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Index futures
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International review of economics & finance : IREF
The journal of futures markets
266
Journal of banking & finance
43
Applied financial economics
39
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
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Advances in futures and options research : a research annual
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Applied economics letters
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Finance research letters
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Review of quantitative finance and accounting
18
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
15
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
14
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13
Journal of international financial markets, institutions & money
12
Working paper / National Bureau of Economic Research, Inc.
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Review of derivatives research
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The European journal of 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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ECONIS (ZBW)
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1
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:
2
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:
3
Information content of order imbalance in the index options market
Sensoy, Ahmet
;
Omole, John
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 418-432
Persistent link: https://www.econbiz.de/10013334583
Saved in:
4
The realized volatility of commodity futures : interconnectedness and determinants#
Bouri, Elie
;
Lucey, Brian M.
;
Saeed, Tareq
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 139-151
Persistent link: https://www.econbiz.de/10012692211
Saved in:
5
How does news flow affect cross-market volatility spillovers? : evidence from China’s stock index futures and spot markets
Zhou, Xinmiao
;
Zhang, Junru
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 196-213
Persistent link: https://www.econbiz.de/10012692222
Saved in:
6
Index option trading and equity volatility : evidence from the SSE 50 and CSI 500 stocks
Sui, Cong
;
Lung, Peter P.
;
Yang, Mo
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 60-75
Persistent link: https://www.econbiz.de/10012672300
Saved in:
7
Volatility and skewness spillover between stock index and stock index futures markets during a crash period : new evidence from China
Hou, Yang
;
Li, Steven
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 166-188
Persistent link: https://www.econbiz.de/10012390715
Saved in:
8
Lead-lag relationship between spot and futures stock indexes : intraday data and regime-switching models
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 269-280
Persistent link: https://www.econbiz.de/10012486492
Saved in:
9
Intraday price jumps, market liquidity, and the magnet effect of circuit breakers
Jian, Zhihong
;
Zhu, Zhican
;
Zhou, Jie
;
Wu, Shuai
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 168-186
Persistent link: https://www.econbiz.de/10012486784
Saved in:
10
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
11
Short selling restrictions and index futures pricing : evidence from China
Lepone, Andrew
;
Wen, Jun
;
Wong, Jin Boon
;
Yang, Jin Young
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 179-187
Persistent link: https://www.econbiz.de/10012205406
Saved in:
12
Volatility information trading in the index options market : an intraday analysis
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 412-426
Persistent link: https://www.econbiz.de/10012372813
Saved in:
13
On profitability of volatility trading on S&P 500 equity index options : the role of trading frictions
Hong, Hui
;
Sung, Hao-Chang
;
Yang, Jingjing
- In:
International review of economics & finance : IREF
55
(
2018
),
pp. 295-307
Persistent link: https://www.econbiz.de/10012033481
Saved in:
14
Does the introduction of index futures stabilize stock markets? : further evidence from emerging markets
Kutan, Ali Mustafa
;
Shi, Yukun
;
Wei, Mingzhe
;
Zhao, Yang
- In:
International review of economics & finance : IREF
57
(
2018
),
pp. 183-197
Persistent link: https://www.econbiz.de/10012033854
Saved in:
15
Dynamic hedging performance and downside risk : evidence from Nikkei index futures
Ubukata, Masato
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 270-281
Persistent link: https://www.econbiz.de/10012034262
Saved in:
16
Macroeconomic factors and index option returns
Lai, Ya-Wen
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 452-477
Persistent link: https://www.econbiz.de/10011747332
Saved in:
17
Forecasting stock index futures returns with mixed-frequency sentiment
Gao, Bin
;
Yang, Chunpeng
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 69-83
Persistent link: https://www.econbiz.de/10011748364
Saved in:
18
Stock index hedging using a trend and volatility regime-switching model involving hedging cost
Su, Ender
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 233-254
Persistent link: https://www.econbiz.de/10011740154
Saved in:
19
Using VIX futures to hedge forward implied volatility risk
Lin, Yueh-neng
;
Lin, Anchor Y.
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011625539
Saved in:
20
Price discovery in the S&P 500 index derivatives markets
Chen, Wei Peng
;
Chung, Huimin
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 438-452
Persistent link: https://www.econbiz.de/10011626500
Saved in:
21
Robust hedging performance and volatility risk in option markets : application to Standard and Poor's 500 and Taiwan index options
Han, Chuan-Hsiang
;
Chang, Chien-Hung
;
Kuo, Chii-Shyan
; …
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 160-173
Persistent link: https://www.econbiz.de/10011573571
Saved in:
22
The impact of the CSI 300 stock index futures : positive feedback trading and autocorrelation of stock returns
Hou, Yang
;
Li, Steven
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 319-337
Persistent link: https://www.econbiz.de/10010532719
Saved in:
23
The predictability of opening returns for the returns of the trading day : evidence from Taiwan futures market
Chen, Chun-nan
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 272-281
Persistent link: https://www.econbiz.de/10009693299
Saved in:
24
Price discovery between regular and mini index futures in the Taiwan Futures Exchange
Wang, Yun-Yi
;
Chang, Chiung-chiao
;
Lee, Wan-chen
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 224-237
Persistent link: https://www.econbiz.de/10009740819
Saved in:
25
The determinants of exchange settlement practices and the implication of volatility smile : evidence from the Taiwan Futures Exchange
Szu, Wen-ming
;
Wang, Ming-chun
;
Yang, Wan-ru
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 826-838
Persistent link: https://www.econbiz.de/10009303803
Saved in:
26
Momentum and reversals in Taiwan index futures returns during periods of extreme trading imbalance
Kao, Erin H.
- In:
International review of economics & finance : IREF
20
(
2011
)
3
,
pp. 459-467
Persistent link: https://www.econbiz.de/10009304033
Saved in:
27
Do liquidity and sampling methods matter in constructing volatility indices? : empirical evidence from Taiwan
Tzang, Shyh-weir
;
Hung, Chih-hsing
;
Wang, Chou-wen
; …
- In:
International review of economics & finance : IREF
20
(
2011
)
2
,
pp. 312-324
Persistent link: https://www.econbiz.de/10009304121
Saved in:
28
Trading platform, market volatility and pricing efficiency in the floor-traded and E-mini index futures markets
Chung, Huimin
;
Sheu, Her-jiun
;
Hsu, Shufang
- In:
International review of economics & finance : IREF
19
(
2010
)
4
,
pp. 742-754
Persistent link: https://www.econbiz.de/10009006975
Saved in:
29
"Expiration hour effect of futures and options markets on stock market" : a case study on NSE (National Stock Exchange of India)
Maniar, Hiren M.
;
Bhatt, Rajesh
;
Maniyar, Dharmesh M.
- In:
International review of economics & finance : IREF
18
(
2009
)
3
,
pp. 381-391
Persistent link: https://www.econbiz.de/10003881617
Saved in:
30
Expiration-day effects : does settlement price matter?
Hsieh, Shu-fan
;
Ma, Tai
- In:
International review of economics & finance : IREF
18
(
2009
)
2
,
pp. 290-300
Persistent link: https://www.econbiz.de/10003832713
Saved in:
31
An empirical comparison of implied tree models for KOSPI 200 index options
Kim, In-joon
;
Gun Youb Park
- In:
International review of economics & finance : IREF
15
(
2006
)
1
,
pp. 52-71
Persistent link: https://www.econbiz.de/10003298496
Saved in:
32
Effects of electronic trading on the Hang Seng Index futures market
Fung, Joseph K. W.
;
Lien, Da-hsiang Donald
;
Tse, Yiuman
; …
- In:
International review of economics & finance : IREF
14
(
2005
)
4
,
pp. 415-425
Persistent link: https://www.econbiz.de/10003195716
Saved in:
33
The hedging effectiveness of constant and time-varying hedge ratios using three pacific basin stock futures
Choudhry, Taufiq
- In:
International review of economics & finance : IREF
13
(
2004
)
4
,
pp. 371-385
Persistent link: https://www.econbiz.de/10002222885
Saved in:
34
Valuation of American CAC 40 index and wildcard options
Bellalah, Mondher
- In:
International review of economics & finance : IREF
10
(
2001
)
1
,
pp. 75-94
Persistent link: https://www.econbiz.de/10001569169
Saved in:
35
The impact of trading restrictions on the informational relationships between cash, futures, and options markets
Han, Li-ming
- In:
International review of economics & finance : IREF
3
(
1994
)
4
,
pp. 429-442
Persistent link: https://www.econbiz.de/10001177067
Saved in:
36
A test of calendar seasonalities in stock market risk implied from index futures options
Barone-Adesi, Giovanni
- In:
International review of economics & finance : IREF
3
(
1994
)
3
,
pp. 327-340
Persistent link: https://www.econbiz.de/10001177829
Saved in:
37
A note on speculative versus arbitrage opportunities from index futures mispricing : some Canadian evidence
Deaves, Richard
- In:
International review of economics & finance : IREF
3
(
1994
)
3
,
pp. 319-325
Persistent link: https://www.econbiz.de/10001177832
Saved in:
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