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Index futures
18
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18
Volatility
9
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7
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7
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Journal of financial economics
Asia-Pacific journal of financial studies
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
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Finance research letters
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Applied economics
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Review of Pacific Basin financial markets and policies
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of international financial markets, institutions & money
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Working paper / National Bureau of Economic Research, Inc.
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Journal of financial markets
11
Review of derivatives research
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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
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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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Emerging markets, finance and trade : EMFT
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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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Investment management and financial innovations
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ECONIS (ZBW)
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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 volatility spillover effect between index options and their underlying markets : evidence from the US, the UK, and Taiwan
Chan, Chia-Ying
;
Peretti, Christian de
;
Wang, Ming-Chun
; …
- In:
Asia-Pacific journal of financial studies
46
(
2017
)
5
,
pp. 700-733
Persistent link: https://www.econbiz.de/10011779396
Saved in:
4
Overnight trading and price discovery over the course of a trading day : evidence from stock index futures in Korea
Joo, Sang Lyong
;
Seon, Junghoon
;
Lee, Ji Soo
- In:
Asia-Pacific journal of financial studies
45
(
2016
)
3
,
pp. 463-491
Persistent link: https://www.econbiz.de/10011550834
Saved in:
5
Average price futures contracts : pricing, characteristics, and implications
Yoo, Jin
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
6
,
pp. 849-876
Persistent link: https://www.econbiz.de/10011471096
Saved in:
6
Intraday volatility and volume in China's stock index and index futures markets
Nishimura, Yusaku
;
Sun, Bianxia
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
6
,
pp. 932-955
Persistent link: https://www.econbiz.de/10011471124
Saved in:
7
Empirical performance of alternative option pricing models with stochastic volatility and leverage effects
Jang, Woon Wook
;
Eom, Young Ho
;
Kim, Don H.
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
3
,
pp. 432-464
Persistent link: https://www.econbiz.de/10010408040
Saved in:
8
ITMs versus OTMs
Yoon, Sun-joong
;
Kang, So Hyun
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
4
,
pp. 517-539
Persistent link: https://www.econbiz.de/10009618794
Saved in:
9
Effects of macroeconomic news announcements on risk-neutral distribution : evidence from KOSPI200 intraday options data
Kim, Sol
;
Lee, Geul
- In:
Asia-Pacific journal of financial studies
40
(
2011
)
3
,
pp. 403-432
Persistent link: https://www.econbiz.de/10009388576
Saved in:
10
Information effects of trade size and trade direction : evidence from the KOSPI 200 index options market
Ahn, Hee-joon
;
Kang, Jangkoo
;
Ryu, Doojin
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
3
,
pp. 301-339
Persistent link: https://www.econbiz.de/10009230522
Saved in:
11
Hedge ratio stability and hedging effectiveness of time-varying hedge ratios in volatile index futures markets : evidence from the Asian financial crisis
Wang, Janchung
;
Hsu, Hsinan
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
5
,
pp. 659-686
Persistent link: https://www.econbiz.de/10009231510
Saved in:
12
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:
13
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:
14
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:
15
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:
16
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:
17
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:
18
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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