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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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Intraday price formation and bid–ask spread components: A new approach using a cross-market model [0.03%]
Doojin Ryu Doojin Ryu
Journal of futures markets. 2011;31(12):1142-1169. DOI:10.1002/fut.20533 2011
A comparative study of range-based stock return volatility estimators for the German market [0.03%]
Neda Todorova; Sven Husmann Neda Todorova; Sven Husmann
Journal of futures markets. 2012;32(6):560-586. DOI:10.1002/fut.20534 2012
The performance of alternative futures buy-write strategies [0.03%]
Sanry Y.S. Che; Joseph K.W. Fung Sanry Y.S. Che; Joseph K.W. Fung
Journal of futures markets. 2011;31(12):1202-1227. DOI:10.1002/fut.20535 2011
The impact of a pro-rata algorithm on liquidity: Evidence from the NYSE LIFFE [0.03%]
Andrew Lepone; Jin Young Yang Andrew Lepone; Jin Young Yang
Journal of futures markets. 2012;32(7):660-682. DOI:10.1002/fut.20536 2012
Does model fit matter for hedging? Evidence from FTSE 100 options [0.03%]
Carol Alexander; Andreas Kaeck Carol Alexander; Andreas Kaeck
Journal of futures markets. 2012;32(7):609-638. DOI:10.1002/fut.20537 2012
Has the introduction of S&P 500 ETF options led to improvements in price discovery of SPDRs? [0.03%]
Wei-Peng Chen; Huimin Chung Wei-Peng Chen; Huimin Chung
Journal of futures markets. 2012;32(7):683-711. DOI:10.1002/fut.20538 2012
Multivariate downside risk: Normal versus Variance Gamma [0.03%]
Martin Wallmeier; Martin Diethelm Martin Wallmeier; Martin Diethelm
Journal of futures markets. 2012;32(5):431-458. DOI:10.1002/fut.20539 2012
Time-varying jump risk premia in stock index futures returns [0.03%]
Wing Hong Chan; Liling Feng Wing Hong Chan; Liling Feng
Journal of futures markets. 2012;32(7):639-659. DOI:10.1002/fut.20540 2012
Commonality in trading activity and futures-cash basis: Evidence from the Taiwan futures and stock markets [0.03%]
Hsiu-Chuan Lee; Cheng-Yi Chien; Tzu-Hsiang Liao Hsiu-Chuan Lee; Cheng-Yi Chien; Tzu-Hsiang Liao
Journal of futures markets. 2012;32(10):0-0. DOI:10.1002/fut.20541 2012
Optimal hedging with higher moments [0.03%]
Chris Brooks; Alešs Černý; Joëlle Miffre Chris Brooks; Alešs Černý; Joëlle Miffre
Journal of futures markets. 2012;32(10):0-0. DOI:10.1002/fut.20542 2012