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Index futures
19
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19
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Journal of financial economics
Advances in Pacific Basin financial markets
The journal of futures markets
266
Journal of banking & finance
43
Applied financial economics
39
International review of economics & finance : IREF
37
International review of financial analysis
28
Review of futures markets
27
Pacific-Basin finance journal
26
The journal of finance : the journal of the American Finance Association
22
The review of financial studies
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Advances in futures and options research : a research annual
19
Applied economics letters
19
Finance research letters
19
Review of quantitative finance and accounting
18
Applied economics
17
Journal of empirical finance
17
Journal of financial and quantitative analysis : JFQA
15
Review of Pacific Basin financial markets and policies
15
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
14
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of international financial markets, institutions & money
12
Working paper / National Bureau of Economic Research, Inc.
12
Journal of financial markets
11
Review of derivatives research
11
The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Meddelanden från Svenska Handelshögskolan
10
Research in international business and finance
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The financial review : the official publication of the Eastern Finance Association
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European financial management : the journal of the European Financial Management Association
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IMF Working Papers
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1
Pricing of index options in incomplete markets
Almeida, Caio
;
Freire, Gustavo
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 174-205
Persistent link: https://www.econbiz.de/10013407088
Saved in:
2
Index option returns and generalized entropy bounds
Liu, Yan
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 1015-1036
Persistent link: https://www.econbiz.de/10012693881
Saved in:
3
The basis risk of catastrophic-loss index securities
Cummins, John David
;
Lalonde, David
;
Phillips, Richard D.
- In:
Journal of financial economics
71
(
2004
)
1
,
pp. 77-111
Persistent link: https://www.econbiz.de/10001881133
Saved in:
4
The jump-risk premia implicit in options : evidence from an integrated time-series study
Pan, Jun
- In:
Journal of financial economics
63
(
2002
)
1
,
pp. 3-50
Persistent link: https://www.econbiz.de/10001634368
Saved in:
5
Indexed executive stock options
Johnson, Shane A.
;
Tian, Yisong Sam
- In:
Journal of financial economics
57
(
2000
)
1
,
pp. 35-64
Persistent link: https://www.econbiz.de/10001486811
Saved in:
6
Pacific Rim futures markets and their intertemporal relationships
Fong, Kingsley
;
Zurbruegg, Ralf
- In:
Advances in Pacific Basin financial markets
6
(
2000
),
pp. 197-220
Persistent link: https://www.econbiz.de/10001487782
Saved in:
7
The market for Korean stock index futures : arbitrage opportunities and hedging efectiveness
Park, Jinwoo
- In:
Advances in Pacific Basin financial markets
6
(
2000
),
pp. 221-237
Persistent link: https://www.econbiz.de/10001487787
Saved in:
8
Intertemporal dynamic interactions between spot and futures stock markets in Japan
Yu, Shang-wu
- In:
Advances in Pacific Basin financial markets
6
(
2000
),
pp. 255-265
Persistent link: https://www.econbiz.de/10001487795
Saved in:
9
Selection of an index for stock index futures
Thiripalraju, M.
(
contributor
)
- In:
Advances in Pacific Basin financial markets
5
(
1999
),
pp. 93-109
Persistent link: https://www.econbiz.de/10001493503
Saved in:
10
The relation between implied and realized volatility
Christensen, Bent Jesper
- In:
Journal of financial economics
50
(
1998
)
2
,
pp. 125-150
Persistent link: https://www.econbiz.de/10001250560
Saved in:
11
Intraday and interday volatility patterns in HSIF contracts
Choi, Daniel F. S.
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 93-115
Persistent link: https://www.econbiz.de/10001250674
Saved in:
12
The time value of futures options in Australia
English, John W.
- In:
Advances in Pacific Basin financial markets
3
(
1997
),
pp. 213-223
Persistent link: https://www.econbiz.de/10001243738
Saved in:
13
Index futures and the covariability of its underlying constituent stocks : the case of Hong Kong
Kan, Andy C. N.
- In:
Advances in Pacific Basin financial markets
3
(
1997
),
pp. 111-123
Persistent link: https://www.econbiz.de/10001243747
Saved in:
14
SIMEX Nikkei futures spreads and their determinants
Ding, David K.
- In:
Advances in Pacific Basin financial markets
3
(
1997
),
pp. 39-53
Persistent link: https://www.econbiz.de/10001243753
Saved in:
15
The impact of the lengths of estimation periods and hedging horizons on the Hang Seng index futures contract
Fang, Zhenmin
- In:
Advances in Pacific Basin financial markets
2
(
1996
),
pp. 51-61
Persistent link: https://www.econbiz.de/10001208747
Saved in:
16
Pricing of Australian all ordinaries share price index futures contract
Heaney, Richard A.
- In:
Advances in Pacific Basin financial markets
2
(
1996
),
pp. 35-49
Persistent link: https://www.econbiz.de/10001208748
Saved in:
17
An empirical examination of information, differences of opinion, and trading activity
Bessembinder, Hendrik
- In:
Journal of financial economics
40
(
1996
)
1
,
pp. 105-134
Persistent link: https://www.econbiz.de/10001192319
Saved in:
18
Order characteristics and stock price evolution : an application to program trading
Hasbrouck, Joel
- In:
Journal of financial economics
41
(
1996
)
1
,
pp. 129-149
Persistent link: https://www.econbiz.de/10001196552
Saved in:
19
Market volatility prediction and the efficiency of the S&P 100 index option market
Harvey, Campbell R.
- In:
Journal of financial economics
31
(
1992
)
1
,
pp. 43-73
Persistent link: https://www.econbiz.de/10001133538
Saved in:
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