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Search: subject_exact:"Index-Futures"
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Index futures
78
Index-Futures
78
Volatility
32
Volatilität
32
USA
30
United States
30
Aktienindex
18
Option pricing theory
18
Optionspreistheorie
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McMillan, David G.
4
Bakshi, Gurdip S.
3
Jackwerth, Jens Carsten
3
Speight, Alan E. H.
3
Brooks, Chris
2
Chan, Kalok
2
Garrett, Ian
2
Kapadia, Nikunj
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Subrahmanyam, Avanidhar
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Wang, Janchung
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1
Aktas, Elvan
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Alkebäck, Per
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Andrada Félix, Julián
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Antoniou, Antonios
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Ap Gwilym, Owain
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Bologna, Pierluigi
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Boudoukh, Jabob
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Broadie, Marc
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Brunetti, M.
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Buckle, Michael J.
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Busse, Jeffrey A.
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Caggese, Andrea
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Cao, Charles Q.
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Capelle-Blancard, Gunther
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Chen, Zhiwu
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Chernov, Mikhail
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Chiu, Chien-liang
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Applied financial economics
Journal of empirical finance
The review of financial studies
The journal of futures markets
266
Journal of banking & finance
43
International review of economics & finance : IREF
37
International review of financial analysis
28
Review of futures markets
27
Pacific-Basin finance journal
26
The journal of finance : the journal of the American Finance Association
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Advances in futures and options research : a research annual
19
Applied economics letters
19
Finance research letters
19
Review of quantitative finance and accounting
18
Applied economics
17
Journal of financial and quantitative analysis : JFQA
15
Review of Pacific Basin financial markets and policies
15
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
14
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of international financial markets, institutions & money
12
Working paper / National Bureau of Economic Research, Inc.
12
Journal of financial markets
11
Review of derivatives research
11
The European journal of finance
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Working paper
11
Advances in Pacific Basin financial markets
10
Meddelanden från Svenska Handelshögskolan
10
Research in international business and finance
10
The financial review : the official publication of the Eastern Finance Association
10
Asia-Pacific journal of financial studies
9
Discussion paper
9
Emerging markets, finance and trade : EMFT
9
European financial management : the journal of the European Financial Management Association
9
IMF Working Papers
9
Investment management and financial innovations
9
Journal of financial economics
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Journal of forecasting
9
NBER Working Paper
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ECONIS (ZBW)
78
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1
Trading regularity and fund performance
Busse, Jeffrey A.
;
Tong, Lin
;
Tong, Qing
;
Zhang, Zhe
- In:
The review of financial studies
32
(
2019
)
1
,
pp. 374-422
Persistent link: https://www.econbiz.de/10012033504
Saved in:
2
Pricing kernel monotonicity and conditional information
Linn, Matthew
;
Shive, Sophie
;
Shumway, Tyler
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 493-531
Persistent link: https://www.econbiz.de/10011925238
Saved in:
3
Determinants of price discovery in the VIX futures market
Chen, Yu-Lun
;
Tsai, Wei-Che
- In:
Journal of empirical finance
43
(
2017
),
pp. 59-73
Persistent link: https://www.econbiz.de/10011817906
Saved in:
4
Informed trading in S&P index options? : evidence from the 2008 financial crisis
Li, Wei-Xuan
;
French, Joseph J.
;
Chen, Clara Chia-Sheng
- In:
Journal of empirical finance
42
(
2017
),
pp. 40-65
Persistent link: https://www.econbiz.de/10011808543
Saved in:
5
Market uncertainty, expected volatility and the mispricing of S&P 500 index futures
Tu, Anthony H.
;
Hsieh, Wen-Liang G.
;
Wu, Wei-Shao
- In:
Journal of empirical finance
35
(
2016
),
pp. 78-98
Persistent link: https://www.econbiz.de/10011662722
Saved in:
6
Volatility co-movements : a time-scale decomposition analysis
Cipollini, Andrea
;
Lo Cascio, Iolanda
;
Muzzioli, Silvia
- In:
Journal of empirical finance
34
(
2015
),
pp. 34-44
Persistent link: https://www.econbiz.de/10011556988
Saved in:
7
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Saved in:
8
Trading activity and Nifty index futures volatility : an empirical analysis
Jena, Sangram Keshari
;
Dash, Ashutosh
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1167-1176
Persistent link: https://www.econbiz.de/10010418929
Saved in:
9
Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of empirical finance
28
(
2014
),
pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
Saved in:
10
The skew risk premium in the equity index market
Kozhan, Roman
;
Neuberger, Anthony
;
Schneider, Paul
- In:
The review of financial studies
26
(
2013
)
9
,
pp. 2174-2203
Persistent link: https://www.econbiz.de/10010207278
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