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~isPartOf:"The journal of futures markets"
~subject:"USA"
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331
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Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
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The journal of futures markets
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535
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ECONIS (ZBW)
797
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797
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11
Informed trading in the options market and stock return predictability
Han, Joongho
;
Kim, Da-Hea
;
Byun, Suk Joon
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1053-1093
Persistent link: https://www.econbiz.de/10011950947
Saved in:
12
Macroeconomic conditions and credit default swap spread changes
Kim, Tong Suk
;
Park, Jae Won
;
Park, Yuen Jung
- In:
The journal of futures markets
37
(
2017
)
8
,
pp. 766-802
Persistent link: https://www.econbiz.de/10011950882
Saved in:
13
Momentum in international commodity futures markets
Kang, Jangkoo
;
Kwon, Kyungyoon
- In:
The journal of futures markets
37
(
2017
)
8
,
pp. 803-835
Persistent link: https://www.econbiz.de/10011950886
Saved in:
14
A multivariate Markov regime-switching high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Sheu, Her-jiun
;
Lee, Hsiang-Tai
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1124-1140
Persistent link: https://www.econbiz.de/10011950956
Saved in:
15
Oil and stock markets before and after financial crises : a local Gaussian correlation approach
Bampinas, Georgios
;
Panagiōtidēs, Theodōros
- In:
The journal of futures markets
37
(
2017
)
12
,
pp. 1179-1204
Persistent link: https://www.econbiz.de/10011951028
Saved in:
16
Option introductions and the skewness of stock returns
Blau, Benjamin
;
Whitby, Ryan J.
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 892-912
Persistent link: https://www.econbiz.de/10011950906
Saved in:
17
Price discovery on the international soybean futures markets : a threshold co-integration approach
Li, Chao
;
Hayes, Dermot James
- In:
The journal of futures markets
37
(
2017
)
1
,
pp. 52-70
Persistent link: https://www.econbiz.de/10011669758
Saved in:
18
Pricing the CBOE VIX futures with the Heston-Nandi GARCH model
Wang, Tianyi
;
Shen, Yiwen
;
Jiang, Yueting
;
Huang, Zhuo
- In:
The journal of futures markets
37
(
2017
)
7
,
pp. 641-659
Persistent link: https://www.econbiz.de/10011950860
Saved in:
19
The skewness implied in the Heston model and its application
Zhang, Jin E.
;
Zhen, Fang
;
Sun, Xiaoxia
;
Zhao, Huimin
- In:
The journal of futures markets
37
(
2017
)
3
,
pp. 211-237
Persistent link: https://www.econbiz.de/10011669807
Saved in:
20
Tail wags dog : intraday price discovery in VIX markets
Bollen, Nicolas P. B.
;
O'Neill, Michael J.
;
Whaley, …
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 431-451
Persistent link: https://www.econbiz.de/10011950704
Saved in:
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