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Search: subject:"Maturity effect"
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Maturity effect
9
Volatility
9
maturity effect
9
Volatilität
8
Fälligkeit
7
Maturity
7
Derivat
6
Derivative
6
Theorie
5
Theory
5
Commodity derivative
4
Rohstoffderivat
4
Futures markets
3
Futures prices volatility
3
Samuelson hypothesis
3
Arbitrage
2
Börsenkurs
2
Estimation
2
Futures contracts
2
Marketing
2
Samuelson Hypothesis
2
Schätzung
2
Share price
2
Stochastic process
2
Stochastic volatility
2
Stochastischer Prozess
2
Warsaw Stock Exchange
2
dividend policy
2
hedging effectiveness
2
risk management
2
state-controlled companies
2
tunneling effect
2
volatility
2
Agraraußenhandel
1
Agricultural commodity derivatives
1
Aktiengesellschaft
1
Almost stochastic dominance
1
Analysis of variance
1
Arbitrage Pricing
1
Arbitrage pricing
1
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Undetermined
8
Free
5
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Article
14
Book / Working Paper
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Article in journal
10
Aufsatz in Zeitschrift
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1
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English
13
Undetermined
6
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Daal, Elton
4
Farhat, Joseph Basheer
3
Wei, Peihwang P.
3
Dahlgran, Roger A.
2
Kowerski, Mieczysław
2
Liu, Wei-han
2
Boucher, Mathieu
1
Brooks, Joshua A.
1
Brooks, Robert
1
Farhat, Joseph
1
Gregoire, Philippe
1
Gupta, Saurabh
1
Gurrola-Perez, Pedro
1
Herrerias, Renata
1
Hsieh, PeiLin
1
Hua, Wei
1
Jarrow, Robert A.
1
Joarder, Suranjana
1
Li, Xiao
1
Liu, W.-H.
1
Mukherjee, Diganta
1
Rajib, Prabina
1
Wei, Peihwang
1
Xiong, Xiong
1
Xu, Kewei
1
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Department of Economics and Finance, College of Business and Administration
2
NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
1
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Working Papers / Department of Economics and Finance, College of Business and Administration
2
2003 Conference, April 21-22, 2003, St. Louis, Missouri
1
Applied economics
1
Asia-Pacific Financial Markets
1
E-Finanse : finansowy kwartalnik internetowy
1
Energy economics
1
International Journal of Business Forecasting and Marketing Intelligence
1
International journal of bonds and derivatives
1
Journal of international money and finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Praj̄nȧn : journal of social and management sciences
1
Quantitative finance
1
Research in international business and finance
1
The European journal of finance
1
e-Finanse: Financial Internet Quarterly
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ECONIS (ZBW)
10
RePEc
5
BASE
3
EconStor
1
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1
Samuelson hypothesis and carry arbitrage : US and China
Brooks, Robert
;
Brooks, Joshua A.
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013438369
Saved in:
2
Revisiting the Samuelson hypothesis on energy futures
Liu, W.-H.
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2089-2101
Persistent link: https://www.econbiz.de/10012696819
Saved in:
3
Volatility patterns of short-term interest rate futures
Gurrola-Perez, Pedro
;
Herrerias, Renata
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1604-1625
Persistent link: https://www.econbiz.de/10012872906
Saved in:
4
The
maturity
effect
of stock index futures : speculation or carry arbitrage?
Xu, Kewei
;
Xiong, Xiong
;
Li, Xiao
- In:
Research in international business and finance
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013286468
Saved in:
5
High propensity to pay dividends by state-controlled companies in Poland : tunneling or
maturity
effect
?
Kowerski, Mieczysław
- In:
E-Finanse : finansowy kwartalnik internetowy
11
(
2015
)
4
,
pp. 64-73
but was the
maturity
effect
. The state-controlled companies which pay dividends fulfil the
maturity
effect
criteria as …
Persistent link: https://www.econbiz.de/10011455530
Saved in:
6
High propensity to pay dividends by state-controlled companies in Poland: Tunneling or
maturity
effect
?
Kowerski, Mieczysław
- In:
e-Finanse: Financial Internet Quarterly
11
(
2015
)
4
,
pp. 64-73
but was the
maturity
effect
. The state-controlled companies which pay dividends fulfil the
maturity
effect
criteria as …
Persistent link: https://www.econbiz.de/10011551466
Saved in:
7
Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin
;
Jarrow, Robert A.
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
Saved in:
8
Effects of volume of trade and time to maturity on volatility : the oilseed derivatives market in India
Joarder, Suranjana
;
Mukherjee, Diganta
- In:
Praj̄nȧn : journal of social and management sciences
46
(
2018
)
4
,
pp. 335-351
Persistent link: https://www.econbiz.de/10011924306
Saved in:
9
A re-examination of
maturity
effect
of energy futures price from the perspective of stochastic volatility
Liu, Wei-han
- In:
Energy economics
56
(
2016
),
pp. 351-362
Persistent link: https://www.econbiz.de/10011664251
Saved in:
10
Analysing large one-day commodity futures price changes
Hua, Wei
;
Wei, Peihwang
- In:
International journal of bonds and derivatives
1
(
2014
)
2
,
pp. 134-154
Persistent link: https://www.econbiz.de/10011312443
Saved in:
1
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