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~language:"eng"
~type_genre:"Article in journal"
~subject:"Share price"
~subject:"Finanzmarkt"
~isPartOf:"Review of Pacific Basin financial markets and policies"
~isPartOf:"The journal of futures markets"
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Share price
Finanzmarkt
USA
842
United States
841
Theorie
479
Theory
479
Volatility
412
Volatilität
412
Derivat
407
Derivative
407
Hedging
330
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329
Index futures
280
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280
Option pricing theory
265
Optionspreistheorie
265
Commodity exchange
249
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249
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224
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207
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Lee, Cheng F.
18
Frino, Alex
9
Ryu, Doojin
5
Tse, Yiuman
5
Wang, George H. K.
5
Chen, Sheng-syan
4
Chou, Robin K.
4
Chung, Huimin
4
Faff, Robert W.
4
Fung, Joseph K. W.
4
Luo, Xingguo
4
Webb, Robert I.
4
Chatrath, Arjun
3
Chen, Shen-yuan
3
Chiang, Thomas C.
3
Christie-David, Rohan
3
Frijns, Bart
3
Gay, Gerald D.
3
Holder, Mark E.
3
Lien, Da-hsiang Donald
3
Lin, Ching-chung
3
Mollica, Vito
3
Ramchander, Sanjay
3
Yen, Gi-li
3
Agarwalla, Sobhesh Kumar
2
Boyd, Naomi E.
2
Chen, Yu-Lun
2
Chng, Michael
2
Cornell, Bradford
2
Daigler, Robert T.
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Draper, Paul R.
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Edwards, Franklin R.
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Fleming, Jeff
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Gau, Yin-feng
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2
Heaney, Richard A.
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Ho, Kim Wai
2
Hoshino, Yasuo
2
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Conference on Pacific Basin Finance, Economics, Accounting and Management <16, 2008, Brisbane>
1
Conference on Pacific Basin Finance, Economics, Accounting and Management <17, 2009, Bangkok>
1
International Conference on Business in Asia <3, 2009, Bangkok>
1
Symposium on the Financial Econometrics of Derivative Securities and Markets <1, 2013, Melbourne>
1
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Review of Pacific Basin financial markets and policies
The journal of futures markets
Finance research letters
765
Journal of banking & finance
745
International review of financial analysis
673
The journal of finance : the journal of the American Finance Association
576
Journal of financial economics
559
Pacific-Basin finance journal
503
International review of economics & finance : IREF
492
Applied economics
471
Applied economics letters
435
The review of financial studies
388
Research in international business and finance
385
Economic modelling
378
The North American journal of economics and finance : a journal of financial economics studies
371
Applied financial economics
360
Journal of international financial markets, institutions & money
349
Economics letters
339
Journal of financial and quantitative analysis : JFQA
326
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
321
Journal of empirical finance
320
Review of quantitative finance and accounting
311
International journal of economics and finance
295
The European journal of finance
271
Energy economics
267
Journal of risk and financial management : JRFM
251
The journal of corporate finance : contracting, governance and organization
251
International journal of economics and financial issues : IJEFI
250
Journal of international money and finance
248
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
245
Journal of financial markets
226
Journal of economic dynamics & control
209
Management science : journal of the Institute for Operations Research and the Management Sciences
205
Cogent economics & finance
203
Emerging markets, finance and trade : EMFT
187
Investment management and financial innovations
186
Finance India : the quarterly journal of Indian Institute of Finance
182
International journal of finance & economics : IJFE
180
Global finance journal
169
The financial review : the official publication of the Eastern Finance Association
164
Journal of economics and finance
154
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ECONIS (ZBW)
365
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1
Market-wide overconfidence and stock returns
Chen, Qiang
;
Han, Yu
;
Huang, Ying
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 3-26
Persistent link: https://www.econbiz.de/10014475421
Saved in:
2
Revisiting the puzzle of jumps in volatility forecasting : the new insights of high-frequency jump intensity
Qu, Hui
;
Wang, Tianyang
;
Shangguan, Peng
;
He, Mengying
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 218-251
Persistent link: https://www.econbiz.de/10014475461
Saved in:
3
Price monotonicity violations during stock market crashes : evidence from the SSE 50 ETF options market
Luo, Xingguo
;
Ryu, Doojin
;
Tao, Libin
;
Ye, Chuxin
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10014475508
Saved in:
4
Option pricing with overnight and intraday volatility
Liang, Fang
;
Du, Lingshan
;
Huang, Zhuo
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1576-1614
Persistent link: https://www.econbiz.de/10014432919
Saved in:
5
High-frequency trading and market quality : evidence from account-level futures data
Coughlan, John
;
Orlov, Alexei G.
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
Saved in:
6
VIX futures pricing based on high-frequency VIX : a hybrid approach combining SVR with parametric models
Qiao, Gaoxiu
;
Jiang, Gongyue
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1238-1260
Persistent link: https://www.econbiz.de/10014339401
Saved in:
7
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
Saved in:
8
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:
9
Industry variance risk premium, cross-industry correlation, and expected returns
Zhu, Yabei
;
Luo, Xingguo
;
Xu, Qi
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10013465888
Saved in:
10
Pricing risky corporate bonds : an empirical study
Baaquie, Belal E.
;
Karim, Muhammad Mahmudul
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 90-121
Persistent link: https://www.econbiz.de/10013465896
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