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isPartOf:"Journal of empirical finance"
~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The European journal of finance"
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Index futures
12
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Journal of empirical finance
Computational economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The European journal of finance
International review of economics & finance : IREF
21
The journal of futures markets
21
Finance research letters
15
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10
Pacific-Basin finance journal
10
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International review of financial analysis
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Emerging markets, finance and trade : EMFT
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Applied economics letters
7
Quantitative finance
7
Research in international business and finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Review of quantitative finance and accounting
6
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6
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5
Asia-Pacific journal of financial studies
4
Discussion paper / Centre for Economic Policy Research
4
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International journal of economics and finance
4
The journal of asset management
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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China finance review international
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of theoretical and applied finance
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Eurasian economic review : a journal in applied macroeconomics and finance
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ECONIS (ZBW)
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1
Futures hedging in CSI 300 markets : a comparison between minimum-variance and maximum-utility frameworks
Geng, Qianjie
;
Wang, Yudong
- In:
Computational economics
57
(
2021
)
2
,
pp. 719-742
Persistent link: https://www.econbiz.de/10012486957
Saved in:
2
A radial basis function-generated finite difference method to evaluate real estate index options
He, Xubiao
;
Gong, Pu
- In:
Computational economics
55
(
2020
)
3
,
pp. 999-1019
Persistent link: https://www.econbiz.de/10012223691
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
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
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:
9
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:
10
Nonlinear intraday dynamics in Eurostoxx50 index markets
Robles-Fernandez, M. Dolores
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
4
Persistent link: https://www.econbiz.de/10002652260
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