Gannon, Gerard L.
;
Au-Yeung, Siu Pang
- In:
Review of Pacific Basin financial markets and policies
11
(
2008
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10003679942
Saved in:
5
Structural effects and spillovers in HSIF, HSI and S&P500 volatility
Gannon, Gerard L.
;
Au-Yeung, Siu Pang
- In:
Research in international business and finance
18
(
2004
)
3
,
pp. 305-317
Persistent link: https://www.econbiz.de/10003396231
Saved in:
6
Examining the impact of index futures on information efficiency of stock market : evidence from US, Japan, Hong Kong and India
Chai, Shanglei
- In:
International journal of economics and finance
7
(
2015
)
8
,
pp. 218-228
Persistent link: https://www.econbiz.de/10011346849
Saved in:
7
Hedge ratio stability and hedging effectiveness of time-varying hedge ratios in volatile index futures markets : evidence from the Asian financial crisis
Wang, Janchung
;
Hsu, Hsinan
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
5
,
pp. 659-686
Persistent link: https://www.econbiz.de/10009231510
Saved in:
8
Net buying pressure, volatility smile, and abnormal profit of Hang Seng Index options
Chan, Kam C.
;
Cheng, Louis T. W.
;
Lung, Peter P.
- In:
The journal of futures markets
24
(
2004
)
12
,
pp. 1165-1194
Persistent link: https://www.econbiz.de/10002428697
Saved in:
9
Return volatilities of stock index futures in Hong Kong : trading versus non-trading periods
Tang, Gordon Y. N.
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 55-62
Persistent link: https://www.econbiz.de/10001207622
Saved in:
10
Intraday and intraweek volatility patterns of Hang Seng Index and index futures, and a test of the wait-to-trade hypothesis
Tang, Gordon Y. N.
;
Lui, David T. W.
- In:
Pacific-Basin finance journal
10
(
2002
)
4
,
pp. 475-495
Persistent link: https://www.econbiz.de/10001716102
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