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~isPartOf:"The journal of futures markets"
~subject:"Rohstoffderivat"
~subject:"United States"
~subject:"Wirkungsanalyse"
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Rohstoffderivat
United States
Wirkungsanalyse
Ankündigungseffekt
52
Announcement effect
52
USA
31
Volatility
16
Volatilität
16
Börsenkurs
9
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Cai, Jun
2
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2
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The journal of futures markets
The journal of finance : the journal of the American Finance Association
116
The review of financial studies
85
Journal of financial and quantitative analysis : JFQA
63
Working paper / National Bureau of Economic Research, Inc.
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
Quarterly journal of business and economics : QJBE
41
Journal of banking & finance
39
Journal of economics and finance
38
Journal of economics & business
35
The journal of business : B
35
Journal of international money and finance
34
Journal of financial economics
33
Review of quantitative finance and accounting
33
The financial review : the official publication of the Eastern Finance Association
28
Journal of money, credit and banking : JMCB
23
The journal of applied business research
22
Applied financial economics
21
Finance research letters
20
NBER working paper series
20
The journal of law & economics
20
The journal of real estate finance and economics
19
Finance and economics discussion series
18
Global finance journal
17
International review of financial analysis
17
Research in international business and finance
16
Journal of accounting & economics
15
Review of financial economics : RFE
15
The journal of financial research
15
Financial management
14
Journal of macroeconomics
14
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13
Economics letters
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International finance discussion papers
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ECONIS (ZBW)
38
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38
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1
The effect of macroeconomic news announcements on the implied volatility of commodities : the role of survey releases
Fernandez-Perez, Adrian
;
López, Raquel
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1499-1530
Persistent link: https://www.econbiz.de/10014432914
Saved in:
2
Market inefficiencies surrounding energy announcements
Alturki, Sultan
;
Kurov, Alexander
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 172-188
Persistent link: https://www.econbiz.de/10012796302
Saved in:
3
VPIN, jump dynamics and inventory announcements in energy futures markets
Bjursell, Johan
;
Wang, George H. K.
;
Zheng, Hui
- In:
The journal of futures markets
37
(
2017
)
6
,
pp. 542-577
Persistent link: https://www.econbiz.de/10011950836
Saved in:
4
Do scheduled macroeconomic announcements influence energy price jumps?
Kam Fong Chan
;
Gray, Philip K.
- In:
The journal of futures markets
37
(
2017
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10011669760
Saved in:
5
Does the price of crude oil respond to macroeconomic news?
Chatrath, Arjun
;
Miao, Hong
;
Ramchander, Sanjay
- In:
The journal of futures markets
32
(
2012
)
6
,
pp. 536-559
Persistent link: https://www.econbiz.de/10010218786
Saved in:
6
Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns
Thomakos, Dimitrios D.
;
Wang, T'ao
;
Wu, Jingtao
; …
- In:
The journal of futures markets
28
(
2008
)
9
,
pp. 815-844
Persistent link: https://www.econbiz.de/10003746355
Saved in:
7
Turn-of-the month and intramonth effects : explanation from the important macroeconomic news announcements
Nikkinen, Jussi
;
Sahlström, Petri
;
Äijö, Janne
- In:
The journal of futures markets
27
(
2007
)
2
,
pp. 105-126
Persistent link: https://www.econbiz.de/10010190358
Saved in:
8
Realized bond-stock correlation : macroeconomic announcement effects
Christiansen, Charlotte
;
Ranaldo, Angelo
- In:
The journal of futures markets
27
(
2007
)
5
,
pp. 439-469
Persistent link: https://www.econbiz.de/10003493097
Saved in:
9
Holy mad cow! : Facts or (mis)perceptions : a clinical study
Tse, Yiuman
;
Hackard, James C.
- In:
The journal of futures markets
26
(
2006
)
4
,
pp. 315-341
Persistent link: https://www.econbiz.de/10003304073
Saved in:
10
Central bank communications and equity ETFs
Wang, Tao
;
Yang, Jian
;
Wu, Jingtao
- In:
The journal of futures markets
26
(
2006
)
10
,
pp. 959-995
Persistent link: https://www.econbiz.de/10003391973
Saved in:
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