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isPartOf:"Journal of empirical finance"
~isPartOf:"Review of derivatives research"
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~subject:"USA"
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Antoniou, Antonios
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Journal of empirical finance
Review of derivatives research
The journal of futures markets
158
The review of financial studies
22
Journal of banking & finance
21
The journal of finance : the journal of the American Finance Association
20
Advances in futures and options research : a research annual
18
Journal of financial and quantitative analysis : JFQA
15
Applied financial economics
13
Review of futures markets
13
The journal of business : B
9
Working paper / National Bureau of Economic Research, Inc.
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
International review of economics & finance : IREF
7
Journal of financial economics
7
Working paper
7
Applied economics letters
6
Finanzmarkt und Portfolio-Management
6
International review of financial analysis
6
Journal of forecasting
6
Journal of international financial markets, institutions & money
6
Meddelanden från Svenska Handelshögskolan
6
Review of quantitative finance and accounting
6
The financial review : the official publication of the Eastern Finance Association
6
Advances in investment analysis and portfolio management : a research annual
5
Arbeitspapiere zur mathematischen Wirtschaftsforschung
5
CREATES research paper
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
International Journal of Energy Economics and Policy : IJEEP
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
CFS working paper series
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International journal of theoretical and applied finance
4
Working paper series / Federal Reserve Bank of Atlanta
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Australian journal of management
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Economic modelling
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European finance review : the official journal of the European Finance Association
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ECONIS (ZBW)
13
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1
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:
2
Dynamic relations of uncertainty expectations : a conditional assessment of implied volatility indices
Siriopoulos, Costas
;
Fassas, Athanasios
- In:
Review of derivatives research
16
(
2013
)
3
,
pp. 233-266
Persistent link: https://www.econbiz.de/10010222960
Saved in:
3
The index premium and its hidden cost for index funds
Petajisto, Antti
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 271-288
Persistent link: https://www.econbiz.de/10009301120
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
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:
6
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:
7
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:
8
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:
9
The dynamics of implied volatilities : a common principal components approach
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Villa, Christophe
- In:
Review of derivatives research
6
(
2003
)
3
,
pp. 179-202
Persistent link: https://www.econbiz.de/10001905297
Saved in:
10
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:
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