Journal of futures markets文章索引

期刊名：Journal of futures markets

缩写：

ISSN：0270-7314

e-ISSN：1096-9934

IF/分区：2.3/Q2

共收录本刊相关文章索引1893条

Does adverse selection affect bid–ask spreads for options? [0.03%]

Söhnke M. Bartram; Frank Fehle; David G. Shrider Söhnke M. Bartram; Frank Fehle; David G. Shrider

Journal of futures markets. 2008;28(5):417-437. DOI:10.1002/fut.20316 2008

Volatility dynamics of NYMEX natural gas futures prices [0.03%]

Hiroaki Suenaga; Aaron Smith; Jeffrey Williams Hiroaki Suenaga; Aaron Smith; Jeffrey Williams

Journal of futures markets. 2008;28(5):438-463. DOI:10.1002/fut.20317 2008

Tick sizes and relative rates of price discovery in stock, futures, and options markets: Evidence from the Taiwan stock exchange [0.03%]

Yu-Lun Chen; Yin-Feng Gau Yu-Lun Chen; Yin-Feng Gau

Journal of futures markets. 2009;29(1):74-93. DOI:10.1002/fut.20319 2009

Credit risk management in Greater China [0.03%]

Hans Byström Hans Byström

Journal of futures markets. 2008;28(6):582-597. DOI:10.1002/fut.20320 2008

Estimation and forecasting of stock volatility with range-based estimators [0.03%]

Joshy Jacob; Vipul Joshy Jacob; Vipul

Journal of futures markets. 2008;28(6):561-581. DOI:10.1002/fut.20321 2008

A multicommodity model of futures prices: Using futures prices of one commodity to estimate the stochastic process of another [0.03%]

Gonzalo Cortazar; Carlos Milla; Felipe Severino Gonzalo Cortazar; Carlos Milla; Felipe Severino

Journal of futures markets. 2008;28(6):537-560. DOI:10.1002/fut.20322 2008

Efficiency of single-stock futures: An intraday analysis [0.03%]

Joseph K.W. Fung; Yiuman Tse Joseph K.W. Fung; Yiuman Tse

Journal of futures markets. 2008;28(6):518-536. DOI:10.1002/fut.20323 2008

Pricing European Asian options with skewness and kurtosis in the underlying distribution [0.03%]

Keng-Hsin Lo; Kehluh Wang; Ming-Feng Hsu Keng-Hsin Lo; Kehluh Wang; Ming-Feng Hsu

Journal of futures markets. 2008;28(6):598-616. DOI:10.1002/fut.20324 2008

Cross-market efficiency in the Indian derivatives market: A test of put–call parity [0.03%]

Vipul Vipul

Journal of futures markets. 2008;28(9):889-910. DOI:10.1002/fut.20325 2008

Editor's note [0.03%]

Robert I. Webb Robert I. Webb

Journal of futures markets. 2008;28(6):517-517. DOI:10.1002/fut.20326 2008