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Volatility, trading volume and...
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Volatility
41,127
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40,858
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15,671
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Derivat
14,007
Derivative
13,970
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11,393
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11,236
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10,624
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10,177
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9,957
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6,936
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5,941
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5,845
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4,849
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4,450
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3,779
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3,763
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3,390
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3,205
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3,133
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McAleer, Michael
495
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264
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217
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161
Diebold, Francis X.
133
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133
Engle, Robert F.
127
Bouri, Elie
120
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119
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117
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116
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106
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105
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104
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102
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102
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100
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94
Ma, Feng
94
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93
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89
Lien, Da-hsiang Donald
87
Bekaert, Geert
82
McMillan, David G.
82
Tiwari, Aviral Kumar
82
Herwartz, Helmut
80
Karanasos, Menelaos
80
Bahmani-Oskooee, Mohsen
77
Chiarella, Carl
76
Lux, Thomas
76
Teräsvirta, Timo
76
Allen, David E.
74
Christoffersen, Peter F.
73
Kočenda, Evžen
73
Prokopczuk, Marcel
73
Hull, John
70
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70
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70
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69
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17
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16
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16
London School of Economics (LSE)
16
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
16
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787
Finance research letters
743
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630
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587
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564
International review of financial analysis
535
Applied economics
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452
Journal of econometrics
428
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422
International journal of theoretical and applied finance
388
The North American journal of economics and finance : a journal of financial economics studies
385
Applied financial economics
372
Economics letters
361
Research in international business and finance
359
Journal of empirical finance
349
Applied economics letters
336
Working paper
332
Journal of international financial markets, institutions & money
309
Journal of financial economics
300
Discussion paper / Centre for Economic Policy Research
283
Journal of international money and finance
276
Discussion paper / Tinbergen Institute
262
The European journal of finance
262
MPRA Paper
258
Pacific-Basin finance journal
253
Journal of risk and financial management : JRFM
251
Quantitative finance
249
The journal of finance : the journal of the American Finance Association
237
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
224
The review of financial studies
206
Journal of economic dynamics & control
201
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
199
International Journal of Energy Economics and Policy : IJEEP
194
CESifo working papers
192
IMF working papers
191
International journal of forecasting
189
Journal of financial and quantitative analysis : JFQA
185
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ECONIS (ZBW)
59,322
RePEc
3,919
EconStor
1,459
USB Cologne (EcoSocSci)
754
BASE
171
USB Cologne (business full texts)
161
Other ZBW resources
144
OLC EcoSci
23
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3
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date (oldest first)
131
Effect of
futures
trading on spot-price
volatility
: evidence for NSE Nifty using
GARCH
Debasish, Sathya Swaroop
- In:
Journal of risk finance : the convergence of financial …
10
(
2009
)
1
,
pp. 67-77
Persistent link: https://www.econbiz.de/10009523764
Saved in:
132
Nonparametric estimation of the leverage effect : a trade-off between robustness and efficiency
Kalnina, Ilze
;
Xiu, Dacheng
-
2015
Persistent link: https://www.econbiz.de/10011419309
Saved in:
133
Impact of introducing derivatives trading on volatilities of sectoral stock indices in India
Pal, Suparna Nandy
;
Chattopadhyay, Arup Kr.
- In:
Research bulletin / The Institute of Cost Accountants …
38
(
2013
),
pp. 168-184
Persistent link: https://www.econbiz.de/10011419780
Saved in:
134
Effect of return and
volatility
calculation on option pricing : an analysis using BANKNIFTY
Ahmad, Akhlaque
- In:
Research bulletin / The Institute of Cost Accountants …
41
(
2015
)
1
,
pp. 103-110
Persistent link: https://www.econbiz.de/10011420532
Saved in:
135
Can
derivative
information predict stock price jumps?
Kwark, Noe-Keol
;
Kang, Hyoung Goo
;
Jun, Sang-Gyung
- In:
The journal of applied business research
31
(
2015
)
3
,
pp. 845-860
Persistent link: https://www.econbiz.de/10011304812
Saved in:
136
Impact of
futures
trading on
volatility
of spot market-a case of guar seed
Dinesh Kumar Sharma
;
Malhotra, Meenakshi
- In:
Agricultural finance review
75
(
2015
)
3
,
pp. 416-431
Persistent link: https://www.econbiz.de/10011341934
Saved in:
137
Analyzing the impact of
futures
trading on spot price
volatility
: evidence from the spot electricity market in France and Germany
Kalantzis, Fotis G.
;
Milonas, Nikolaos T.
- In:
Energy economics
36
(
2013
),
pp. 454-463
Persistent link: https://www.econbiz.de/10009724667
Saved in:
138
The effect of USD/EURO exchange rate
volatility
on
futures
market for gold
Bhatt, Suyash
- In:
International journal of applied business and economic …
10
(
2012
)
2
,
pp. 269-282
Persistent link: https://www.econbiz.de/10009731700
Saved in:
139
Forecasting spot price
volatility
using the short-term forward curve
Haugom, Erik
;
Ullrich, Carl J.
- In:
Energy economics
34
(
2012
)
6
,
pp. 1826-1833
Persistent link: https://www.econbiz.de/10009687854
Saved in:
140
The rise and fall of S&P500 variance
futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
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