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isPartOf:"Journal of financial economics"
~isPartOf:"Advances in Pacific Basin financial markets"
~isPartOf:"The financial review : the official publication of the Eastern Finance Association"
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Index futures
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Almeida, Caio
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Beng, Soon-chong
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Journal of financial economics
Advances in Pacific Basin financial markets
The financial review : the official publication of the Eastern Finance Association
The journal of futures markets
266
Journal of banking & finance
43
Applied financial economics
39
International review of economics & finance : IREF
37
International review of financial analysis
28
Review of futures markets
27
Pacific-Basin finance journal
26
The journal of finance : the journal of the American Finance Association
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The review of financial studies
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The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Advances in futures and options research : a research annual
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Applied economics letters
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Finance research letters
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Review of quantitative finance and accounting
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Applied economics
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Review of Pacific Basin financial markets and policies
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of international financial markets, institutions & money
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Working paper / National Bureau of Economic Research, Inc.
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Journal of financial markets
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Review of derivatives research
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The European journal of finance
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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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Meddelanden från Svenska Handelshögskolan
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Research in international business and finance
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Asia-Pacific journal of financial studies
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Emerging markets, finance and trade : EMFT
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European financial management : the journal of the European Financial Management Association
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IMF Working Papers
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Investment management and financial innovations
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Journal of forecasting
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ECONIS (ZBW)
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1
Pricing of index options in incomplete markets
Almeida, Caio
;
Freire, Gustavo
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 174-205
Persistent link: https://www.econbiz.de/10013407088
Saved in:
2
Index option returns and generalized entropy bounds
Liu, Yan
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 1015-1036
Persistent link: https://www.econbiz.de/10012693881
Saved in:
3
Does index speculation impact commodity prices? : an intraday analysis
Tse, Yiuman
;
Williams, Michael
- In:
The financial review : the official publication of the …
48
(
2013
)
3
,
pp. 365-383
Persistent link: https://www.econbiz.de/10009782136
Saved in:
4
Investor sentiment, trading behavior and informational efficiency in index futures markets
Kurov, Alexander
- In:
The financial review : the official publication of the …
43
(
2008
)
1
,
pp. 107-127
Persistent link: https://www.econbiz.de/10003755346
Saved in:
5
The subjective valuation of indexed stock options and their incentive effects
Calvet, A. L.
;
Rahman, Abdul H.
- In:
The financial review : the official publication of the …
41
(
2006
)
2
,
pp. 205-227
Persistent link: https://www.econbiz.de/10003327451
Saved in:
6
Asymmetric volatility and trading activity in index futures options
Chan, Kam C.
;
Cheng, Louis T. W.
;
Lung, Peter P.
- In:
The financial review : the official publication of the …
40
(
2005
)
3
,
pp. 381-407
Persistent link: https://www.econbiz.de/10003105060
Saved in:
7
The basis risk of catastrophic-loss index securities
Cummins, John David
;
Lalonde, David
;
Phillips, Richard D.
- In:
Journal of financial economics
71
(
2004
)
1
,
pp. 77-111
Persistent link: https://www.econbiz.de/10001881133
Saved in:
8
Pricing efficiency in a thin market with competitive market makers : box spread strategies in the Hang Seng Index options market
Fung, Joseph K. W.
;
Mok, Henry M. K.
;
Wong, Kenneth C. K.
- In:
The financial review : the official publication of the …
39
(
2004
)
3
,
pp. 435-454
Persistent link: https://www.econbiz.de/10002163289
Saved in:
9
Pricing U.S. dollar index futures options : an empirical investigation
Bhargava, Vivek
;
Clark, John M.
- In:
The financial review : the official publication of the …
38
(
2003
)
4
,
pp. 571-590
Persistent link: https://www.econbiz.de/10001813237
Saved in:
10
Intra-day behaviour of treasury sector index option implied volatilities around macroeconomic announcements
Heuson, Andrea Jane
;
Su, Tie
- In:
The financial review : the official publication of the …
38
(
2003
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10001794345
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