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期刊名：Journal of futures markets

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ISSN：0270-7314

e-ISSN：1096-9934

IF/分区：2.3/Q2

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共收录本刊相关文章索引1893条
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The information content in implied idiosyncratic volatility and the cross-section of stock returns: Evidence from the option markets [0.03%]
Dean Diavatopoulos; James S. Doran; David R. Peterson Dean Diavatopoulos; James S. Doran; David R. Peterson
Journal of futures markets. 2008;28(11):1013-1039. DOI:10.1002/fut.20327 2008
A test of the Samuelson Hypothesis using realized range [0.03%]
Petko S. Kalev; Huu Nhan Duong Petko S. Kalev; Huu Nhan Duong
Journal of futures markets. 2008;28(7):680-696. DOI:10.1002/fut.20328 2008
A note on estimating the benefit of a composite hedge [0.03%]
Donald Lien Donald Lien
Journal of futures markets. 2008;28(7):711-716. DOI:10.1002/fut.20329 2008
In search of the convexity adjustment: Evidence from the sterling futures and IMM FRA markets [0.03%]
Russell Poskitt Russell Poskitt
Journal of futures markets. 2008;28(7):617-633. DOI:10.1002/fut.20330 2008
The valuation of inflation-indexed and FX convertible bonds [0.03%]
Yoram Landskroner; Alon Raviv Yoram Landskroner; Alon Raviv
Journal of futures markets. 2008;28(7):634-655. DOI:10.1002/fut.20331 2008
Do tax-exempt yields adjust slowly to substantial changes in taxable yields? [0.03%]
Donna Dudney; John Geppert Donna Dudney; John Geppert
Journal of futures markets. 2008;28(8):763-789. DOI:10.1002/fut.20332 2008
The information content of an open limit-order book [0.03%]
Charles Cao; Oliver Hansch; Xiaoxin Wang Charles Cao; Oliver Hansch; Xiaoxin Wang
Journal of futures markets. 2009;29(1):16-41. DOI:10.1002/fut.20334 2009
Nonparametric American option pricing [0.03%]
Jamie Alcock; Trent Carmichael Jamie Alcock; Trent Carmichael
Journal of futures markets. 2008;28(8):717-748. DOI:10.1002/fut.20335 2008
Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns [0.03%]
Dimitrios D. Thomakos; Tao Wang; Jingtao Wu; Russell P. Chuderewicz Dimitrios D. Thomakos; Tao Wang; Jingtao Wu; Russell P. Chuderewicz
Journal of futures markets. 2008;28(9):815-844. DOI:10.1002/fut.20336 2008
HDD and CDD option pricing with market price of weather risk for Taiwan [0.03%]
Hung-Hsi Huang; Yung-Ming Shiu; Pei-Syun Lin Hung-Hsi Huang; Yung-Ming Shiu; Pei-Syun Lin
Journal of futures markets. 2008;28(8):790-814. DOI:10.1002/fut.20337 2008