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~subject:"Share price"
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Index futures
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Journal of empirical finance
The journal of futures markets
54
International review of economics & finance : IREF
12
Review of futures markets
10
International review of financial analysis
9
Applied economics letters
8
Review of quantitative finance and accounting
8
Finance research letters
7
Journal of banking & finance
6
Pacific-Basin finance journal
6
Review of Pacific Basin financial markets and policies
6
The North American journal of economics and finance : a journal of financial economics studies
6
Emerging markets, finance and trade : EMFT
5
The empirical economics letters : a monthly international journal of economics
5
Applied economics
4
Asia-Pacific journal of financial studies
4
Economic modelling
4
Journal of financial markets
4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
Advances in Pacific Basin financial markets
3
Advances in futures and options research : a research annual
3
Asia-Pacific financial markets
3
CFS working paper series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance India : the quarterly journal of Indian Institute of Finance
3
Journal of financial and quantitative analysis : JFQA
3
Journal of international financial markets, institutions & money
3
The European journal of finance
3
The journal of business : B
3
Working paper / National Bureau of Economic Research, Inc.
3
Applied financial economics
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Betriebswirtschaftliche Studien
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Bonn Econ Discussion Papers / BGSE
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Discussion paper / Centre for Economic Policy Research
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Duisburger Arbeitspapiere zur Ostasienwirtschaft
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EUI working paper / ECO
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Finanzmarkt und Portfolio-Management
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International Journal of Energy Economics and Policy : IJEEP
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1
Determinants of price discovery in the VIX futures market
Chen, Yu-Lun
;
Tsai, Wei-Che
- In:
Journal of empirical finance
43
(
2017
),
pp. 59-73
Persistent link: https://www.econbiz.de/10011817906
Saved in:
2
Market uncertainty, expected volatility and the mispricing of S&P 500 index futures
Tu, Anthony H.
;
Hsieh, Wen-Liang G.
;
Wu, Wei-Shao
- In:
Journal of empirical finance
35
(
2016
),
pp. 78-98
Persistent link: https://www.econbiz.de/10011662722
Saved in:
3
Do the prices of stock index futures in Asia overreact to US market returns?
Fung, Alexander Kwok-wah
;
Lam, Kin
;
Lam, Ka-ming
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 428-440
Persistent link: https://www.econbiz.de/10009267290
Saved in:
4
The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
Saved in:
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