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Journal of financial and quantitative analysis : JFQA
The journal of futures markets
267
Journal of banking & finance
43
Applied financial economics
39
International review of economics & finance : IREF
38
International review of financial analysis
28
Pacific-Basin finance journal
27
Review of futures markets
27
The journal of finance : the journal of the American Finance Association
23
The review of financial studies
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Finance research letters
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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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Review of quantitative finance and accounting
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Applied economics
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Journal of empirical finance
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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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The North American journal of economics and finance : a journal of financial economics studies
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Working paper / National Bureau of Economic Research, Inc.
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Journal of financial markets
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Review of derivatives research
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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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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Meddelanden från Svenska Handelshögskolan
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The financial review : the official publication of the Eastern Finance Association
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Asia-Pacific journal of financial studies
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
15
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1
Identifying the effect of stock indexing : impetus or impediment to arbitrage and price discovery?
Ahn, Byung Hyun
;
Patatoukas, Panos N.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 2022-2062
Persistent link: https://www.econbiz.de/10013367056
Saved in:
2
The pricing of volatility and jump risks in the cross-section of index option returns
Hu, Guanglian
;
Liu, Yuguo
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
6
,
pp. 2385-2411
Persistent link: https://www.econbiz.de/10013367097
Saved in:
3
Stock market uncertainty and the stock-bond return relation
Connolly, Robert A.
;
Stivers, Christopher T.
;
Sun, Licheng
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
1
,
pp. 161-194
Persistent link: https://www.econbiz.de/10002699485
Saved in:
4
Price dynamics in the regular and E-mini futures markets
Kurov, Alexander
;
Lasser, Dennis J.
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10002103694
Saved in:
5
Prices as aggregators of private information : evidence from S&P 500 futures data
Cho, Jin-Wan
;
Krishnan, Murugappa
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
1
,
pp. 111-126
Persistent link: https://www.econbiz.de/10001492515
Saved in:
6
Box spread arbitrage profits following the 1987 market crash : real or illusory?
Hemler, Michael Lee
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
1
,
pp. 71-90
Persistent link: https://www.econbiz.de/10001218123
Saved in:
7
Direct tests of index arbitrage models
Neal, Robert S.
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
4
,
pp. 541-562
Persistent link: https://www.econbiz.de/10001219189
Saved in:
8
Measuring true stock index value in the presence of infrequent trading
Jokivuolle, Esa
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
3
,
pp. 455-464
Persistent link: https://www.econbiz.de/10001217159
Saved in:
9
Daily and intradaily tests of European put-call parity
Kamara, Avraham
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
4
,
pp. 519-539
Persistent link: https://www.econbiz.de/10001217189
Saved in:
10
Are jumps in stock returns diversifiable? : Evidence and implications for option pricing
Kim, Myung-jig
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
4
,
pp. 609-631
Persistent link: https://www.econbiz.de/10001175113
Saved in:
11
Spanning with index options
Duan, Jin-Chuan
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
2
,
pp. 303-309
Persistent link: https://www.econbiz.de/10001125356
Saved in:
12
General equilibrium stock index futures prices : theory and empirical evidence
Hemler, Michael Lee
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
,
pp. 287-308
Persistent link: https://www.econbiz.de/10001113535
Saved in:
13
Transaction data tests of S&P 100 call option pricing
Sheikh, Aamir M.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
4
,
pp. 459-475
Persistent link: https://www.econbiz.de/10001119165
Saved in:
14
The dynamics of stock index and stock index futures returns
Stoll, Hans R.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
4
,
pp. 441-468
Persistent link: https://www.econbiz.de/10001098664
Saved in:
15
The pricing of stock index options in a general equilibrium model
Bailey, Warren
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10001063208
Saved in:
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