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ECONIS (ZBW)
404
RePEc
16
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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
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:
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
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:
7
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:
8
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:
9
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:
10
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:
11
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:
12
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:
13
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:
14
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:
15
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:
16
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:
17
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:
18
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:
19
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:
20
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:
21
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:
22
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 and trade : EMFT
59
(
2023
)
7
,
pp. 2118-2128
Persistent link: https://www.econbiz.de/10014290403
Saved in:
23
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:
24
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:
25
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:
26
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:
27
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:
28
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:
29
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:
30
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:
31
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:
32
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 and trade : EMFT
57
(
2021
)
7
,
pp. 2052-2064
Persistent link: https://www.econbiz.de/10012549868
Saved in:
33
Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
34
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:
35
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:
36
Bitcoin, VIX futures and CDS : a triangle for hedging the international equity portfolios
Zghal, Rania
;
Ghorbel, Ahmed
- In:
International journal of emerging markets
17
(
2022
)
1
,
pp. 71-97
Persistent link: https://www.econbiz.de/10012886357
Saved in:
37
Does the fundamental indexation portfolio perform better? : an Indian investigation
Kumar, Santosh
;
Tiwari, Ranjit
- In:
Accounting research journal
35
(
2022
)
2
,
pp. 121-144
Persistent link: https://www.econbiz.de/10012886454
Saved in:
38
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:
39
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:
40
From innovation to obfuscation : continuous time finance fifty years later
Perrakis, Stylianos
- In:
Financial markets and portfolio management
36
(
2022
)
3
,
pp. 369-401
Persistent link: https://www.econbiz.de/10013431700
Saved in:
41
Listed real estate futures trading, market efficiency, and direct real estate linkages : international evidence
Lee, Chyi Lin
;
Stevenson, Simon
;
Cho, Hyunbum
- In:
Journal of international money and finance
127
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013435638
Saved in:
42
Informativeness of CME micro bitcoin futures in pricing of bitcoin : intraday evidence
Pati, Pratap Chandra
- In:
Finance research letters
49
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013478767
Saved in:
43
The price of higher order catastrophe insurance : the case of VIX options
Eraker, Bjørn
;
Yang, Aoxiang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
6
,
pp. 3289-3337
Persistent link: https://www.econbiz.de/10013464255
Saved in:
44
Financially constrained index futures arbitrage
Glover, Kristoffer
;
Hulley, Hardy
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1688-1703
Persistent link: https://www.econbiz.de/10013465806
Saved in:
45
The information content of the volatility index options trading volume
Gu, Chen
;
Guo, Xu
;
Kurov, Alexander
;
Stan, Raluca
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1721-1737
Persistent link: https://www.econbiz.de/10013465809
Saved in:
46
Algorithmic trading and market quality : evidence from the Taiwan index futures market
Chang, Ya-Kai
;
Chou, Robin K.
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1837-1855
Persistent link: https://www.econbiz.de/10013465825
Saved in:
47
Analyst rating matters for index futures
Han, Liyan
;
Wei, Xinbei
;
Yan, Sen
;
Zhang, Qunzi
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2084-2100
Persistent link: https://www.econbiz.de/10013465869
Saved in:
48
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:
49
Extreme risk transmission channels between the stock index futures and spot markets : evidence from China
Jian, Zhihong
;
Li, Xupei
;
Zhu, Zhican
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413574
Saved in:
50
Sunshine vs. predatory trading effects in commodity futures markets : new evidence from index rebalancing
Yan, Lei
;
Irwin, Scott H.
;
Sanders, Dwight R.
- In:
Journal of commodity markets
26
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013451072
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