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isPartOf:"Journal of empirical finance"
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~isPartOf:"Asia-Pacific journal of financial studies"
~isPartOf:"The European journal of finance"
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Index futures
11
Index-Futures
11
Volatility
7
Volatilität
7
Börsenkurs
6
Share price
6
Aktienindex
4
Estimation
4
Schätzung
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Optionsgeschäft
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VIX
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Volatility risk premium
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Adverse Selektion
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Average price futures
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11
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Chan, Chia-Ying
1
Chen, Clara Chia-Sheng
1
Chen, Hong-Min
1
Chen, Yu-Lun
1
Cipollini, Andrea
1
French, Joseph J.
1
Guan, Zhengfei
1
Hsieh, Wen-Liang G.
1
Joo, Sang Lyong
1
Lee, Ji Soo
1
Li, Wei-Xuan
1
Lo Cascio, Iolanda
1
Lubnau, Thorben Manfred
1
Muzzioli, Silvia
1
Myers, Robert J.
1
Nishimura, Yusaku
1
Peretti, Christian de
1
Seon, Junghoon
1
Stotz, Olaf
1
Sun, Bianxia
1
Todorova, Neda
1
Tsai, Wei-Che
1
Tu, Anthony H.
1
Wang, Ming-Chun
1
Wang, Zhiguang
1
Wu, Feng
1
Wu, Wei-Shao
1
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Journal of empirical finance
Asia-Pacific journal of financial studies
The European journal of finance
International review of economics & finance : IREF
21
The journal of futures markets
21
Finance research letters
15
Applied economics
10
Pacific-Basin finance journal
10
The North American journal of economics and finance : a journal of financial economics studies
10
International review of financial analysis
9
Emerging markets, finance and trade : EMFT
8
Applied economics letters
7
Quantitative finance
7
Research in international business and finance
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Review of quantitative finance and accounting
6
Theoretical economics letters
6
Journal of banking & finance
5
Discussion paper / Centre for Economic Policy Research
4
Economic modelling
4
International journal of economics and finance
4
The journal of asset management
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
China finance review international
3
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Energy economics
3
International journal of theoretical and applied finance
3
Journal of commodity markets
3
Journal of financial markets
3
Journal of international financial markets, institutions & money
3
Journal of risk
3
Modern economy
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of investment strategies
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Working paper / National Bureau of Economic Research, Inc.
3
Applied economic perspectives and policy
2
Computational economics
2
Economic research
2
Emerging markets review
2
Eurasian economic review : a journal in applied macroeconomics and finance
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ECONIS (ZBW)
11
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1
The volatility spillover effect between index options and their underlying markets : evidence from the US, the UK, and Taiwan
Chan, Chia-Ying
;
Peretti, Christian de
;
Wang, Ming-Chun
; …
- In:
Asia-Pacific journal of financial studies
46
(
2017
)
5
,
pp. 700-733
Persistent link: https://www.econbiz.de/10011779396
Saved in:
2
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:
3
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:
4
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:
5
Overnight trading and price discovery over the course of a trading day : evidence from stock index futures in Korea
Joo, Sang Lyong
;
Seon, Junghoon
;
Lee, Ji Soo
- In:
Asia-Pacific journal of financial studies
45
(
2016
)
3
,
pp. 463-491
Persistent link: https://www.econbiz.de/10011550834
Saved in:
6
The relative pricing of European dividend futures and their predictive abilities for index returns
Stotz, Olaf
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1484-1506
Persistent link: https://www.econbiz.de/10011715480
Saved in:
7
The calm after the storm : implied volatility and future stock index returns
Lubnau, Thorben Manfred
;
Todorova, Neda
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1282-1296
Persistent link: https://www.econbiz.de/10011419879
Saved in:
8
Average price futures contracts : pricing, characteristics, and implications
Yoo, Jin
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
6
,
pp. 849-876
Persistent link: https://www.econbiz.de/10011471096
Saved in:
9
Intraday volatility and volume in China's stock index and index futures markets
Nishimura, Yusaku
;
Sun, Bianxia
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
6
,
pp. 932-955
Persistent link: https://www.econbiz.de/10011471124
Saved in:
10
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:
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