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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
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Do small traders contribute to price discovery? Evidence from the Hong Kong Hang Seng Index markets [0.03%]
Libin Tao; Frank M. Song Libin Tao; Frank M. Song
Journal of futures markets. 2010;30(2):0-0. DOI:10.1002/fut.20410 2010
Dealing with downside risk in a multi-commodity setting: A case for a “Texas hedge”? [0.03%]
Gabriel J. Power; Dmitry Vedenov Gabriel J. Power; Dmitry Vedenov
Journal of futures markets. 2010;30(3):0-0. DOI:10.1002/fut.20411 2010
Do volatility determinants vary across futures contracts? Insights from a smoothed Bayesian estimator [0.03%]
Berna Karali; Jeffrey H. Dorfman; Walter N. Thurman Berna Karali; Jeffrey H. Dorfman; Walter N. Thurman
Journal of futures markets. 2010;30(3):0-0. DOI:10.1002/fut.20412 2010
The effects of skewness on optimal production and hedging decisions: An application of the skew-normal distribution [0.03%]
Donald Lien Donald Lien
Journal of futures markets. 2010;30(3):0-0. DOI:10.1002/fut.20413 2010
The economic significance of conditional skewness in index option markets [0.03%]
Ranjini Jha; Madhu Kalimipalli Ranjini Jha; Madhu Kalimipalli
Journal of futures markets. 2010;30(4):0-0. DOI:10.1002/fut.20414 2010
Volatility components: The term structure dynamics of VIX futures [0.03%]
Zhongjin Lu; Yingzi Zhu Zhongjin Lu; Yingzi Zhu
Journal of futures markets. 2010;30(3):0-0. DOI:10.1002/fut.20415 2010
Strategic order splitting, order choice, and aggressiveness: Evidence from the Taiwan futures exchange [0.03%]
Robin K. Chou; Yun-Yi Wang Robin K. Chou; Yun-Yi Wang
Journal of futures markets. 2009;29(12):1102-1129. DOI:10.1002/fut.20416 2009
The bias in time series volatility forecasts [0.03%]
Louis H. Ederington; Wei Guan Louis H. Ederington; Wei Guan
Journal of futures markets. 2010;30(4):0-0. DOI:10.1002/fut.20417 2010
Are credit spreads too low or too high? A hybrid barrier option approach for financial distress [0.03%]
William Lin; David Sun William Lin; David Sun
Journal of futures markets. 2009;29(12):1161-1189. DOI:10.1002/fut.20418 2009
Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth [0.03%]
Paul Kofman; David Michayluk; James T. Moser Paul Kofman; David Michayluk; James T. Moser
Journal of futures markets. 2009;29(12):1130-1160. DOI:10.1002/fut.20419 2009