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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 CBOE S&P 500 three-month variance futures [0.03%]
Jin E. Zhang; Yuqin Huang Jin E. Zhang; Yuqin Huang
Journal of futures markets. 2010;30(1):48-70. DOI:10.1002/fut.20400 2010
Estimation and hedging effectiveness of time-varying hedge ratio: Flexible bivariate garch approaches [0.03%]
Sung Yong Park; Sang Young Jei Sung Yong Park; Sang Young Jei
Journal of futures markets. 2010;30(1):71-99. DOI:10.1002/fut.20401 2010
Corporate usage of financial derivatives, information asymmetry, and insider trading [0.03%]
Hoa Nguyen; Robert Faff; Allan Hodgson Hoa Nguyen; Robert Faff; Allan Hodgson
Journal of futures markets. 2010;30(1):25-47. DOI:10.1002/fut.20402 2010
The performance of traders' rules in options market [0.03%]
Sol Kim Sol Kim
Journal of futures markets. 2009;29(11):999-1020. DOI:10.1002/fut.20403 2009
Threshold levels, strike price grid, and other market microstructure issues associated with exchange-traded equity options [0.03%]
Edwin D. Maberly; Raylene M. Pierce; Patrick Catania Edwin D. Maberly; Raylene M. Pierce; Patrick Catania
Journal of futures markets. 2010;30(2):0-0. DOI:10.1002/fut.20404 2010
The information content of implied volatility: Evidence from Australia [0.03%]
Bart Frijns; Christian Tallau; Alireza Tourani-Rad Bart Frijns; Christian Tallau; Alireza Tourani-Rad
Journal of futures markets. 2010;30(2):0-0. DOI:10.1002/fut.20405 2010
Model risk adjusted hedge ratios [0.03%]
Carol Alexander; Andreas Kaeck; Leonardo M. Nogueira Carol Alexander; Andreas Kaeck; Leonardo M. Nogueira
Journal of futures markets. 2009;29(11):1021-1049. DOI:10.1002/fut.20406 2009
Narrow framing: Professions, sophistication, and experience [0.03%]
Yu-Jane Liu; Ming-Chun Wang; Longkai Zhao Yu-Jane Liu; Ming-Chun Wang; Longkai Zhao
Journal of futures markets. 2010;30(3):0-0. DOI:10.1002/fut.20407 2010
A maximal affine stochastic volatility model of oil prices [0.03%]
W. Keener Hughen W. Keener Hughen
Journal of futures markets. 2010;30(2):0-0. DOI:10.1002/fut.20408 2010
Pricing American options by canonical least-squares Monte Carlo [0.03%]
Qiang Liu Qiang Liu
Journal of futures markets. 2010;30(2):0-0. DOI:10.1002/fut.20409 2010