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isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of business : B"
~subject:"USA"
~subject:"Welt"
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Index futures
26
Index-Futures
26
Volatility
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11
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10
Option pricing theory
8
Optionspreistheorie
8
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Amin, Kaushik I.
1
Antoniou, Antonios
1
Chang, Eric Chieh
1
Coval, Joshua
1
Faff, Robert W.
1
Fleming, Jeff
1
Fung, Alexander Kwok-wah
1
Goetzmann, William N.
1
Gonçalves, Sílvia
1
Guidolin, Massimo
1
Henker, Thomas
1
Jain, Prem C.
1
Jegadeesh, Narasimhan
1
Koutmos, Gregory
1
Lam, Ka-ming
1
Lam, Kin
1
Locke, Peter R.
1
Low, Cheekiat
1
Martens, Martin
1
Massa, Massimo
1
McKenzie, Michael D.
1
Mixon, Scott
1
Pericli, Andreas Neophytou
1
Seyhun, H. Nejat
1
Subrahmanyam, Avanidhar
1
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Journal of empirical finance
The journal of business : B
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 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
Review of derivatives research
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
2
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
2
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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
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:
3
Predictable dynamics in the S&P 500 index options implied volatility surface
Gonçalves, Sílvia
;
Guidolin, Massimo
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1591-1636
Persistent link: https://www.econbiz.de/10003337040
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
The fear and exuberance from implied volatility of S&P 100 index options
Low, Cheekiat
- In:
The journal of business : B
77
(
2004
)
3
,
pp. 527-546
Persistent link: https://www.econbiz.de/10002205056
Saved in:
7
Index option prices and stock market momentum
Amin, Kaushik I.
;
Coval, Joshua
;
Seyhun, H. Nejat
- In:
The journal of business : B
77
(
2004
)
4
,
pp. 835-873
Persistent link: https://www.econbiz.de/10002618315
Saved in:
8
Index funds and stock market growth
Goetzmann, William N.
;
Massa, Massimo
- In:
The journal of business : B
76
(
2003
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10001743592
Saved in:
9
The impact of stock index futures trading on daily returns seasonality : a multicountry study
Faff, Robert W.
;
McKenzie, Michael D.
- In:
The journal of business : B
75
(
2002
)
1
,
pp. 95-125
Persistent link: https://www.econbiz.de/10001641883
Saved in:
10
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:
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