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Option pricing theory
56
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Journal of empirical finance
The journal of futures markets
586
International journal of theoretical and applied finance
483
Journal of banking & finance
397
Finance research letters
355
American journal of agricultural economics
309
Mathematical finance : an international journal of mathematics, statistics and financial theory
258
The journal of computational finance
256
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NBER working paper series
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International review of economics & finance : IREF
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Insurance / Mathematics & economics
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The European journal of finance
150
European journal of operational research : EJOR
149
Applied economics letters
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Energy economics
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The North American journal of economics and finance : a journal of financial economics studies
136
Risks : open access journal
133
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Management science : journal of the Institute for Operations Research and the Management Sciences
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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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1
Earnings announcements and option returns
Chung, Sung Gon
;
Louis, Henock
- In:
Journal of empirical finance
40
(
2017
),
pp. 220-235
Persistent link: https://www.econbiz.de/10011745079
Saved in:
2
Asset storability and the informational content of inter-temporal prices
Covey, Ted
- In:
Journal of empirical finance
2
(
1995
)
2
,
pp. 103-115
Persistent link: https://www.econbiz.de/10001183232
Saved in:
3
Price dynamics in refined petroleum spot and futures markets
Ng, Victor K.
- In:
Journal of empirical finance
2
(
1996
)
4
,
pp. 359-388
Persistent link: https://www.econbiz.de/10001208684
Saved in:
4
Excess demand and price formation during a Walrasian auction
Eaves, James
;
Melvin, Michael
;
Mohapatra, Sandeep
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 533-548
Persistent link: https://www.econbiz.de/10003759595
Saved in:
5
Bubbling over! : the behaviour of oil futures along the yield curve
Tsvetanov, Daniel
;
Coakley, Jerry
;
Kellard, Neil
- In:
Journal of empirical finance
38
(
2016
),
pp. 516-533
Persistent link: https://www.econbiz.de/10011663333
Saved in:
6
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
Saved in:
7
Market sentiment in commodity futures returns
Gao, Lin
;
Süss, Stephan
- In:
Journal of empirical finance
33
(
2015
),
pp. 84-103
Persistent link: https://www.econbiz.de/10011556855
Saved in:
8
The impact of liquidity risk in the Chinese banking system on the global commodity markets
Jo, Yonghwan
;
Kim, Jihee
;
Santos, Francisco
- In:
Journal of empirical finance
66
(
2022
),
pp. 23-50
Persistent link: https://www.econbiz.de/10013370586
Saved in:
9
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
10
Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Bollerslev, Tim
;
Cai, Jun
;
Song, Frank M.
- In:
Journal of empirical finance
7
(
2000
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001511696
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