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isPartOf:"Journal of financial economics"
~isPartOf:"Asia-Pacific journal of financial studies"
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Index futures
44
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Journal of financial economics
Asia-Pacific journal of financial studies
Pacific-Basin finance journal
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
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
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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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Advances in Pacific Basin financial markets
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Meddelanden från Svenska Handelshögskolan
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Research in international business and finance
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The financial review : the official publication of the Eastern Finance Association
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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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ECONIS (ZBW)
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1
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
2
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:
3
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:
4
Long-term impacts of index reconstitutions : evidence from the CSI 300 additions and deletions
Chu, Gang
;
Goodell, John W.
;
Li, Xiao
;
Zhang, Yongjie
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013370264
Saved in:
5
Dynamic hedging using the realized minimum-variance hedge ratio approach : examination of the CSI 300 index futures
Qu, Hui
;
Wang, Tianyang
;
Zhang, Yi
;
Sun, Pengfei
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012170622
Saved in:
6
Message traffic restrictions and relative pricing efficiency : evidence from index futures contracts and exchange-traded funds
Lepone, Andrew
;
Wen, Jun
;
Yang, Jin Young
- In:
Pacific-Basin finance journal
51
(
2018
),
pp. 366-375
Persistent link: https://www.econbiz.de/10012035198
Saved in:
7
Islamic spot and index futures markets : where is the price discovery?
Karabiyik, Hande
;
Narayan, Paresh Kumar
;
Dinh Hoang …
- In:
Pacific-Basin finance journal
52
(
2018
),
pp. 123-133
Persistent link: https://www.econbiz.de/10012035614
Saved in:
8
The volatility spillover effect between index options and their underlying markets : evidence from the US, the UK, and Taiwan
Chan, Chia-Ying
;
Peretti, Christian de
;
Wang, Ming-Chun
; …
- In:
Asia-Pacific journal of financial studies
46
(
2017
)
5
,
pp. 700-733
Persistent link: https://www.econbiz.de/10011779396
Saved in:
9
Role of index futures on China's stock markets : evidence from price discovery and volatility spillover
Miao, Hong
;
Ramchander, Sanjay
;
Wang, Tianyang
;
Yang, …
- In:
Pacific-Basin finance journal
44
(
2017
),
pp. 13-26
Persistent link: https://www.econbiz.de/10011800737
Saved in:
10
Overnight trading and price discovery over the course of a trading day : evidence from stock index futures in Korea
Joo, Sang Lyong
;
Seon, Junghoon
;
Lee, Ji Soo
- In:
Asia-Pacific journal of financial studies
45
(
2016
)
3
,
pp. 463-491
Persistent link: https://www.econbiz.de/10011550834
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