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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"The journal of futures markets"
~subject:"Effizienzmarkthypothese"
~type_genre:"Thesis"
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United States
Effizienzmarkthypothese
Estimation
188
Schätzung
188
USA
82
Volatility
60
Volatilität
60
Theorie
39
Theory
39
Börsenkurs
37
Share price
37
Commodity derivative
34
Rohstoffderivat
34
Index futures
33
Index-Futures
33
Option pricing theory
33
Optionspreistheorie
33
Derivat
25
Derivative
25
Welt
25
World
25
Hedging
24
Forecasting model
23
Prognoseverfahren
23
ARCH model
21
ARCH-Modell
21
Capital income
17
Efficient market hypothesis
17
Kapitaleinkommen
17
Großbritannien
16
Option trading
16
Optionsgeschäft
16
United Kingdom
16
Statistical distribution
12
Statistische Verteilung
12
Stochastic process
12
Stochastischer Prozess
12
Risikoprämie
11
Risk premium
11
Capital market returns
10
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Article
91
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Article in journal
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91
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English
91
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Wang, George H. K.
4
Sarno, Lucio
3
Ederington, Louis H.
2
Lim, Kian-Guan
2
Miffre, Joëlle
2
Narayan, Paresh Kumar
2
Shrestha, Keshab
2
Westerlund, Joakim
2
Yau, Jot
2
Aboura, Sofiane
1
Adkins, Lee Chester
1
Ané, Thierry
1
Arisoy, Yakup Eser
1
Bali, Turan G.
1
Benet, Bruce A.
1
Bierwag, Gerald O.
1
Bollen, Nicolas P. B.
1
Boyd, M. E.
1
Byun, Suk Joon
1
Cao, Charles Q.
1
Chao, Wan-Ling
1
Chatrath, Arjun
1
Chen, Haiwei
1
Chen, Sheng-syan
1
Chi, Yeguang
1
Cho, Jang Hyung
1
Christiansen, Charlotte
1
Christie-David, Rohan
1
Cohn, Richard A.
1
Copeland, Laurence S.
1
Corrado, Charles Joseph
1
Câmara, António
1
Daigler, Robert T.
1
Daouk, Hazem
1
Davidson, Angus Brian
1
De Ville de Goyet, Cédric
1
DeBoyrie, Maria Eugenia
1
Denault, Michel
1
Dhaene, Geert
1
Dhanda, Kanwalroop K.
1
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The journal of futures markets
Applied economics
267
The review of economics and statistics
169
Applied economics letters
152
The American economic review
151
The journal of finance : the journal of the American Finance Association
147
Applied financial economics
114
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
107
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
101
Journal of applied econometrics
96
The review of financial studies
93
Journal of international money and finance
86
Journal of money, credit and banking : JMCB
79
Economics letters
77
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Journal of financial and quantitative analysis : JFQA
75
Economic modelling
71
Journal of monetary economics
69
Journal of banking & finance
66
Southern economic journal
64
Journal of labor economics
61
Journal of econometrics
57
The quarterly journal of economics
56
Economic inquiry : journal of the Western Economic Association International
55
Journal of macroeconomics
54
Journal of financial economics
52
The North American journal of economics and finance : a journal of financial economics studies
51
International review of economics & finance : IREF
49
International review of financial analysis
49
Journal of human resources : JHR
49
Journal of public economics
49
Journal of urban economics
49
American journal of agricultural economics
47
Review of quantitative finance and accounting
47
The journal of economics
45
The journal of business : B
44
Journal of economic dynamics & control
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Economics of education review
40
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ECONIS (ZBW)
91
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1
Hedging commodities in times of distress : the case of COVID-19
Magalhães, Luiz Augusto
;
Silva, Thiago Christiano
; …
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1941-1959
Persistent link: https://www.econbiz.de/10013465831
Saved in:
2
Volatility model applications in China's SSE50 options market
Chi, Yeguang
;
Hao, Wenyan
;
Zhang, Yifei
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1704-1720
Persistent link: https://www.econbiz.de/10013465807
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions
Santos, André
;
Guerra, João
- In:
The journal of futures markets
35
(
2015
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10011405462
Saved in:
10
Psychological barriers and option pricing
Jang, Bong-Gyu
;
Kim, Changki
;
Kim, Kyeong Tae
;
Lee, Seungkyu
- In:
The journal of futures markets
35
(
2015
)
1
,
pp. 52-74
Persistent link: https://www.econbiz.de/10011346173
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