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~isPartOf:"The journal of futures markets"
~subject:"Share price"
~subject:"United States"
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United States
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39
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
2,229
Discussion paper series / IZA
589
Discussion paper / Centre for Economic Policy Research
496
NBER working paper series
485
Applied economics
376
The American economic review
261
NBER Working Paper
258
The review of economics and statistics
256
Applied economics letters
237
CESifo working papers
234
Working paper
194
Finance and economics discussion series
193
Applied financial economics
168
The journal of finance : the journal of the American Finance Association
165
Economic modelling
157
Journal of banking & finance
151
Finance research letters
140
Economics of education review
139
International review of economics & finance : IREF
135
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
135
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
134
Economics letters
132
Discussion paper
129
International review of financial analysis
121
The North American journal of economics and finance : a journal of financial economics studies
121
American economic journal : a journal of the American Economic Association
118
Journal of political economy
116
Journal of econometrics
114
Journal of human resources : JHR
114
The review of financial studies
114
American journal of agricultural economics
108
Journal of international money and finance
105
Journal of empirical finance
104
Journal of labor economics
103
Journal of monetary economics
102
Journal of money, credit and banking : JMCB
101
Journal of applied econometrics
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Journal of financial economics
99
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ECONIS (ZBW)
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1
Pricing Eurodollar futures options with the Ho and Lee and Black, Derman, and Toy models : an empirical comparison
Mathis, Roswell E.
;
Bierwag, Gerald O.
- In:
The journal of futures markets
19
(
1999
)
3
,
pp. 291-306
Persistent link: https://www.econbiz.de/10001377950
Saved in:
2
Derivatives and the price of risk
Bollen, Nicolas P. B.
- In:
The journal of futures markets
17
(
1997
)
7
,
pp. 839-854
Persistent link: https://www.econbiz.de/10001228456
Saved in:
3
Predicting spot exchange rates in a nonlinear estimation framework using futures prices
Parhizgari, Ali M.
- In:
The journal of futures markets
17
(
1997
)
8
,
pp. 935-956
Persistent link: https://www.econbiz.de/10001232833
Saved in:
4
Volume and price relationships : hypothesis and testing for agricultural futures
Malliaris, Anastasios G.
- In:
The journal of futures markets
18
(
1998
)
1
,
pp. 53-72
Persistent link: https://www.econbiz.de/10001234360
Saved in:
5
Extracting market views from the price of options on futures
Martinez, Gregory M.
- In:
The journal of futures markets
18
(
1998
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001234362
Saved in:
6
Storage profitability and hedge ratio estimation
Lence, Sergio H.
- In:
The journal of futures markets
16
(
1996
)
6
,
pp. 655-676
Persistent link: https://www.econbiz.de/10001206957
Saved in:
7
Mean-Gini hedging in futures markets
Shalit, Haim
- In:
The journal of futures markets
15
(
1995
)
6
,
pp. 617-635
Persistent link: https://www.econbiz.de/10001186690
Saved in:
8
A trading simulation test for weak-form efficiency in live cattle futures
Kastens, Terry L.
- In:
The journal of futures markets
15
(
1995
)
6
,
pp. 649-675
Persistent link: https://www.econbiz.de/10001186692
Saved in:
9
Hedge performance of SPX index options and S&P 500 futures
Benet, Bruce A.
- In:
The journal of futures markets
15
(
1995
)
6
,
pp. 691-717
Persistent link: https://www.econbiz.de/10001186693
Saved in:
10
Are regression approach futures hedge ratios stationary?
Ferguson, Robert
- In:
The journal of futures markets
18
(
1998
)
7
,
pp. 851-866
Persistent link: https://www.econbiz.de/10001249185
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