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Finance research letters
The journal of futures markets
391
Journal of banking & finance
177
International journal of theoretical and applied finance
170
Energy economics
121
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
79
Journal of financial economics
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ECONIS (ZBW)
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1
The influence of grain futures market on stock price fluctuation of agricultural listed companies
Zhang, Lulu
;
Shi, Qi
;
Zhou, Ning
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445303
Saved in:
2
Price discovery of the Chinese crude oil options and futures markets
Zou, Mi
;
Han, Lin
;
Yang, Zhini
- In:
Finance research letters
60
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490178
Saved in:
3
Determinants of credit default swap spread changes : the sell-side perspective
Oh, Byungmin
;
Park, Haerang
;
Joe, Denis Yongmin
- In:
Finance research letters
61
(
2024
),
pp. 1.7
Persistent link: https://www.econbiz.de/10014490880
Saved in:
4
The hedging effectiveness of electricity futures in the Spanish market
Peña Sánchez de Rivera, Juan Ignacio
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472285
Saved in:
5
Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price : a new perspective from the multifractal method
Feng, Yun
;
Yang, Jie
;
Huang, Qian
- In:
Finance research letters
53
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014472534
Saved in:
6
The impact of expected and unexpected events on Bitcoin price development : introduction of futures market and COVID-19
Cevik, Emrah Ismail
;
Gunay, Samet
;
Dibooglu, Sel
; …
- In:
Finance research letters
54
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472736
Saved in:
7
The effect of enterprise risk management on corporate risk management
Yun, Jiyeon
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473435
Saved in:
8
Hedging with derivatives to increase firm value
Ji, Pengfei
;
Wei, Lei
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473495
Saved in:
9
Role of hedging on crypto returns predictability : a new habit-based explanation
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473553
Saved in:
10
Do derivatives benefit shareholders? : evidence from India
Chaudhry, Neeru
;
Gupta, Aastha
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014473559
Saved in:
11
The impact of the Bitcoin price on carbon neutrality : evidence from futures markets
Wu, Xiangling
;
Ding, Shusheng
- In:
Finance research letters
56
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014473700
Saved in:
12
Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions
Barua, Ronil
;
Sharma, Anil Kumar
- In:
Finance research letters
49
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013479200
Saved in:
13
High frequency trading and standard asset pricing models
Jarrow, Robert A.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
Saved in:
14
An empirical study on the characterization of implied volatility and pricing in the Chinese option market
Fan, Qingqian
;
Feng, Sixian
- In:
Finance research letters
49
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013479611
Saved in:
15
Is cross-hedging an effective strategy in equity futures market?
Jose, Nithin
;
Jose, Babu
;
Varghese, James
- In:
Finance research letters
50
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014240203
Saved in:
16
Does Bitcoin futures trading reduce the normal and jump volatility in the spot market? : evidence from GARCH-jump models
Zhang, Chuanhai
;
Chen, Haicui
;
Peng, Zhe
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013553852
Saved in:
17
Investor sentiment and mean-variance relation : evidence from emerging futures markets
Pok, Wei Fong
;
Kabir, M. Humayun
;
Young, Martin R.
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10013341767
Saved in:
18
Does commodity hedging with derivatives reduce stock price volatility?
Wang, Ningli
;
Zhou, Qichong
- In:
Finance research letters
50
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014245392
Saved in:
19
Financial derivatives and firm value : what have we learned?
Bachiller, Patricia
;
Boubaker, Sabri
;
Mefteh-Wali, Salma
- In:
Finance research letters
39
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012805154
Saved in:
20
Price discovery and its determinants for the Chinese soybean options and futures markets
Hao, Jing
;
He, Feng
;
Liu-Chen, Baiao
;
Li, Zihe
- In:
Finance research letters
40
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012819235
Saved in:
21
Synthetic forwards and cost of funding in the equity derivative market
Azzone, Michele
;
Baviera, Roberto
- In:
Finance research letters
41
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013336152
Saved in:
22
Commonality in liquidity across options and stock futures markets
Benzennou, Bouchra
;
Ap Gwilym, Owain
;
Williams, Gwion
- In:
Finance research letters
32
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430742
Saved in:
23
Bitcoin futures : an effective tool for hedging cryptocurrencies
Sebastião, Helder Miguel Correia Virtuoso
;
Godinho, …
- In:
Finance research letters
33
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430975
Saved in:
24
Optimal liquidation of financial derivatives
Chen, Jingnan
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436500
Saved in:
25
The development of Bitcoin futures : exploring the interactions between cryptocurrency derivatives
Akyildirim, Erdinc
;
Corbet, Shaen
;
Katsiampa, Paraskevi
; …
- In:
Finance research letters
34
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012436502
Saved in:
26
Exotic options pricing under special Lévy process models : a biased control variate method approach
Jia, Jiayi
;
Lai, Yongzeng
;
Li, Lin
;
Tan, Vinna
- In:
Finance research letters
34
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012436769
Saved in:
27
A general method for valuing complex capital structures
Borochin, Paul
;
Kopeliovich, Yaacov
;
Shea, Kevin
- In:
Finance research letters
35
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012438435
Saved in:
28
Stochastic volatility models for the implied correlation index : evidence, properties and pricing
Escobar, Marcos
;
Lin, Fang
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438998
Saved in:
29
Improving futures hedging performance using option information : evidence from the S&P 500 index
Bai, Yujuan
;
Pan, Zhiyuan
;
Liu, Li
- In:
Finance research letters
28
(
2019
),
pp. 112-117
Persistent link: https://www.econbiz.de/10012388029
Saved in:
30
Analytical valuation of power exchange options with default risk
Xu, Guangli
;
Shao, Xinjian
;
Wang, Xingchun
- In:
Finance research letters
28
(
2019
),
pp. 265-274
Persistent link: https://www.econbiz.de/10012388320
Saved in:
31
Regulation, economies of scale and credit ratings : a puzzle of declining market concentration in the OTC derivatives market
Tata, Fidelio
- In:
Finance research letters
29
(
2019
),
pp. 292-296
Persistent link: https://www.econbiz.de/10012419107
Saved in:
32
What drives the off-shore futures market? : evidence from India and China
Kumar, S. S. S.
;
Sampath, Aravind
- In:
Finance research letters
30
(
2019
),
pp. 394-402
Persistent link: https://www.econbiz.de/10012420921
Saved in:
33
Effects of change in commission fees on China futures market
Wu, Yu
;
Zhang, Tong
- In:
Finance research letters
31
(
2019
),
pp. 54-65
Persistent link: https://www.econbiz.de/10012421053
Saved in:
34
How do black swan events go global? : evidence from US reserves effects on TOCOM gold futures prices
Wang, Yang
;
Cao, Xinbang
;
Sui, Xiuping
;
Zhao, Wenxi
- In:
Finance research letters
31
(
2019
),
pp. 225-231
Persistent link: https://www.econbiz.de/10012421559
Saved in:
35
Optimal margin requirement
Berlinger, Edina
;
Dömötör, Barbara
;
Illés, Ferenc
- In:
Finance research letters
31
(
2019
),
pp. 239-249
Persistent link: https://www.econbiz.de/10012421563
Saved in:
36
Comovements of gold futures markets and the spot market : a wavelet analysis
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Roubaud, David
- In:
Finance research letters
24
(
2018
),
pp. 19-24
Persistent link: https://www.econbiz.de/10011982447
Saved in:
37
Bid-ask spread and liquidity searching behaviour of informed investors in option markets
Bernales, Alejandro
;
Cañón, Carlos Iván
;
Verousis, Thanos
- In:
Finance research letters
25
(
2018
),
pp. 96-102
Persistent link: https://www.econbiz.de/10012003477
Saved in:
38
Credit default swaps and regulatory capital relief : evidence from European banks
Thornton, John
;
Di Tommaso, Caterina
- In:
Finance research letters
26
(
2018
),
pp. 255-260
Persistent link: https://www.econbiz.de/10012005692
Saved in:
39
Debt market illiquidity and correlated default risk
Javadi, Siamak
;
Mollagholamali, Mohsen
- In:
Finance research letters
26
(
2018
),
pp. 266-273
Persistent link: https://www.econbiz.de/10012005695
Saved in:
40
Cross-financial-market correlations and quantitative easing
Kryzanowski, Lawrence
;
Zhang, Jie
;
Zhong, Rui
- In:
Finance research letters
20
(
2017
),
pp. 13-21
Persistent link: https://www.econbiz.de/10011806731
Saved in:
41
How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
Saved in:
42
Optimal hedge ratio in a biased forward market under liquidity constraints
Dömötör, Barbara
- In:
Finance research letters
21
(
2017
),
pp. 259-263
Persistent link: https://www.econbiz.de/10011807801
Saved in:
43
Marginal speculation and hedging in commodity markets
Ulusoy, Veysel
;
Onbirler, Özgür Ünal
- In:
Finance research letters
23
(
2017
),
pp. 269-282
Persistent link: https://www.econbiz.de/10011808416
Saved in:
44
Real option, debt maturity and equity default swaps under negotiation
Gan, Liu
;
Luo, Pengfei
;
Yang, Zhaojun
- In:
Finance research letters
18
(
2016
),
pp. 278-284
Persistent link: https://www.econbiz.de/10011657215
Saved in:
45
Estimation of bid-ask prices for options on LIBOR based instruments
Sonono, Masimba Energy
;
Mashele, Hopolang Phillip
- In:
Finance research letters
19
(
2016
),
pp. 33-41
Persistent link: https://www.econbiz.de/10011657436
Saved in:
46
The information content of implied volatility and jumps in forecasting volatility : evidence from the Shanghai gold futures market
Luo, Xingguo
;
Qin, Shihua
;
Ye, Zinan
- In:
Finance research letters
19
(
2016
),
pp. 105-111
Persistent link: https://www.econbiz.de/10011657556
Saved in:
47
Pricing vulnerable options with stochastic default barriers
Wang, Xingchun
- In:
Finance research letters
19
(
2016
),
pp. 305-313
Persistent link: https://www.econbiz.de/10011657733
Saved in:
48
Credit-implied forward volatility and volatility expectations
Byström, Hans N. E.
- In:
Finance research letters
16
(
2016
),
pp. 132-138
Persistent link: https://www.econbiz.de/10011655141
Saved in:
49
Pricing options under the non-affine stochastic volatility models : an extension of the high-order compact numerical scheme
Shi, Guangping
;
Liu, Xiaoxing
;
Tang, Pan
- In:
Finance research letters
16
(
2016
),
pp. 220-229
Persistent link: https://www.econbiz.de/10011656186
Saved in:
50
Trading activity and price behavior in Chinese agricultural futures markets
Wang, Xiaolin
;
Ye, Qiang
;
Zhao, Feng
- In:
Finance research letters
18
(
2016
),
pp. 52-59
Persistent link: https://www.econbiz.de/10011656524
Saved in:
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