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~isPartOf:"Review of Pacific Basin financial markets and policies"
~isPartOf:"The journal of futures markets"
~language:"eng"
~subject:"Finanzmarkt"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Article in journal"
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Finanzmarkt
Share price
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USA
842
United States
841
Theorie
479
Theory
479
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
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224
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224
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207
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207
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198
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198
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152
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684
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Lee, Cheng F.
22
Frino, Alex
10
Zhang, Jin E.
9
Daigler, Robert T.
8
Tse, Yiuman
7
Wang, George H. K.
7
Chung, Huimin
6
Fung, Joseph K. W.
6
Bali, Turan G.
5
Chatrath, Arjun
5
Ederington, Louis H.
5
Frijns, Bart
5
Hung, Mao-Wei
5
Lai, Yu-Sheng
5
Lien, Da-hsiang Donald
5
Luo, Xingguo
5
Ryu, Doojin
5
Simon, David P.
5
Webb, Robert I.
5
Chen, Sheng-syan
4
Chou, Robin K.
4
Faff, Robert W.
4
Fonseca, José da
4
Kim, Sol
4
Kurov, Alexander
4
Ramchander, Sanjay
4
Tourani Rad, Alireza
4
Agarwalla, Sobhesh Kumar
3
Bohl, Martin T.
3
Byun, Suk Joon
3
Chen, Shen-yuan
3
Chen, Zhiyao
3
Chiang, Thomas C.
3
Christie-David, Rohan
3
Dorfman, Jeffrey H.
3
Elder, John
3
Gay, Gerald D.
3
Gray, Philip K.
3
Guan, Wei
3
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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
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Review of Pacific Basin financial markets and policies
The journal of futures markets
Finance research letters
1,117
Journal of banking & finance
1,013
International review of financial analysis
921
Applied economics
738
Energy economics
735
International review of economics & finance : IREF
712
Journal of financial economics
661
The journal of finance : the journal of the American Finance Association
651
Economic modelling
603
Applied economics letters
600
Pacific-Basin finance journal
592
The North American journal of economics and finance : a journal of financial economics studies
565
Applied financial economics
556
Research in international business and finance
540
Economics letters
532
Journal of international financial markets, institutions & money
504
Journal of empirical finance
485
The review of financial studies
476
Journal of international money and finance
428
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
424
Journal of financial and quantitative analysis : JFQA
391
Journal of econometrics
378
Review of quantitative finance and accounting
377
The European journal of finance
371
Journal of risk and financial management : JRFM
370
International journal of economics and finance
357
International journal of theoretical and applied finance
338
Journal of economic dynamics & control
326
International journal of economics and financial issues : IJEFI
316
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
313
International journal of finance & economics : IJFE
276
Journal of financial markets
269
The journal of corporate finance : contracting, governance and organization
267
Cogent economics & finance
257
Management science : journal of the Institute for Operations Research and the Management Sciences
255
Quantitative finance
246
Global finance journal
236
Emerging markets, finance and trade : EMFT
234
International Journal of Energy Economics and Policy : IJEEP
233
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ECONIS (ZBW)
684
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1
Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
2
Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
Saved in:
3
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
4
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
5
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
6
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:
7
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
8
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:
9
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:
10
Uncertainty and investment : evidence from domestic oil rigs
Dossani, Asad
;
Elder, John
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 323-340
Persistent link: https://www.econbiz.de/10014475481
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