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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
Clinical Trial Case Reports Meta-Analysis RCT Review Systematic Review
Classical Article Case Reports Clinical Study Clinical Trial Clinical Trial Protocol Comment Comparative Study Editorial Guideline Letter Meta-Analysis Multicenter Study Observational Study Randomized Controlled Trial Review Systematic Review
The impact of return nonnormality on exchange options [0.03%]
Minqiang Li Minqiang Li
Journal of futures markets. 2008;28(9):845-870. DOI:10.1002/fut.20348 2008
On the exit value of a forward contract [0.03%]
Gabriel J. Power; Calum G. Turvey Gabriel J. Power; Calum G. Turvey
Journal of futures markets. 2009;29(2):179-196. DOI:10.1002/fut.20350 2009
Who knows more about future currency volatility? [0.03%]
Charlie Charoenwong; Nattawut Jenwittayaroje; Buen Sin Low Charlie Charoenwong; Nattawut Jenwittayaroje; Buen Sin Low
Journal of futures markets. 2009;29(3):270-295. DOI:10.1002/fut.20351 2009
Do futures lead price discovery in electronic foreign exchange markets? [0.03%]
Juan Cabrera; Tao Wang; Jian Yang Juan Cabrera; Tao Wang; Jian Yang
Journal of futures markets. 2009;29(2):137-156. DOI:10.1002/fut.20352 2009
Estimation of physical intensity models for default risk [0.03%]
Michel Denault; Geneviève Gauthier; Jean-Guy Simonato Michel Denault; Geneviève Gauthier; Jean-Guy Simonato
Journal of futures markets. 2009;29(2):95-113. DOI:10.1002/fut.20353 2009
After-hours trading in equity futures markets [0.03%]
Mardi Dungey; Luba Fakhrutdinova; Charles Goodhart Mardi Dungey; Luba Fakhrutdinova; Charles Goodhart
Journal of futures markets. 2009;29(2):114-136. DOI:10.1002/fut.20354 2009
Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited [0.03%]
David G. McMillan; Numan Ülkü David G. McMillan; Numan Ülkü
Journal of futures markets. 2009;29(3):218-243. DOI:10.1002/fut.20355 2009
A new information share measure [0.03%]
Donald Lien; Keshab Shrestha Donald Lien; Keshab Shrestha
Journal of futures markets. 2009;29(4):377-395. DOI:10.1002/fut.20356 2009
Decimalization, ETFs and futures pricing efficiency [0.03%]
Wei-Peng Chen; Robin K. Chou; Huimin Chung Wei-Peng Chen; Robin K. Chou; Huimin Chung
Journal of futures markets. 2009;29(2):157-178. DOI:10.1002/fut.20357 2009
A comparison of alternative approaches for determining the downside risk of hedge fund strategies [0.03%]
Daniel Giamouridis; Ioanna Ntoula Daniel Giamouridis; Ioanna Ntoula
Journal of futures markets. 2009;29(3):244-269. DOI:10.1002/fut.20358 2009