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~isPartOf:"The journal of futures markets"
~subject:"Schätzung"
~subject:"United States"
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Schätzung
United States
Anlageverhalten
69
Behavioural finance
69
Börsenkurs
15
Index futures
15
Index-Futures
15
Share price
15
USA
14
Option trading
12
Optionsgeschäft
12
Portfolio selection
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Volatility
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Kapitaleinkommen
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Frino, Alex
2
Bordonado, Christoffer
1
Byun, Suk Joon
1
Cao, Charles Q.
1
Che, Sanry Y. S.
1
Chiarella, Carl
1
Clements, Adam
1
Feletto, Roger
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Fishe, Raymond P. H.
1
Fung, Joseph K. W.
1
Han, Joongho
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Han, Liyan
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Iwanaga, Yasuhiro
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Jiang, I-Ming
1
Kang, Jangkoo
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Lee, Hsiu-Chuan
1
Li, Haitao
1
Li, Ziying
1
Liao, Tzu-Hsiang
1
Mollica, Vito
1
Molnár, Peter
1
Park, Hyoung-jin
1
Raj, Mahendra
1
Robe, Michel A.
1
Roberts, Matthew C.
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Romano, Maria Grazia
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Rosa, Carlo
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Todorova, Neda
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Wang, Changyun
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
118
The review of financial studies
96
The journal of finance : the journal of the American Finance Association
69
Journal of financial and quantitative analysis : JFQA
65
Journal of banking & finance
62
Finance research letters
53
NBER working paper series
53
Discussion paper / Centre for Economic Policy Research
40
International review of financial analysis
34
International review of economics & finance : IREF
32
Journal of financial economics
32
The North American journal of economics and finance : a journal of financial economics studies
31
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
30
Applied economics
27
Working paper / Centre for Financial Research
27
NBER Working Paper
26
Review of quantitative finance and accounting
25
Pacific-Basin finance journal
23
Journal of empirical finance
22
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Research in international business and finance
22
Review of finance : journal of the European Finance Association
20
Applied economics letters
18
Financial management
18
Fisher College of Business working paper series
18
Applied financial economics
17
CFS working paper series
17
The European journal of finance
17
Finance and economics discussion series
16
SpringerLink / Bücher
16
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
15
Research paper series / Swiss Finance Institute
14
Discussion papers / CEPR
13
Economic modelling
13
Journal of financial markets
13
The journal of investing
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
The financial review : the official publication of the Eastern Finance Association
12
The journal of asset management
12
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ECONIS (ZBW)
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1
Commodity momentum decomposition
Iwanaga, Yasuhiro
;
Sakemoto, Ryuta
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 198-216
Persistent link: https://www.econbiz.de/10014292998
Saved in:
2
Understanding intraday momentum strategies
Rosa, Carlo
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
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
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
The effects of investor attention on commodity futures markets
Han, Liyan
;
Li, Ziying
;
Yin, Libo
- In:
The journal of futures markets
37
(
2017
)
10
,
pp. 1031-1049
Persistent link: https://www.econbiz.de/10011950934
Saved in:
6
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:
7
VIX exchange traded products : price discovery, hedging, and trading strategy
Bordonado, Christoffer
;
Molnár, Peter
;
Samdal, Sven R.
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 164-183
Persistent link: https://www.econbiz.de/10011669792
Saved in:
8
Foreign Central Bank activities in US futures markets
Fishe, Raymond P. H.
;
Robe, Michel A.
;
Smith, Aaron D.
- In:
The journal of futures markets
36
(
2016
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011567511
Saved in:
9
Information flow, trading activity and commodity futures volatility
Clements, Adam
;
Todorova, Neda
- In:
The journal of futures markets
36
(
2016
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10011567574
Saved in:
10
Volatility forecasts : do volatility estimators and evaluation methods matter?
Jiang, I-Ming
;
Hung, Jui-Cheng
;
Wang, Chuan-San
- In:
The journal of futures markets
34
(
2014
)
11
,
pp. 1077-1094
Persistent link: https://www.econbiz.de/10010508678
Saved in:
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