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isPartOf:"Journal of financial economics"
~isPartOf:"Economic modelling"
~subject:"Index options"
~subject:"Share price"
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Journal of financial economics
Economic modelling
The journal of futures markets
54
International review of economics & finance : IREF
14
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10
International review of financial analysis
9
Applied economics letters
8
Journal of banking & finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance India : the quarterly journal of Indian Institute of Finance
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International Journal of Energy Economics and Policy : IJEEP
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Duisburger Arbeitspapiere zur Ostasienwirtschaft
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1
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:
2
The distribution of index futures realised volatility under seasonality and microstructure noise
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
Economic modelling
93
(
2020
),
pp. 398-414
Persistent link: https://www.econbiz.de/10012430196
Saved in:
3
Information transmission between U.S. and China index futures markets : an asymmetric DCC GARCH approach
Hou, Yang
;
Li, Steven
- In:
Economic modelling
52
(
2016
),
pp. 884-897
Persistent link: https://www.econbiz.de/10011643072
Saved in:
4
Calendar anomalies in cash and stock index futures : international evidence
Floros, Christos
;
Salvador, Enrique
- In:
Economic modelling
37
(
2014
),
pp. 216-223
Persistent link: https://www.econbiz.de/10010417707
Saved in:
5
Relationship between the trading behavior of three institutional investors and Taiwan Stock Index futures returns
Lai, Hung-Cheng
;
Wang, Kuan Min
- In:
Economic modelling
41
(
2014
),
pp. 156-165
Persistent link: https://www.econbiz.de/10010438382
Saved in:
6
Order characteristics and stock price evolution : an application to program trading
Hasbrouck, Joel
- In:
Journal of financial economics
41
(
1996
)
1
,
pp. 129-149
Persistent link: https://www.econbiz.de/10001196552
Saved in:
7
Market volatility prediction and the efficiency of the S&P 100 index option market
Harvey, Campbell R.
- In:
Journal of financial economics
31
(
1992
)
1
,
pp. 43-73
Persistent link: https://www.econbiz.de/10001133538
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