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~isPartOf:"The journal of futures markets"
~subject:"CAPM"
~subject:"Volatilität"
~subject:"Welt"
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CAPM
Volatilität
Welt
Capital market returns
52
Kapitalmarktrendite
52
Volatility
19
Option trading
18
Optionsgeschäft
18
USA
18
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18
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11
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Lien, Da-hsiang Donald
2
Alexiou, Lykourgos
1
Asai, Manabu
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Bollen, Nicolas P. B.
1
Chang, Chiao-yi
1
Chi, Zeyu
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1
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1
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The journal of futures markets
The review of financial studies
54
Journal of financial and quantitative analysis : JFQA
44
NBER working paper series
32
Working paper / National Bureau of Economic Research, Inc.
32
NBER Working Paper
26
Discussion paper / Centre for Economic Policy Research
23
Journal of banking & finance
23
Journal of financial economics
23
Finance research letters
22
The journal of finance : the journal of the American Finance Association
22
Discussion paper / Tinbergen Institute
19
Energy economics
19
Pacific-Basin finance journal
19
Econometric Institute research papers
18
International review of financial analysis
16
Applied economics
14
Journal of international financial markets, institutions & money
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
11
International finance discussion papers
10
The North American journal of economics and finance : a journal of financial economics studies
10
International review of economics & finance : IREF
9
Journal of empirical finance
9
Working paper
9
Research in international business and finance
8
Finance India : the quarterly journal of Indian Institute of Finance
7
International review of finance
7
Journal of international money and finance
7
Journal of risk and financial management : JRFM
7
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
6
Discussion papers / CEPR
6
Economics letters
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FRB International Finance Discussion Paper
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Quantitative finance
6
Research paper series / Swiss Finance Institute
6
Review of asset pricing studies
6
Review of finance : journal of the European Finance Association
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SpringerLink / Bücher
6
The journal of financial research
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ECONIS (ZBW)
25
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1
Option-implied moments and the cross-section of stock returns
Alexiou, Lykourgos
;
Rompolis, Leonidas S.
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 668-691
Persistent link: https://www.econbiz.de/10013187580
Saved in:
2
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:
3
The CDS-Bond basis arbitrage and the cross section of corporate bond returns
Kim, Gi H.
;
Li, Haitao
;
Zhang, Weina
- In:
The journal of futures markets
37
(
2017
)
8
,
pp. 836-861
Persistent link: https://www.econbiz.de/10011950896
Saved in:
4
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
5
Investors' heterogeneity in beliefs, the VIX futures basis, and S&P 500 index futures returns
Lee, Hsiu-Chuan
;
Liao, Tzu-Hsiang
;
Tung, Pao-Ying
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 939-960
Persistent link: https://www.econbiz.de/10011950912
Saved in:
6
Forecasting the volatility of Nikkei 225 futures
Asai, Manabu
;
McAleer, Michael
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1141-1152
Persistent link: https://www.econbiz.de/10011951006
Saved in:
7
Option pricing with threshold mean reversion
Chi, Zeyu
;
Dong, Fangyuan
;
Wong, Hoi Ying
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 107-131
Persistent link: https://www.econbiz.de/10011669768
Saved in:
8
Trading the VIX futures roll and volatility premiums with VIX options
Simon, David P.
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 184-208
Persistent link: https://www.econbiz.de/10011669795
Saved in:
9
The profitability of volatility spread trading on ASX equity options
Do, Binh
;
Foster, Anthony
;
Gray, Philip K.
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 107-126
Persistent link: https://www.econbiz.de/10011568018
Saved in:
10
The return-volatility relation in commodity futures markets
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10011568056
Saved in:
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