Search Results - subject:"futures and forward contracts"

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Are exchange-traded notes predictable? : an empirical investigation of commodity ETNs

Izadi, Selma - In: The journal of investing : JOI 30 (2021) 3, pp. 79-91

Persistent link: https://www.econbiz.de/10012503331

Price discovery in a new futures market : Micro E-mini index futures

Fassas, Athanasios P. - In: The journal of derivatives : JOD 29 (2021) 1, pp. 70-94

Persistent link: https://www.econbiz.de/10012612944

Portfolio strategies for volatility investing

Campasano, Jim - In: The journal of alternative investments : JAI 24 (2021) 1, pp. 43-60

Persistent link: https://www.econbiz.de/10012613087

Euro Stoxx 50 dividends : reconciling analyst estimates and dividend future prices

Ben Dor, Arik; Florig, Stephan - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 63-77

Persistent link: https://www.econbiz.de/10012613227

Market timing skill and trading activity in Taiwan's retail-dominated futures market

Chiu, Shean-bii; Hsu, Jason C.; Lai, Hsing-Kuo; Wool, … - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 185-199

Persistent link: https://www.econbiz.de/10012613239

The impact of high-frequency trading in experimental markets

Berger, Nathanael; DeSantis, Mark; Porter, David P. - In: The journal of investing : JOI 29 (2020) 4, pp. 7-18

Persistent link: https://www.econbiz.de/10013177865

News sentiment as an explanation for changes in the VIX futures basis

Smales, Lee A. - In: The journal of investing : JOI 29 (2020) 4, pp. 92-102

Persistent link: https://www.econbiz.de/10013177885

The Term Structure of Interest Rates

Jarrow, Robert A. - In: Annual Review of Financial Economics 1 (2009) 1, pp. 69-96

This paper reviews the term structure of interest rates literature relating to the arbitrage-free pricing and hedging of interest rate derivatives. Term structure theory is emphasized. Topics included are the HJM model, forward and futures contracts, the expectations hypothesis, and the pricing...

Persistent link: https://www.econbiz.de/10008776999