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subject:"United States"
~isPartOf:"The journal of futures markets"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
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United States
Börsenkurs
206
Share price
206
USA
92
Volatility
68
Volatilität
68
Index futures
54
Index-Futures
54
Estimation
37
Schätzung
37
Derivat
33
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33
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33
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25
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25
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Option pricing theory
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92
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Chung, Huimin
3
Holder, Mark E.
3
Ramchander, Sanjay
3
Boyd, Naomi E.
2
Chatrath, Arjun
2
Christie-David, Rohan
2
Daigler, Robert T.
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1
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1
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1
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1
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1
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The journal of futures markets
The journal of finance : the journal of the American Finance Association
323
The review of financial studies
192
Journal of financial and quantitative analysis : JFQA
181
Journal of financial economics
164
Journal of banking & finance
96
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
93
Applied financial economics
76
Quarterly journal of business and economics : QJBE
73
Journal of economics and finance
66
The journal of business : B
62
The financial review : the official publication of the Eastern Finance Association
54
International review of economics & finance : IREF
52
The journal of financial research
52
International review of financial analysis
50
Finance research letters
49
Review of quantitative finance and accounting
44
Journal of economics & business
42
The journal of real estate finance and economics
42
Applied economics letters
41
Applied economics
39
Journal of empirical finance
39
The American economic review
39
The North American journal of economics and finance : a journal of financial economics studies
39
Global finance journal
36
Economics letters
35
Journal of accounting & economics
33
Review of financial economics : RFE
32
Energy economics
28
American business review
27
Journal of business and economic perspectives
27
Journal of international financial markets, institutions & money
27
Financial management
26
Pacific-Basin finance journal
26
The journal of portfolio management : a publication of Institutional Investor
26
Journal of financial services research : JFSR
25
The journal of applied business research
25
Research in finance
24
The journal of law & economics
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The review of economics and statistics
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ECONIS (ZBW)
92
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1
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92
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Date (oldest first)
1
The impact of Sino-US trade war on price discovery of soybean : a double-edged sword?
Bandyopadhyay, Arunava
;
Rajib, Prabina
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 858-879
Persistent link: https://www.econbiz.de/10014293260
Saved in:
2
Understanding intraday momentum strategies
Rosa, Carlo
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
Saved in:
3
Asymmetry in the permanent price impact of block purchases and sales : theory and empirical evidence
Frino, Alex
;
Mollica, Vito
;
Romano, Maria Grazia
;
Zhou, …
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 359-373
Persistent link: https://www.econbiz.de/10011950679
Saved in:
4
Tail wags dog : intraday price discovery in VIX markets
Bollen, Nicolas P. B.
;
O'Neill, Michael J.
;
Whaley, …
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 431-451
Persistent link: https://www.econbiz.de/10011950704
Saved in:
5
Pricing the CBOE VIX futures with the Heston-Nandi GARCH model
Wang, Tianyi
;
Shen, Yiwen
;
Jiang, Yueting
;
Huang, Zhuo
- In:
The journal of futures markets
37
(
2017
)
7
,
pp. 641-659
Persistent link: https://www.econbiz.de/10011950860
Saved in:
6
Expanding the explanations for the return-volatility relation
Talukdar, Bakhtear
;
Daigler, Robert T.
;
Parhizgari, Ali M.
- In:
The journal of futures markets
37
(
2017
)
7
,
pp. 689-716
Persistent link: https://www.econbiz.de/10011950866
Saved in:
7
The effects of investor attention on commodity futures markets
Han, Liyan
;
Li, Ziying
;
Yin, Libo
- In:
The journal of futures markets
37
(
2017
)
10
,
pp. 1031-1049
Persistent link: https://www.econbiz.de/10011950934
Saved in:
8
Oil and stock markets before and after financial crises : a local Gaussian correlation approach
Bampinas, Georgios
;
Panagiōtidēs, Theodōros
- In:
The journal of futures markets
37
(
2017
)
12
,
pp. 1179-1204
Persistent link: https://www.econbiz.de/10011951028
Saved in:
9
Price discovery on the international soybean futures markets : a threshold co-integration approach
Li, Chao
;
Hayes, Dermot James
- In:
The journal of futures markets
37
(
2017
)
1
,
pp. 52-70
Persistent link: https://www.econbiz.de/10011669758
Saved in:
10
VIX exchange traded products : price discovery, hedging, and trading strategy
Bordonado, Christoffer
;
Molnár, Peter
;
Samdal, Sven R.
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 164-183
Persistent link: https://www.econbiz.de/10011669792
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