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isPartOf:"Journal of empirical finance"
~isPartOf:"Review of derivatives research"
~subject:"USA"
~subject:"Welt"
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Welt
Index futures
28
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Volatility
14
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14
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12
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12
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8
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Antoniou, Antonios
1
Cao, Charles Q.
1
Chance, Don M.
1
Engle, Robert F.
1
Fleming, Jeff
1
Fung, Alexander Kwok-wah
1
Henker, Thomas
1
Huang, Jing-Zhi
1
Kane, Alex
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Koutmos, Gregory
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Kumar, Raman
1
Lam, Ka-ming
1
Lam, Kin
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Martens, Martin
1
Mixon, Scott
1
Noh, Jaesun
1
Pericli, Andreas Neophytou
1
Rich, Don R.
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Journal of empirical finance
Review of derivatives research
The journal of futures markets
133
The review of financial studies
21
The journal of finance : the journal of the American Finance Association
19
Journal of banking & finance
14
Journal of financial and quantitative analysis : JFQA
13
Advances in futures and options research : a research annual
12
Review of futures markets
12
Applied financial economics
10
Working paper / National Bureau of Economic Research, Inc.
8
The journal of business : B
7
The financial review : the official publication of the Eastern Finance Association
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
International review of economics & finance : IREF
5
Journal of financial economics
5
Journal of forecasting
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
International Journal of Energy Economics and Policy : IJEEP
4
International review of financial analysis
4
Journal of international financial markets, institutions & money
4
Working paper
4
Working paper series / Federal Reserve Bank of Atlanta
4
Discussion paper / Centre for Economic Policy Research
3
Global finance journal
3
Journal of econometrics
3
Journal of economics & business
3
The journal of financial research
3
Working papers / Duke University, Department of Economics
3
Asia-Pacific financial markets
2
Economic modelling
2
Economic review
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
European finance review : the official journal of the European Finance Association
2
Finance research letters
2
Financial analysts' journal : FAJ
2
Handbook of financial markets : securities, options and futures
2
In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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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