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

New insights into the impact of the introduction of futures trading on stock price volatility [0.03%]

Michael D. McKenzie; Timothy J. Brailsford; Robert W. Faff Michael D. McKenzie; Timothy J. Brailsford; Robert W. Faff

Journal of futures markets. 2001;21(3):237-255. DOI:10.1002/1096-9934(200103)21:33.0.co;2-0 2001

Put-call parities and the value of early exercise for put options on a performance index [0.03%]

De Roon, Frans; Veld, Chris De Roon

Journal of Futures Markets. 1996;16(1):71-80. DOI:10.1002/(sici)1096-9934(199602)16:13.0.co;2-e 1996

A reexamination of portfolio insurance: The use of index put options [0.03%]

Tian, Yisong Tian

Journal of Futures Markets. 1996;16(2):163-188. DOI:10.1002/(sici)1096-9934(199604)16:23.0.co;2-i 1996

The value of information in the presence of futures markets [0.03%]

Sulganik, Eyal; Zilcha, Itzhak Sulganik

Journal of Futures Markets. 1996;16(2):227-240. DOI:10.1002/(sici)1096-9934(199604)16:23.0.co;2-m 1996

Efficient option-implied volatility estimators [0.03%]

Corrado, Charles J.; Miller, Thomas W. Corrado

Journal of Futures Markets. 1996;16(3):247-272. DOI:10.1002/(sici)1096-9934(199605)16:33.0.co;2-j 1996

Detecting volatility changes across the oil sector [0.03%]

Wilson, Berry; Aggarwal, Reena; Inclan et al. Wilson et al.

Journal of Futures Markets. 1996;16(3):313-330. DOI:10.1002/(sici)1096-9934(199605)16:33.0.co;2-m 1996

Trading costs and the relative rates of price discovery in stock, futures, and option markets [0.03%]

Fleming, Jeff; Ostdiek, Barbara; Whaley et al. Fleming et al.

Journal of Futures Markets. 1996;16(4):353-387. DOI:10.1002/(sici)1096-9934(199606)16:43.0.co;2-h 1996

Do systematic risk premiums persist in eurodollar futures prices? [0.03%]

Tim Krehbiel; Lee C. Adkins Tim Krehbiel; Lee C. Adkins

Journal of futures markets. 1996;16(4):389-403. DOI:10.1002/(sici)1096-9934(199606)16:43.0.co;2-e 1996

A further investigation of the lead-lag relationship between the cash market and stock index futures market with the use of bid/ask quotes: The case of France [0.03%]

Shyy, Gang; Vijayraghavan, Vasumathi; Scott-Quinn et al. Shyy et al.

Journal of Futures Markets. 1996;16(4):405-420. DOI:10.1002/(sici)1096-9934(199606)16:43.0.co;2-m 1996

Market liquidity and depth on computerized and open outcry trading systems: A comparison of DTB and LIFFE bund contracts [0.03%]

Pirrong, Craig Pirrong

Journal of Futures Markets. 1996;16(5):519-543. DOI:10.1002/(sici)1096-9934(199608)16:53.0.co;2-j 1996