Journal of futures markets文章索引

期刊名：Journal of futures markets

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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

Informed trading in the index option market: The case of KOSPI 200 options [0.03%]

Hee-Joon Ahn; Jangkoo Kang; Doojin Ryu Hee-Joon Ahn; Jangkoo Kang; Doojin Ryu

Journal of futures markets. 2008;28(12):1118-1146. DOI:10.1002/fut.20369 2008

Can exchange seat prices predict financial market volatility? [0.03%]

Taewoo You; Mark E. Holder Taewoo You; Mark E. Holder

Journal of futures markets. 2008;28(12):1206-1221. DOI:10.1002/fut.20371 2008

Option implied cost of equity and its properties [0.03%]

António Câmara; San-Lin Chung; Yaw-Huei Wang António Câmara; San-Lin Chung; Yaw-Huei Wang

Journal of futures markets. 2009;29(7):599-629. DOI:10.1002/fut.20372 2009

Rolling over stock index futures contracts [0.03%]

Óscar Carchano; Ángel Pardo Óscar Carchano; Ángel Pardo

Journal of futures markets. 2009;29(7):684-694. DOI:10.1002/fut.20373 2009

Do investors learn about analyst accuracy? A study of the oil futures market [0.03%]

Charles Chang; Hazem Daouk; Albert Wang Charles Chang; Hazem Daouk; Albert Wang

Journal of futures markets. 2009;29(5):414-429. DOI:10.1002/fut.20374 2009

An expanded model for the valuation of employee stock options [0.03%]

Feng-Yu Liao; Yuh-Dauh Lyuu Feng-Yu Liao; Yuh-Dauh Lyuu

Journal of futures markets. 2009;29(8):713-735. DOI:10.1002/fut.20375 2009

Box-spread arbitrage efficiency of Nifty index options: The Indian evidence [0.03%]

Vipul Vipul

Journal of futures markets. 2009;29(6):544-562. DOI:10.1002/fut.20376 2009

International evidence on alternative models of the term structure of volatilities [0.03%]

Antonio Díaz; Vicente Meneu; Eliseo Navarro Antonio Díaz; Vicente Meneu; Eliseo Navarro

Journal of futures markets. 2009;29(7):653-683. DOI:10.1002/fut.20377 2009

Options on normal underlyings with an application to the pricing of survivor swaptions [0.03%]

Paul Dawson; Kevin Dowd; Andrew J. G. Cairns; David Blake Paul Dawson; Kevin Dowd; Andrew J. G. Cairns; David Blake

Journal of futures markets. 2009;29(8):757-774. DOI:10.1002/fut.20378 2009

Minimum variance cross hedging under mean-reverting spreads, stochastic convenience yields, and jumps: Application to the airline industry [0.03%]

Mark Bertus; Jonathan Godbey; Jimmy E. Hilliard Mark Bertus; Jonathan Godbey; Jimmy E. Hilliard

Journal of futures markets. 2009;29(8):736-756. DOI:10.1002/fut.20379 2009