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~isPartOf:"The journal of futures markets"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Share price
Börsenkurs
209
USA
92
United States
92
Volatility
69
Volatilität
69
Index futures
54
Index-Futures
54
Estimation
38
Schätzung
38
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33
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33
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33
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33
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25
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25
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20
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Option pricing theory
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209
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Aufsatz in Zeitschrift
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209
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English
209
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Frino, Alex
8
Tse, Yiuman
5
Wang, George H. K.
5
Chou, Robin K.
4
Fung, Joseph K. W.
4
Luo, Xingguo
4
Ryu, Doojin
4
Chatrath, Arjun
3
Chen, Yu-Lun
3
Christie-David, Rohan
3
Chung, Huimin
3
Faff, Robert W.
3
Gay, Gerald D.
3
Holder, Mark E.
3
Mollica, Vito
3
Ramchander, Sanjay
3
Webb, Robert I.
3
Agarwalla, Sobhesh Kumar
2
Boyd, Naomi E.
2
Cornell, Bradford
2
Daigler, Robert T.
2
Draper, Paul R.
2
Edwards, Franklin R.
2
Fleming, Jeff
2
Frijns, Bart
2
Gau, Yin-feng
2
Harpaz, Giora
2
Huang, Zhuo
2
Hung, Mao-Wei
2
Jiang, Gongyue
2
Kurov, Alexander
2
Lee, Eun Jung
2
Lien, Da-hsiang Donald
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Locke, Peter R.
2
Ma, Christopher K.
2
Miao, Hong
2
Neftci, Salih N.
2
Ostdiek, Barbara
2
Park, Jong Won
2
Park, Sung Y.
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The journal of futures markets
Finance research letters
820
International review of financial analysis
587
Journal of banking & finance
578
The journal of finance : the journal of the American Finance Association
508
Journal of financial economics
481
Pacific-Basin finance journal
465
International review of economics & finance : IREF
415
Applied economics letters
387
Applied economics
379
The review of financial studies
339
Applied financial economics
324
Research in international business and finance
323
Journal of financial and quantitative analysis : JFQA
309
The North American journal of economics and finance : a journal of financial economics studies
306
Review of quantitative finance and accounting
298
Journal of empirical finance
287
Journal of international financial markets, institutions & money
285
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
260
Economic modelling
254
Energy economics
253
Economics letters
236
The European journal of finance
217
The journal of corporate finance : contracting, governance and organization
216
Journal of financial markets
214
International journal of economics and financial issues : IJEFI
202
International journal of economics and finance
200
Journal of risk and financial management : JRFM
190
Management science : journal of the Institute for Operations Research and the Management Sciences
170
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
166
Investment management and financial innovations
156
Finance India : the quarterly journal of Indian Institute of Finance
155
Global finance journal
154
Cogent economics & finance
151
The financial review : the official publication of the Eastern Finance Association
151
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
147
Journal of economics and finance
141
International journal of finance & economics : IJFE
136
Journal of international money and finance
136
Review of Pacific Basin financial markets and policies
123
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ECONIS (ZBW)
209
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209
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1
Market uncertainty and sentiment around USDA announcements
Cao, An N. Q.
;
Robe, Michel A.
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10012817882
Saved in:
2
Nonlinear limits to arbitrage
Chen, Jingzhi
;
Cai, Charlie X.
;
Faff, Robert W.
;
Shin, …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1084-1113
Persistent link: https://www.econbiz.de/10013287917
Saved in:
3
Reporting delays and the information content of off-market trades
Frino, Alex
;
Galati, Luca
;
Gerace, Dionigi
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2053-2067
Persistent link: https://www.econbiz.de/10013465864
Saved in:
4
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
5
Short-term market impact of Black Sea Grain Initiative on four grain markets
Martins, António Miguel
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 619-630
Persistent link: https://www.econbiz.de/10014536660
Saved in:
6
The Bitcoin price and Bitcoin price uncertainty : evidence of Bitcoin price volatility
Kose, Nezir
;
Yildirim, Hakan
;
Ünal, Emre
;
Lin, Boqiang
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 673-695
Persistent link: https://www.econbiz.de/10014536669
Saved in:
7
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:
8
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:
9
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:
10
Price discovery and long-memory property : simulation and empirical evidence from the bitcoin market
Xu, Ke
;
Chen, Yu-Lun
;
Liu, Bo
;
Chen, Jian
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 605-618
Persistent link: https://www.econbiz.de/10014536658
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