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Index futures
26
Index-Futures
26
Volatility
11
Volatilität
11
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6
Share price
6
Aktienindex
5
Estimation
5
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Pacific-Basin finance journal
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
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
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Working paper
11
Advances in Pacific Basin financial markets
10
Meddelanden från Svenska Handelshögskolan
10
Research in international business and finance
10
The financial review : the official publication of the Eastern Finance Association
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Asia-Pacific journal of financial studies
9
Discussion paper
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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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Journal of financial economics
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ECONIS (ZBW)
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1
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:
2
Long-term impacts of index reconstitutions : evidence from the CSI 300 additions and deletions
Chu, Gang
;
Goodell, John W.
;
Li, Xiao
;
Zhang, Yongjie
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013370264
Saved in:
3
Dynamic hedging using the realized minimum-variance hedge ratio approach : examination of the CSI 300 index futures
Qu, Hui
;
Wang, Tianyang
;
Zhang, Yi
;
Sun, Pengfei
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012170622
Saved in:
4
Message traffic restrictions and relative pricing efficiency : evidence from index futures contracts and exchange-traded funds
Lepone, Andrew
;
Wen, Jun
;
Yang, Jin Young
- In:
Pacific-Basin finance journal
51
(
2018
),
pp. 366-375
Persistent link: https://www.econbiz.de/10012035198
Saved in:
5
Islamic spot and index futures markets : where is the price discovery?
Karabiyik, Hande
;
Narayan, Paresh Kumar
;
Dinh Hoang …
- In:
Pacific-Basin finance journal
52
(
2018
),
pp. 123-133
Persistent link: https://www.econbiz.de/10012035614
Saved in:
6
Role of index futures on China's stock markets : evidence from price discovery and volatility spillover
Miao, Hong
;
Ramchander, Sanjay
;
Wang, Tianyang
;
Yang, …
- In:
Pacific-Basin finance journal
44
(
2017
),
pp. 13-26
Persistent link: https://www.econbiz.de/10011800737
Saved in:
7
Extended trading in Chinese index markets : informed or uninformed?
Hua, Renhai
;
Liu, Qingfu
;
Tse, Yiuman
- In:
Pacific-Basin finance journal
36
(
2016
),
pp. 112-122
Persistent link: https://www.econbiz.de/10011668766
Saved in:
8
Information content of investor trading behavior : evidence from Taiwan index options market
Lee, Yen-Hsien
;
Wang, David K.
- In:
Pacific-Basin finance journal
38
(
2016
),
pp. 149-160
Persistent link: https://www.econbiz.de/10011669087
Saved in:
9
Cojumps in China's spot and stock index futures markets
Wang, Hao
;
Yue, Mengqi
;
Zhao, Hua
- In:
Pacific-Basin finance journal
35
(
2015
)
2
,
pp. 541-557
Persistent link: https://www.econbiz.de/10011543444
Saved in:
10
Common deviation and regime-dependent dynamics in the index derivatives markets
Lee, Jaeram
;
Kang, Jangkoo
;
Ryu, Doojin
- In:
Pacific-Basin finance journal
33
(
2015
),
pp. 1-22
Persistent link: https://www.econbiz.de/10011474037
Saved in:
11
Do Islamic stock indexes outperform conventional stock indexes? : a stochastic dominance approach
Al-Khazali, Osamah
;
Hooi Hooi Lean
;
Samet, Anis
- In:
Pacific-Basin finance journal
28
(
2014
),
pp. 29-46
Persistent link: https://www.econbiz.de/10010494028
Saved in:
12
An empirical examination of the lead-lag relationship between spot and futures markets : evidence from Thailand
Judge, Amrit
;
Reancharoen, Tipprapa
- In:
Pacific-Basin finance journal
29
(
2014
),
pp. 335-358
Persistent link: https://www.econbiz.de/10010495702
Saved in:
13
Hedging performance of Chinese stock index futures : an empirical analysis using wavelet analysis and flexible bivariate GARCH approaches
Hou, Yang
;
Li, Steven
- In:
Pacific-Basin finance journal
24
(
2013
),
pp. 109-131
Persistent link: https://www.econbiz.de/10010346788
Saved in:
14
Who trades in the stock index futures market when the underlying cash market is not trading?
Chan, Yue-cheong
- In:
Pacific-Basin finance journal
13
(
2005
)
5
,
pp. 547-561
Persistent link: https://www.econbiz.de/10003176621
Saved in:
15
Empirical comparison of alternative stochastic volatility option pricing models : evidence from Korean KOSPI 200 index options market
Kim, In-joon
;
Kim, Sol
- In:
Pacific-Basin finance journal
12
(
2004
)
2
,
pp. 117-142
Persistent link: https://www.econbiz.de/10001970138
Saved in:
16
The impact of transaction costs on price discovery : evidence from cross-listed stock index futures contracts
Frino, Alex
;
West, Andrew
- In:
Pacific-Basin finance journal
11
(
2003
)
2
,
pp. 139-151
Persistent link: https://www.econbiz.de/10001758257
Saved in:
17
Moneyness and the response of the implied volatilities to price changes : the empirical evidence from HSI options
Chan, Kam C.
;
Cheng, Louis T. W.
;
Lung, Peter P.
- In:
Pacific-Basin finance journal
11
(
2003
)
4
,
pp. 527-553
Persistent link: https://www.econbiz.de/10001802286
Saved in:
18
Intraday and intraweek volatility patterns of Hang Seng Index and index futures, and a test of the wait-to-trade hypothesis
Tang, Gordon Y. N.
;
Lui, David T. W.
- In:
Pacific-Basin finance journal
10
(
2002
)
4
,
pp. 475-495
Persistent link: https://www.econbiz.de/10001716102
Saved in:
19
Time-varying bid-ask components of Nikkei 225 index futures on SIMEX
Kim, In-joon
;
Ko, Kwangsoo
;
Noh, Seok Kyun
- In:
Pacific-Basin finance journal
10
(
2002
)
2
,
pp. 183-200
Persistent link: https://www.econbiz.de/10001658845
Saved in:
20
Stock market closure and intraday stock index futures market volatility : 'contagion', bid-ask bias or both?
Fong, Kingsley
;
Frino, Alex
- In:
Pacific-Basin finance journal
9
(
2001
)
3
,
pp. 219-232
Persistent link: https://www.econbiz.de/10001585394
Saved in:
21
Volatility prediction during prolonged crises : evidence from Korean index options
Bhabra, Gurmeet Singh
(
contributor
)
- In:
Pacific-Basin finance journal
9
(
2001
)
2
,
pp. 147-164
Persistent link: https://www.econbiz.de/10001568277
Saved in:
22
The successful redenomination of a futures contract : the case of the Australian all ordinaries share price index futures contract
Brown, Christine A.
- In:
Pacific-Basin finance journal
9
(
2001
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10001539133
Saved in:
23
Do expirations of Hang Seug Index derivatives affect stock market volatility?
Bollen, Nicolas P. B.
;
Whaley, Robert E.
- In:
Pacific-Basin finance journal
7
(
1999
)
5
,
pp. 453-470
Persistent link: https://www.econbiz.de/10001450512
Saved in:
24
The impact of index furures trading on day-of-the-week effects in Japan
Hiraki, Takato
;
Maberly, Edwin D.
;
Taube, Paul M.
- In:
Pacific-Basin finance journal
6
(
1998
)
5
,
pp. 493-506
Persistent link: https://www.econbiz.de/10001376519
Saved in:
25
A test of the Asay model for pricing options on the SPI futures contract
Brown, C. A.
- In:
Pacific-Basin finance journal
5
(
1997
)
5
,
pp. 579-594
Persistent link: https://www.econbiz.de/10001234775
Saved in:
26
International linkages in Nikkei stock index futures markets
Booth, G. Geoffrey
- In:
Pacific-Basin finance journal
4
(
1996
)
1
,
pp. 59-76
Persistent link: https://www.econbiz.de/10001204433
Saved in:
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