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  • Search: subject:"single-stock futures"
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Year of publication
Subject
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Futures 714 Derivat 240 Derivative 240 Theorie 214 Theory 214 Hedging 210 Volatility 196 Volatilität 196 USA 115 United States 115 Commodity derivative 98 Rohstoffderivat 98 Estimation 82 Schätzung 82 ARCH model 80 ARCH-Modell 80 Optionsgeschäft 80 Option trading 79 Portfolio selection 74 Portfolio-Management 74 Börsenkurs 72 Share price 72 Welt 62 World 62 Commodity exchange 58 Warenbörse 58 Option pricing theory 54 Optionspreistheorie 54 Spot market 52 Spotmarkt 52 Deutschland 47 Index futures 47 Index-Futures 47 Germany 46 Risikomanagement 46 Risk management 39 Capital income 38 Kapitaleinkommen 38 Speculation 35 Spekulation 35
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Online availability
All
Free 167 Undetermined 120 CC license 6
Type of publication
All
Article 381 Book / Working Paper 349 Journal 1
Type of publication (narrower categories)
All
Article in journal 342 Aufsatz in Zeitschrift 342 Graue Literatur 107 Non-commercial literature 107 Arbeitspapier 86 Working Paper 86 Hochschulschrift 35 Aufsatz im Buch 33 Book section 33 Thesis 28 Lehrbuch 24 Textbook 24 Glossar enthalten 14 Glossary included 14 Handbook 13 Handbuch 13 Bibliografie enthalten 11 Bibliography included 11 Collection of articles of several authors 9 Sammelwerk 9 Collection of articles written by one author 7 Sammlung 7 Ratgeber 6 Aufsatzsammlung 4 Guidebook 4 Accompanied by computer file 1 Bibliografie 1 Case study 1 Einführung 1 Elektronischer Datenträger 1 Elektronischer Datenträger als Beilage 1 Fachkunde 1 Fallstudie 1 Forschungsbericht 1
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Language
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English 624 German 88 Spanish 8 Undetermined 6 French 3 Polish 1 Portuguese 1
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Author
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McAleer, Michael 20 Chang, Chia-Lin 14 Lien, Da-hsiang Donald 13 Lai, Yu-Sheng 9 Hamilton, James D. 8 Pesaran, M. Hashem 8 Lee, Cheng F. 7 Levich, Richard M. 7 Pojarliev, Momtchil 7 Dew-Becker, Ian 6 Giglio, Stefano 6 Han, Bing 6 Kelly, Bryan T. 6 Lee, Hsiang-Tai 6 Wang, Tracy Yue 6 Webb, Robert I. 6 Andersen, Torben 5 Burghardt, Galen 5 Bösch, Martin 5 Frino, Alex 5 Malik, Imran Riaz 5 Mencía, Javier 5 Okimoto, Tatsuyoshi 5 Sentana, Enrique 5 Shah, Attaullah 5 Shi, Weihua 5 Tse, Yiuman 5 Asai, Manabu 4 Bates, David S. 4 Benth, Fred Espen 4 Burnside, Craig 4 Chen, Yu-Lun 4 Clenow, Andreas F. 4 Esposito, Elena 4 Gupta, Kapil 4 Hirshleifer, David 4 Hull, John 4 Kremens, Lukas 4 Leigh, Andrew 4 Martin, Ian 4
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Institution
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National Bureau of Economic Research 12 European Commission / Directorate-General for Communications Networks, Content and Technology 3 Research Department, Borsa İstanbul 2 Technische Universität Dresden / Fakultät Wirtschaftswissenschaften 2 University of Hong Kong / School of Economics and Finance 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 College of Business, University of Texas-San Antonio 1 Dearborn Financial Publishing, Inc. <Chicago, Ill.> 1 Eric Cuvillier <Firma> 1 European University Institute 1 Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart> 1 FinanzBuch Verlag 1 Indira Gandhi Institute of Development Research (IGIDR) 1 Pearson Studium 1 Shaker Verlag 1 Stanford Institute for Economic Policy Research 1 Universidad de Alicante 1 University of East London 1 Universität Mannheim 1 Verlag Franz Vahlen 1 ibidem-Verlag 1
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Published in...
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The journal of futures markets 64 NBER working paper series 12 Econometric Institute research papers 11 Journal of empirical finance 10 Working paper / National Bureau of Economic Research, Inc. 9 Finance research letters 8 Journal of banking & finance 7 NBER Working Paper 7 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 7 Wiley trading series 7 Applied economics 6 Discussion paper / Tinbergen Institute 6 International review of financial analysis 6 Applied financial economics 5 Handbuch Alternative Investments ; Bd. 1 5 Journal of financial markets 5 The journal of alternative investments 5 The journal of derivatives : the official publication of the International Association of Financial Engineers 5 Vahlens Kurzlehrbücher 5 Wiley finance series 5 Wiley trading 5 Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society 4 Research in finance 4 The European journal of finance 4 The journal of finance : the journal of the American Finance Association 4 The review of financial studies 4 Wiley Trading Ser 4 Applied financial economics letters 3 Bloomberg financial series 3 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 3 Energy economics 3 Europäische Hochschulschriften / 5 3 Journal of emerging market finance 3 Pacific-Basin finance journal 3 Research in international business and finance 3 Review of Pacific Basin financial markets and policies 3 Review of quantitative finance and accounting 3 SpringerLink / Bücher 3 The journal of real estate finance and economics 3 wi - Wirtschaft 3
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Source
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ECONIS (ZBW) 722 RePEc 8 BASE 1
Showing 1 - 10 of 731
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Why do HFTs use the futures market
Banerjee, Anirban; Banerjee, Ashok - In: The journal of futures markets 45 (2025) 9, pp. 1134-1153
Persistent link: https://www.econbiz.de/10015464880
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Forward contracting and the endogenous activity of heterogeneous firms
Mitraille, Sébastien; Thille, Henry - In: Journal of economics & management strategy : JEMS 34 (2025) 2, pp. 557-592
Persistent link: https://www.econbiz.de/10015460422
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Does trading method alignment improve market efficiency? : evidence from Taiwan single-stock futures market
Chiu, Chien-Liang; Hung, Jui-Cheng; Chen, Chia-Feng; … - In: The journal of futures markets 45 (2025) 7, pp. 802-816
Persistent link: https://www.econbiz.de/10015464864
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Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.; Andrikopoulos, Panagiotis; Daglis, … - In: The journal of futures markets 44 (2024) 3, pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
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The lead-lag relation between VIX futures and SPX futures
Bangsgaard, Christine; Kokholm, Thomas - In: Journal of financial markets 67 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10014491067
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Misreaction, hedging pressure, and its effect on the futures market
Chen, Chin-Ho; Yuan, Shu-Fang - In: Pacific-Basin finance journal 86 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015084911
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Volatility spillover across spot and futures markets : evidence from dual financial system
Elsayed, Ahmed; Asutay, Mehmet; Alaoui, Abdelkader O. el; … - In: Research in international business and finance 71 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10015062170
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Detecting the risk of cross-product manipulation in the EUREX fixed income futures market
Stenfors, Alexis; Dilshani, Kaveesha; Guo, Andy; Mere, Peter - In: Journal of international financial markets, … 92 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014535735
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A multi-market comparison of the intraday lead-lag relations among stock index-based spot, futures and options
Ren, Fei; Cai, Mei-Ling; Li, Sai-Ping; Xiong, Xiong; … - In: Computational economics 62 (2023) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10014327153
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Determinants of trading activity on the single-stock futures market : evidence from the Eurex exchange
Białkowski, Je̜drzej; Jakubowski, Jacek - 2017
Persistent link: https://www.econbiz.de/10011886558
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