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Index futures
426
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10
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9
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8
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6
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5
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ECONIS (ZBW)
415
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16
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2
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1
Left-digit biases : individual and institutional investors
Yu, Jinyoung
;
Kim, Young-chul
;
Ryu, Doojin
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 518-532
Persistent link: https://www.econbiz.de/10014475507
Saved in:
2
Why is water illiquid? : the NQH2O water index futures
Wang, Jingjing
;
Wang, Xiaoyang
- In:
Applied economic perspectives and policy
45
(
2023
)
1
,
pp. 602-621
Persistent link: https://www.econbiz.de/10014240148
Saved in:
3
Herd behaviors in index futures trading : driving factors and impact on market volatility
Wu, Ming-Hung
;
Hu, Wan-Ting
;
Weng, Pei-Shih
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10014339443
Saved in:
4
Asymmetry in option implied volatility and yield : Evidence from China's ETF options market1,2
Chen, Xiaoyijing
;
Liu, Siyuan
;
Xu, Zailin
;
Yu, Mei
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014576054
Saved in:
5
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
6
Sharpe-optimal volatility futures carry
Uhl, Björn
- In:
The journal of asset management : a major new, …
25
(
2024
)
3
,
pp. 288-302
Persistent link: https://www.econbiz.de/10014583405
Saved in:
7
Modeling conditional factor risk premia implied by index option returns
Fournier, Mathieu
;
Jacobs, Kris
;
Orłowski, Piotr
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 2289-2338
Persistent link: https://www.econbiz.de/10014535668
Saved in:
8
Tail risk aversion and backwardation of index futures
Liang, Jufang
;
Yang, Dan
;
Han, Qian
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 387-407
Persistent link: https://www.econbiz.de/10014552026
Saved in:
9
The S&P 500 index inclusion effect : evidence from the options market
Coakley, Jerry
;
Dotsis, George
;
Kourtis, Apostolos
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 1157-1171
Persistent link: https://www.econbiz.de/10014470069
Saved in:
10
A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting
Zhang, Junting
;
Liu, Haifei
;
Bai, Wei
;
Li, Xiaojing
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10014445634
Saved in:
11
Hedging with the international equity index futures : the conventional model versus the error correction model
Lin, Fu-Lai
;
Lee, Cheng F.
;
Chou, Win-lin
;
Fan, Dennis …
-
2024
Persistent link: https://www.econbiz.de/10015046812
Saved in:
12
International hedge ratios for index futures market : a simultaneous equations approach
Lee, Cheng F.
;
Lin, Fu-Lai
;
Chen, Mei-Ling
-
2024
Persistent link: https://www.econbiz.de/10015046861
Saved in:
13
Synthetic options, portfolio insurance, and contingent immunization
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015050000
Saved in:
14
Do loosened trading rules restore the stock index futures price discovery ability in China?
Zhang, Xiaotao
;
Zhao, Yuepeng
;
Wang, Ziqiao
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 389-397
Persistent link: https://www.econbiz.de/10014535566
Saved in:
15
Research on the efficacy of the iVIX index based on VIX pricing
Huang, Wenli
;
Zhang, Nan
;
Chen, Yong
;
Xu, Yueling
- In:
Emerging markets, finance & trade : a journal of the …
60
(
2024
)
8
,
pp. 1670-1690
Persistent link: https://www.econbiz.de/10014567103
Saved in:
16
The performance of selected high-frequency trading proxies : an application on Turkish index futures market
Olgun, Onur
;
Ekinci, Cumhur
;
Arıkan, Ramazan
- In:
Finance research letters
65
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014552886
Saved in:
17
Trades or quotes : which drives price discovery? : evidence from Chinese index futures markets
Jin, Liwei
;
Yuan, Xianghui
;
Wang, Shihao
;
Li, Peiran
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2235-2247
Persistent link: https://www.econbiz.de/10013465881
Saved in:
18
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
19
Pricing commodity index options
Manzano-Herrero, Alberto Pedro
;
Nastasi, Emanuele
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 297-308
Persistent link: https://www.econbiz.de/10014232638
Saved in:
20
Destabilizing or passive? : The impact of commodity index traders on equilibrium prices
Sun, Hang
;
Bos, Jaap W. B.
;
Rodrigues, Paulo Jorge Maurício
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 271-285
Persistent link: https://www.econbiz.de/10014246680
Saved in:
21
The RP-PCA factors and stock return predictability : an aligned approach
Shi, Qi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246878
Saved in:
22
Pairs trading in the index options market
Brunetti, Marianna
;
De Luca, Roberta
- In:
Eurasian economic review : a journal in applied …
13
(
2023
)
1
,
pp. 145-173
Persistent link: https://www.econbiz.de/10014252894
Saved in:
23
Does VPIN provide predictive information for realized volatility forecasting : evidence from Chinese stock index futures market
Wen, Conghua
;
Jia, Fei
;
Hao, Jianli
- In:
China finance review international
13
(
2023
)
2
,
pp. 285-303
Persistent link: https://www.econbiz.de/10014312403
Saved in:
24
The order flow cost of index rolling in commodity futures markets
Irwin, Scott H.
;
Sanders, Dwight R.
;
Yan, Lei
- In:
Applied economic perspectives and policy
45
(
2023
)
2
,
pp. 1025-1050
Persistent link: https://www.econbiz.de/10014315487
Saved in:
25
Determinants of put-call disparity : KOSPI 200 index options
Kim, Sam
;
Lockwood, Jimmy
;
Lockwood, Larry Joseph
; …
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 303-314
Persistent link: https://www.econbiz.de/10014330974
Saved in:
26
Who pays the liquidity cost? : central bank announcements and adverse selection
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 904-924
Persistent link: https://www.econbiz.de/10014293266
Saved in:
27
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
28
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
29
The volatility index and volatility risk premium in China
Yue, Tian
;
Ruan, Xinfeng
;
Gehricke, Sebastian
;
Zhang, Jin E.
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 40-55
Persistent link: https://www.econbiz.de/10014461535
Saved in:
30
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
31
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
32
Can the introduction of stock index futures stabilize the volatility of the stock market? : evidence from the Chinese stock market
Liu, Shengnan
;
Yang, Linshan
;
Gu, Rongbao
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 44-58
Persistent link: https://www.econbiz.de/10014424017
Saved in:
33
Data-driven hedging of stock index options via deep learning
Chen, Jie
;
Li, Lingfei
- In:
Operations research letters
51
(
2023
)
4
,
pp. 408-413
Persistent link: https://www.econbiz.de/10014426577
Saved in:
34
The cost of insuring against underperformance of ESG screened index funds
Løchte Jørgensen, Peter
;
Plovst, Mathias Danielsen
- In:
Journal of sustainable finance & investment
13
(
2023
)
4
,
pp. 1534-1553
Persistent link: https://www.econbiz.de/10014373733
Saved in:
35
Beware of extreme investor sentiments! : Indian evidence on the performance of neuro-specific options volatility trading strategies on the facets of COVID-19
Royit, Ansu
;
Jose, Babu
;
Varghese, James
- In:
Journal of emerging market finance
22
(
2023
)
3
,
pp. 326-350
Persistent link: https://www.econbiz.de/10014382363
Saved in:
36
Speculators' dominance in the index futures market during COVID-19
Karnatak, Udayan
- In:
International journal of financial engineering
10
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014304270
Saved in:
37
Do stock market fear and economic policy uncertainty co-move with COVID-19 fear? : evidence from the US and UK
Rubbaniy, Ghulame
;
Khalid, Ali Awais
;
Tessema, Abiot Mindaye
- In:
Studies in economics and finance
40
(
2023
)
1
,
pp. 192-212
Persistent link: https://www.econbiz.de/10013503892
Saved in:
38
Intraday return forecasts and high-frequency trading of stock index futures : a hybrid wavelet-deep learning approach
Liang, Dawei
;
Xu, Yue
;
Hu, Yan
;
Du, Qianqian
- In:
Emerging markets, finance & trade : a journal of the …
59
(
2023
)
7
,
pp. 2118-2128
Persistent link: https://www.econbiz.de/10014290403
Saved in:
39
Who has an edge in trading index derivatives?
Jang, Jeewon
;
Kang, Jangkoo
;
Lee, Jaeram
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 325-348
Persistent link: https://www.econbiz.de/10014293070
Saved in:
40
Anger in predicting the index futures returns
Cao, Zhen
;
Shen, Jiancheng
;
Wei, Xinbei
;
Zhang, Qunzi
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 437-454
Persistent link: https://www.econbiz.de/10014293110
Saved in:
41
International linkages of emerging market index futures, under the closure of underlying spot market : evidence from Indian Nifty futures
Sundararajan, Sivakumar
;
Balasubramanian, Senthil Arasu
- In:
Managerial finance
49
(
2023
)
3
,
pp. 577-593
Persistent link: https://www.econbiz.de/10014227233
Saved in:
42
Investor sentiment and futures market mispricing
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014636637
Saved in:
43
The impact of decreased margin requirements on futures markets : evidence from CSI 300 index futures
Huang, Wenli
;
Luo, Jingyu
;
Qian, Yanhong
;
Zheng, Yuqi
- In:
Emerging markets, finance & trade : a journal of the …
57
(
2021
)
7
,
pp. 2052-2064
Persistent link: https://www.econbiz.de/10012549868
Saved in:
44
Are enhanced index funds enhanced?
Elton, Edwin J.
;
Gruber, Martin Jay
;
Souza, Andre de
- In:
European financial management : the journal of the …
28
(
2022
)
2
,
pp. 327-344
Persistent link: https://www.econbiz.de/10013163555
Saved in:
45
The global latent factor and international index futures returns predictability
Chang, Shu-Lien
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
Saved in:
46
Sentiment-dependent impact of funding liquidity shocks on futures market liquidity
Ryu, Doojin
;
Yu, Jinyoung
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 61-76
Persistent link: https://www.econbiz.de/10012796295
Saved in:
47
Price discovery and volatility transmission in the spot and futures market of pepper : an empirical analysis
Nadig, Asha
;
Viswanathan, T.
- In:
International journal of intelligent enterprise
9
(
2022
)
1
,
pp. 78-99
Persistent link: https://www.econbiz.de/10012799917
Saved in:
48
A natural disasters index
Mahanama, Thilini
;
Shirvani, Abootaleb
;
Račev, Svetlozar T.
- In:
Environmental economics and policy studies : the …
24
(
2022
)
2
,
pp. 263-284
Persistent link: https://www.econbiz.de/10013199401
Saved in:
49
The emotional cost-of-carry : Chinese investor sentiment and equity index futures basis
Cao, Song
;
Li, Ziran
;
Koedijk, Kees
;
Gao, Xiang
- In:
China finance review international
12
(
2022
)
3
,
pp. 451-476
Persistent link: https://www.econbiz.de/10013286340
Saved in:
50
Overnight returns of industry exchange-traded funds, investor sentiment, and futures market returns
Lee, Yun-Huan
;
Liao, Tzu-Hsiang
;
Lee, Hsiu-chuan
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1114-1134
Persistent link: https://www.econbiz.de/10013287919
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