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

Cross-commodity analysis and applications to risk management [0.03%]

Reik Börger; Álvaro Cartea; Rüdiger Kiesel; Gero Schindlmayr Reik Börger; Álvaro Cartea; Rüdiger Kiesel; Gero Schindlmayr

Journal of futures markets. 2009;29(3):197-217. DOI:10.1002/fut.20359 2009

Is reversal of large stock-price declines caused by overreaction or information asymmetry: Evidence from stock and option markets [0.03%]

Hyung-Suk Choi; Narayanan Jayaraman Hyung-Suk Choi; Narayanan Jayaraman

Journal of futures markets. 2009;29(4):348-376. DOI:10.1002/fut.20360 2009

A generalization of the Barone-Adesi and Whaley approach for the analytic approximation of American options [0.03%]

Jia-Hau Guo; Mao-Wei Hung; Leh-Chyan So Jia-Hau Guo; Mao-Wei Hung; Leh-Chyan So

Journal of futures markets. 2009;29(5):478-493. DOI:10.1002/fut.20361 2009

Risk management with options and futures under liquidity risk [0.03%]

Axel F. A. Adam-Müller; Argyro Panaretou Axel F. A. Adam-Müller; Argyro Panaretou

Journal of futures markets. 2009;29(4):297-318. DOI:10.1002/fut.20362 2009

Implied deterministic volatility functions: An empirical test for Euribor options [0.03%]

I-Doun Kuo; Kai-Li Wang I-Doun Kuo; Kai-Li Wang

Journal of futures markets. 2009;29(4):319-347. DOI:10.1002/fut.20363 2009

Expiration-day effects—An Asian twist [0.03%]

Joseph K. W. Fung; Haynes H. M. Yung Joseph K. W. Fung; Haynes H. M. Yung

Journal of futures markets. 2009;29(5):430-450. DOI:10.1002/fut.20364 2009

The limits to stock index arbitrage: Examining S&P 500 futures and SPDRS [0.03%]

Nivine Richie; Robert T. Daigler; Kimberly C. Gleason Nivine Richie; Robert T. Daigler; Kimberly C. Gleason

Journal of futures markets. 2008;28(12):1182-1205. DOI:10.1002/fut.20365 2008

Large trades and intraday futures price behavior [0.03%]

Alex Frino; Johan Bjursell; George H. K. Wang; Andrew Lepone Alex Frino; Johan Bjursell; George H. K. Wang; Andrew Lepone

Journal of futures markets. 2008;28(12):1147-1181. DOI:10.1002/fut.20366 2008

A new scheme for static hedging of European derivatives under stochastic volatility models [0.03%]

Akihiko Takahashi; Akira Yamazaki Akihiko Takahashi; Akira Yamazaki

Journal of futures markets. 2009;29(5):397-413. DOI:10.1002/fut.20367 2009

Analyst forecasts and price discovery in futures markets: The case of natural gas storage [0.03%]

Gerald D. Gay; Betty J. Simkins; Marian Turac Gerald D. Gay; Betty J. Simkins; Marian Turac

Journal of futures markets. 2009;29(5):451-477. DOI:10.1002/fut.20368 2009