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~isPartOf:"Review of Pacific Basin financial markets and policies"
~isPartOf:"The journal of futures markets"
~language:"eng"
~subject:"Finanzmarkt"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~type_genre:"Article in journal"
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Finanzmarkt
Kapitaleinkommen
Share price
USA
842
United States
841
Theorie
479
Theory
479
Volatility
412
Volatilität
412
Derivat
407
Derivative
407
Hedging
330
Börsenkurs
329
Index futures
280
Index-Futures
280
Option pricing theory
265
Optionspreistheorie
265
Commodity exchange
249
Warenbörse
249
Estimation
224
Schätzung
224
Commodity derivative
207
Rohstoffderivat
207
Option trading
198
Optionsgeschäft
198
Taiwan
187
Capital income
152
Interest rate derivative
135
Zinsderivat
135
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120
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108
Welt
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World
107
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100
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469
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Lee, Cheng F.
21
Frino, Alex
9
Fung, Joseph K. W.
6
Tse, Yiuman
6
Chen, Sheng-syan
5
Ryu, Doojin
5
Wang, George H. K.
5
Agarwalla, Sobhesh Kumar
4
Chou, Robin K.
4
Chung, Huimin
4
Faff, Robert W.
4
Lien, Da-hsiang Donald
4
Luo, Xingguo
4
Wahab, Mamoud S.
4
Webb, Robert I.
4
Zhaohui Zhang
4
Chatrath, Arjun
3
Chen, Shen-yuan
3
Chiang, Thomas C.
3
Christie-David, Rohan
3
Daigler, Robert T.
3
Edwards, Franklin R.
3
Frijns, Bart
3
Gay, Gerald D.
3
Holder, Mark E.
3
Hsu, Hsinan
3
Huang, Yen-sheng
3
Lai, Yu-Sheng
3
Lin, Ching-chung
3
Liu, Qingfeng Wilson
3
Mollica, Vito
3
Neftci, Salih N.
3
Ramchander, Sanjay
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Schneeweis, Thomas
3
Shu, Pei-gi
3
Varma, Jayanth Rama
3
Xu, Qi
3
Yeh, Yin-hua
3
Yen, Gi-li
3
Boyd, Naomi E.
2
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Conference on Pacific Basin Finance, Economics, Accounting and Management <16, 2008, Brisbane>
1
Conference on Pacific Basin Finance, Economics, Accounting and Management <17, 2009, Bangkok>
1
International Conference on Business in Asia <3, 2009, Bangkok>
1
Symposium on the Financial Econometrics of Derivative Securities and Markets <1, 2013, Melbourne>
1
Published in...
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Review of Pacific Basin financial markets and policies
The journal of futures markets
Journal of banking & finance
1,092
Finance research letters
1,085
International review of financial analysis
922
The journal of finance : the journal of the American Finance Association
853
Journal of financial economics
845
Pacific-Basin finance journal
682
International review of economics & finance : IREF
659
Applied financial economics
642
Applied economics
636
The review of financial studies
606
Applied economics letters
565
Journal of empirical finance
538
Journal of financial and quantitative analysis : JFQA
518
Journal of international financial markets, institutions & money
507
Research in international business and finance
504
The North American journal of economics and finance : a journal of financial economics studies
485
Economic modelling
469
Economics letters
441
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
440
Review of quantitative finance and accounting
439
The European journal of finance
429
International journal of economics and finance
385
Journal of international money and finance
346
Energy economics
343
Journal of risk and financial management : JRFM
327
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
319
Management science : journal of the Institute for Operations Research and the Management Sciences
309
The journal of corporate finance : contracting, governance and organization
303
International journal of economics and financial issues : IJEFI
299
Journal of financial markets
293
Journal of economic dynamics & control
272
Investment management and financial innovations
250
International journal of finance & economics : IJFE
245
The financial review : the official publication of the Eastern Finance Association
241
Cogent economics & finance
239
Global finance journal
239
Journal of econometrics
229
Emerging markets, finance and trade : EMFT
225
The journal of real estate finance and economics
221
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ECONIS (ZBW)
469
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1
Hedging performance analysis of energy markets : evidence from copula quantile regression
Ren, Xianling
;
Yu, Xinping
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 432-450
Persistent link: https://www.econbiz.de/10014475503
Saved in:
2
Market-wide overconfidence and stock returns
Chen, Qiang
;
Han, Yu
;
Huang, Ying
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 3-26
Persistent link: https://www.econbiz.de/10014475421
Saved in:
3
Predictability of commodity futures returns with machine learning models
Wang, Shirui
;
Zhang, Tianyang
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 302-322
Persistent link: https://www.econbiz.de/10014475477
Saved in:
4
Price monotonicity violations during stock market crashes : evidence from the SSE 50 ETF options market
Luo, Xingguo
;
Ryu, Doojin
;
Tao, Libin
;
Ye, Chuxin
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10014475508
Saved in:
5
Revisiting the puzzle of jumps in volatility forecasting : the new insights of high-frequency jump intensity
Qu, Hui
;
Wang, Tianyang
;
Shangguan, Peng
;
He, Mengying
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 218-251
Persistent link: https://www.econbiz.de/10014475461
Saved in:
6
Role of derivatives market in attenuating underreaction to left-tail risk
Saurav, Sumit
;
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 484-517
Persistent link: https://www.econbiz.de/10014475505
Saved in:
7
Anger in predicting the index futures returns
Cao, Zhen
;
Shen, Jiancheng
;
Wei, Xinbei
;
Zhang, Qunzi
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 437-454
Persistent link: https://www.econbiz.de/10014293110
Saved in:
8
Commodity momentum and reversal : do they exist, and if so, why?
Han, Meng
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1204-1237
Persistent link: https://www.econbiz.de/10014339398
Saved in:
9
Commodity momentum decomposition
Iwanaga, Yasuhiro
;
Sakemoto, Ryuta
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 198-216
Persistent link: https://www.econbiz.de/10014292998
Saved in:
10
Commodity network and predictable returns
Xu, Qi
;
Ye, Yang
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1423-1449
Persistent link: https://www.econbiz.de/10014339453
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