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~isPartOf:"The journal of futures markets"
~subject:"Derivat"
~subject:"Share price"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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Derivat
Share price
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773
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773
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437
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437
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383
Volatility
344
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344
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317
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265
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265
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252
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252
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249
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249
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206
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206
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206
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188
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188
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133
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114
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Lien, Da-hsiang Donald
23
Webb, Robert I.
15
Frino, Alex
12
Wang, George H. K.
11
Fung, Joseph K. W.
8
Kolb, Robert W.
8
Locke, Peter R.
8
Gay, Gerald D.
7
Ryu, Doojin
6
Tse, Yiuman
6
Brorsen, B. Wade
5
Chou, Robin K.
5
Daigler, Robert T.
5
Luo, Xingguo
5
Agarwalla, Sobhesh Kumar
4
Edwards, Franklin R.
4
Faff, Robert W.
4
Fung, Hung-gay
4
Haigh, Michael S.
4
Pirrong, Craig
4
Ramchander, Sanjay
4
Shrestha, Keshab
4
Whaley, Robert E.
4
Yau, Jot
4
Bollen, Nicolas P. B.
3
Chance, Don M.
3
Chatrath, Arjun
3
Christie-David, Rohan
3
Chung, Huimin
3
Draper, Paul R.
3
Dutt, Hans R.
3
Holder, Mark E.
3
Kahl, Kandice H.
3
Kit, Pong Wong
3
Kupiec, Paul H.
3
Leuthold, Raymond M.
3
Lioui, Abraham
3
Ma, Christopher K.
3
Martell, Terrence F.
3
Milonas, Nikolaos T.
3
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Asia Pacific Association of Derivatives
5
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
1
Asia Pacific Futures Research Symposium <15, 2005, Singapur>
1
Asia-Pacific Association of Derivatives / Annual Conference <2016, Busan>
1
China Derivatives Markets Conference <1., 2016, Suzhou>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
1
Management Development Institute <Gurgaon>
1
Symposium on the Financial Econometrics of Derivative Securities and Markets <1, 2013, Melbourne>
1
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The journal of futures markets
Finance research letters
741
Journal of banking & finance
737
International review of financial analysis
610
The journal of finance : the journal of the American Finance Association
572
Journal of financial economics
549
Pacific-Basin finance journal
471
International review of economics & finance : IREF
450
Applied economics
410
Applied economics letters
408
Applied financial economics
379
The review of financial studies
368
Journal of financial and quantitative analysis : JFQA
356
Energy economics
344
The North American journal of economics and finance : a journal of financial economics studies
342
Review of quantitative finance and accounting
324
Research in international business and finance
320
Journal of empirical finance
304
Journal of international financial markets, institutions & money
297
Economic modelling
278
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
278
Economics letters
271
The European journal of finance
264
International journal of theoretical and applied finance
234
Journal of risk and financial management : JRFM
225
The journal of corporate finance : contracting, governance and organization
224
Journal of financial markets
222
International journal of economics and finance
214
International journal of economics and financial issues : IJEFI
206
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
187
Management science : journal of the Institute for Operations Research and the Management Sciences
187
Finance India : the quarterly journal of Indian Institute of Finance
176
The financial review : the official publication of the Eastern Finance Association
174
Investment management and financial innovations
173
Global finance journal
166
Cogent economics & finance
162
Journal of economics and finance
154
Journal of international money and finance
150
Emerging markets, finance and trade : EMFT
145
Review of Pacific Basin financial markets and policies
144
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ECONIS (ZBW)
556
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1
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:
2
Derivative disclosures and managerial opportunism
He, Guanming
;
Ren, Helen Mengbing
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 384-419
Persistent link: https://www.econbiz.de/10014475490
Saved in:
3
Dynamic connectedness between energy markets and the Brazilian cash market : an empirical analysis pre- and post-COVID-19
Palazzi, Rafael Baptista
;
Assaf, Ata
;
Klotzle, Marcelo Cabus
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 27-56
Persistent link: https://www.econbiz.de/10014475422
Saved in:
4
The information content of wheat derivatives regarding the Ukrainian war
Branger, Nicole
;
Hanke, Michael
;
Weissensteiner, Alex
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 420-431
Persistent link: https://www.econbiz.de/10014475501
Saved in:
5
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:
6
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:
7
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:
8
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:
9
A tale of two contracts : was the SHFE copper futures market disrupted by the listing of INE bonded copper futures?
Xiong, Tao
;
Li, Miao
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 281-301
Persistent link: https://www.econbiz.de/10014475473
Saved in:
10
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
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