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isPartOf:"Journal of empirical finance"
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Capital income
Index futures
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Antoniou, Antonios
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Journal of empirical finance
Journal of banking & finance
The journal of futures markets
12
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8
International review of economics & finance : IREF
7
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6
The review of financial studies
6
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The journal of finance : the journal of the American Finance Association
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Arbeitspapiere zur mathematischen Wirtschaftsforschung
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Journal of financial and quantitative analysis : JFQA
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Journal of international financial markets, institutions & money
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The European journal of finance
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The empirical economics letters : a monthly international journal of economics
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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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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Essays on macroeconomic news announcements and option-implied information
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Finance research letters
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International Journal of Financial Studies : open access journal
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International journal of economics and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Advances in futures and options research : a research annual
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ECONIS (ZBW)
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1
Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities
Zhou, Yinggang
- In:
Journal of banking & finance
38
(
2014
),
pp. 216-228
Persistent link: https://www.econbiz.de/10010340777
Saved in:
2
The world price of jumo and volatility risk
Driessen, Joost
;
Maenhout, Pascal J.
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 518-536
Persistent link: https://www.econbiz.de/10009705629
Saved in:
3
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.
;
Taylor, Stephen
;
Yu, Peng
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2678-2693
Persistent link: https://www.econbiz.de/10008858849
Saved in:
4
Do the prices of stock index futures in Asia overreact to US market returns?
Fung, Alexander Kwok-wah
;
Lam, Kin
;
Lam, Ka-ming
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 428-440
Persistent link: https://www.econbiz.de/10009267290
Saved in:
5
Implied volatility and future portfolio returns
Banerjee, Prithviraj S.
;
Doran, James S.
;
Peterson, David R.
- In:
Journal of banking & finance
31
(
2007
)
10
,
pp. 3183-3199
Persistent link: https://www.econbiz.de/10003574850
Saved in:
6
Index futures and positive feedback trading : evidence from major stock exchanges
Antoniou, Antonios
;
Koutmos, Gregory
;
Pericli, Andreas …
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 219-238
Persistent link: https://www.econbiz.de/10002685067
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