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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"The journal of futures markets"
~subject:"Capital market returns"
~type_genre:"Thesis"
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United States
Capital market returns
Estimation
188
Schätzung
188
USA
82
Volatility
60
Volatilität
60
Theorie
39
Theory
39
Börsenkurs
37
Share price
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Index futures
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Option pricing theory
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Optionspreistheorie
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Wang, George H. K.
4
Sarno, Lucio
3
Ederington, Louis H.
2
Li, Haitao
2
Lim, Kian-Guan
2
Miffre, Joëlle
2
Shrestha, Keshab
2
Yau, Jot
2
Aboura, Sofiane
1
Adkins, Lee Chester
1
Alexiou, Lykourgos
1
Ané, Thierry
1
Arisoy, Yakup Eser
1
Bali, Turan G.
1
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1
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1
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1
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1
Byun, Suk Joon
1
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1
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1
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1
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1
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1
Cho, Jang Hyung
1
Christiansen, Charlotte
1
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1
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1
Dhanda, Kanwalroop K.
1
Dixon, Bruce L.
1
Do, Binh
1
Dockner, Engelbert J.
1
Dorfman, Jeffrey H.
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The journal of futures markets
Applied economics
257
The review of economics and statistics
169
The American economic review
151
The journal of finance : the journal of the American Finance Association
150
Applied economics letters
142
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
104
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
Applied financial economics
98
Journal of applied econometrics
97
The review of financial studies
95
Journal of financial and quantitative analysis : JFQA
81
Journal of money, credit and banking : JMCB
80
Journal of international money and finance
79
Economics letters
76
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Economic modelling
69
Journal of banking & finance
69
Journal of monetary economics
69
Journal of financial economics
68
Southern economic journal
64
Journal of labor economics
61
Journal of econometrics
57
The quarterly journal of economics
56
Journal of macroeconomics
54
Economic inquiry : journal of the Western Economic Association International
53
International review of economics & finance : IREF
49
Journal of human resources : JHR
49
Journal of public economics
49
The North American journal of economics and finance : a journal of financial economics studies
49
Journal of urban economics
48
American journal of agricultural economics
47
The journal of economics
45
Journal of economic dynamics & control
44
Review of quantitative finance and accounting
44
Energy economics
43
The journal of business : B
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Economics of education review
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ECONIS (ZBW)
86
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1
Option-implied moments and the cross-section of stock returns
Alexiou, Lykourgos
;
Rompolis, Leonidas S.
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 668-691
Persistent link: https://www.econbiz.de/10013187580
Saved in:
2
Asymmetry in the permanent price impact of block purchases and sales : theory and empirical evidence
Frino, Alex
;
Mollica, Vito
;
Romano, Maria Grazia
;
Zhou, …
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 359-373
Persistent link: https://www.econbiz.de/10011950679
Saved in:
3
The CDS-Bond basis arbitrage and the cross section of corporate bond returns
Kim, Gi H.
;
Li, Haitao
;
Zhang, Weina
- In:
The journal of futures markets
37
(
2017
)
8
,
pp. 836-861
Persistent link: https://www.econbiz.de/10011950896
Saved in:
4
Investors' heterogeneity in beliefs, the VIX futures basis, and S&P 500 index futures returns
Lee, Hsiu-Chuan
;
Liao, Tzu-Hsiang
;
Tung, Pao-Ying
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 939-960
Persistent link: https://www.econbiz.de/10011950912
Saved in:
5
Informed trading in the options market and stock return predictability
Han, Joongho
;
Kim, Da-Hea
;
Byun, Suk Joon
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1053-1093
Persistent link: https://www.econbiz.de/10011950947
Saved in:
6
The skewness implied in the Heston model and its application
Zhang, Jin E.
;
Zhen, Fang
;
Sun, Xiaoxia
;
Zhao, Huimin
- In:
The journal of futures markets
37
(
2017
)
3
,
pp. 211-237
Persistent link: https://www.econbiz.de/10011669807
Saved in:
7
Forecasting stock return volatility : a comparison of GARCH, implied volatility, and realized volatility models
Kambouroudis, Dimos S.
;
McMillan, David G.
;
Tsakou, Katerina
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1127-1163
Persistent link: https://www.econbiz.de/10011665507
Saved in:
8
Option pricing under skewness and kurtois using a Cornish-Fisher expansion
Aboura, Sofiane
;
Maillard, Didier
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1194-1209
Persistent link: https://www.econbiz.de/10011665615
Saved in:
9
An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung
;
Lee, Yung-Hsin
;
Chao, Wan-Ling
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
Saved in:
10
A convenience yield approximation model for mean-reverting commodities
Dockner, Engelbert J.
;
Eksi, Zehra
;
Rammerstorfer, …
- In:
The journal of futures markets
35
(
2015
)
7
,
pp. 625-654
Persistent link: https://www.econbiz.de/10011405460
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