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The short-run dynamics of the...
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USA
United States
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Volatility
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Ederington, Louis H.
26
Lee, Jae-ha
11
Guan, Wei
7
Goh, Jeremy C.
4
Chaput, J. Scott
3
Fernando, Chitru S.
2
Franckle, Charles Travers
2
Linn, Scott C.
2
Stock, Duane R.
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Yang, Zongfei
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The journal of futures markets
6
The journal of finance : the journal of the American Finance Association
4
Journal of financial and quantitative analysis : JFQA
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of financial research
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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1
Financial engineering and the Japanese markets
1
Interest rate futures : concepts and issues
1
Journal of financial markets
1
Journal of international money and finance
1
Review of futures markets
1
Review of quantitative finance and accounting
1
Selected writings on futures markets : explorations in financial futures markets
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ECONIS (ZBW)
34
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1
The response of the Dollar/Yen exchange rate to economic announcements
Ederington, Louis H.
- In:
Financial engineering and the Japanese markets
1
(
1994
)
2
,
pp. 111-128
Persistent link: https://www.econbiz.de/10001187915
Saved in:
2
How markets process information : news releases and volatility
Ederington, Louis H.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
4
,
pp. 1161-1191
Persistent link: https://www.econbiz.de/10001152163
Saved in:
3
Intraday volatility in interest-rate and foreign-exchange markets : ARCH, announcement, and seasonality effects
Ederington, Louis H.
;
Lee, Jae-ha
- In:
The journal of futures markets
21
(
2001
)
6
,
pp. 517-552
Persistent link: https://www.econbiz.de/10001579721
Saved in:
4
The creation and resolution of market uncertainty : the impact of information releases on implied volatility
Ederington, Louis H.
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
4
,
pp. 513-539
Persistent link: https://www.econbiz.de/10001219191
Saved in:
5
Who trades futures and how : evidence from the heating oil futures market
Ederington, Louis H.
;
Lee, Jae-ha
- In:
The journal of business : B
75
(
2002
)
2
,
pp. 353-373
Persistent link: https://www.econbiz.de/10001682435
Saved in:
6
Stock index futures arbitrage and intraday tests of market efficiency
Lee, Jae-ha
-
1988
Persistent link: https://www.econbiz.de/10000831596
Saved in:
7
Embedded options and interest rate risk for insurance companies, banks and other financial institutions
Lee, Jae-ha
;
Stock, Duane R.
- In:
The quarterly review of economics and finance : journal …
40
(
2000
)
2
,
pp. 169-187
Persistent link: https://www.econbiz.de/10001509385
Saved in:
8
Intraday and overnight volatility of stock index and stock index futures returns
Lee, Jae-ha
- In:
Review of futures markets
13
(
1994
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10001183978
Saved in:
9
A transactions data analysis of arbitrage between index options and index futures
Lee, Jae-ha
- In:
The journal of futures markets
13
(
1993
)
8
,
pp. 889-902
Persistent link: https://www.econbiz.de/10001158683
Saved in:
10
The intraday ex post and ex ante profitability of index arbitrage
Klemkosky, Robert C.
- In:
The journal of futures markets
11
(
1991
)
3
,
pp. 291-311
Persistent link: https://www.econbiz.de/10001104845
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