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isPartOf:"Journal of empirical finance"
~isPartOf:"Review of derivatives research"
~subject:"Aktienmarkt"
~subject:"USA"
~subject:"Welt"
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Aktienmarkt
USA
Welt
Index futures
28
Index-Futures
28
Volatility
14
Volatilität
14
Option pricing theory
12
Optionspreistheorie
12
Theorie
8
Theory
8
Estimation
7
Schätzung
7
Aktienindex
6
Börsenkurs
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6
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6
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Capital income
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Derivat
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Derivative
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Option trading
5
Optionsgeschäft
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Risikoprämie
4
Risk premium
4
ARCH model
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Aktienoption
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Forecasting model
3
Prognoseverfahren
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Stock option
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VIX
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Antoniou, Antonios
1
Bruand, Martin
1
Cao, Charles Q.
1
Chance, Don M.
1
Engle, Robert F.
1
Fleming, Jeff
1
Fung, Alexander Kwok-wah
1
Gibson, Rajna
1
Henker, Thomas
1
Huang, Jing-Zhi
1
Kane, Alex
1
Koutmos, Gregory
1
Kumar, Raman
1
Lam, Ka-ming
1
Lam, Kin
1
Martens, Martin
1
Mixon, Scott
1
Noh, Jaesun
1
Pericli, Andreas Neophytou
1
Rich, Don R.
1
Roll, Richard
1
Schwartz, Eduardo S.
1
Subrahmanyam, Avanidhar
1
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Journal of empirical finance
Review of derivatives research
The journal of futures markets
139
The review of financial studies
21
The journal of finance : the journal of the American Finance Association
20
Journal of banking & finance
17
Journal of financial and quantitative analysis : JFQA
13
Advances in futures and options research : a research annual
12
Applied financial economics
12
Review of futures markets
12
International review of economics & finance : IREF
9
Working paper / National Bureau of Economic Research, Inc.
8
Applied economics letters
7
The journal of business : B
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
International review of financial analysis
6
Journal of forecasting
6
Journal of international financial markets, institutions & money
6
The financial review : the official publication of the Eastern Finance Association
6
International Journal of Energy Economics and Policy : IJEEP
5
Journal of financial economics
5
Pacific-Basin finance journal
5
Review of quantitative finance and accounting
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Advances in investment analysis and portfolio management : a research annual
4
Finance research letters
4
Working paper
4
Working paper series / Federal Reserve Bank of Atlanta
4
Discussion paper / Centre for Economic Policy Research
3
Economic modelling
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Global finance journal
3
International journal of economics and finance
3
Investment management and financial innovations
3
Journal of econometrics
3
Journal of economics & business
3
Research in international business and finance
3
Review of Pacific Basin financial markets and policies
3
The empirical economics letters : a monthly international journal of economics
3
The journal of financial research
3
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ECONIS (ZBW)
10
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1
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:
2
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:
3
Determinants of S&P 500 index option returns
Cao, Charles Q.
;
Huang, Jing-Zhi
- In:
Review of derivatives research
10
(
2007
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10003705840
Saved in:
4
The implied volatility term structure of stock index options
Mixon, Scott
- In:
Journal of empirical finance
14
(
2007
)
3
,
pp. 333-354
Persistent link: https://www.econbiz.de/10003609837
Saved in:
5
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
Saved in:
6
Index futures arbitrage before and after the introduction of sixteenths on the NYSE
Henker, Thomas
;
Martens, Martin
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 353-373
Persistent link: https://www.econbiz.de/10002900505
Saved in:
7
Dividend forecast biases in index option valuation
Chance, Don M.
;
Kumar, Raman
;
Rich, Don R.
- In:
Review of derivatives research
4
(
2000
)
3
,
pp. 285-303
Persistent link: https://www.econbiz.de/10001596722
Saved in:
8
The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
Saved in:
9
The effects of newly listed derivatives in a thin stock market
Bruand, Martin
- In:
Review of derivatives research
2
(
1998
)
1
,
pp. 59-86
Persistent link: https://www.econbiz.de/10001250186
Saved in:
10
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
- In:
Review of derivatives research
1
(
1996
)
2
,
pp. 139-157
Persistent link: https://www.econbiz.de/10001218119
Saved in:
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