Price monotonicity violations during stock market crashes: Evidence from the SSE 50 ETF options market.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 3, p. 533, doi. 10.1002/fut.22480
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2024 AND VI 44 AND IP 3
Results: 9
1
2
Left‐digit biases: Individual and institutional investors.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 3, p. 518, doi. 10.1002/fut.22479
- By:
- Publication type:
- Article
3
Role of derivatives market in attenuating underreaction to left‐tail risk.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 3, p. 484, doi. 10.1002/fut.22478
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- Publication type:
- Article
4
Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 3, p. 451, doi. 10.1002/fut.22477
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- Publication type:
- Article
5
Hedging performance analysis of energy markets: Evidence from copula quantile regression.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 3, p. 432, doi. 10.1002/fut.22476
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- Publication type:
- Article
6
The information content of wheat derivatives regarding the Ukrainian war.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 3, p. 420, doi. 10.1002/fut.22475
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- Publication type:
- Article
7
Derivative disclosures and managerial opportunism.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 3, p. 384, doi. 10.1002/fut.22472
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- Publication type:
- Article
8
Performance comparison of alternative stochastic volatility models and its determinants in energy futures: COVID‐19 and Russia–Ukraine conflict features.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 3, p. 343, doi. 10.1002/fut.22469
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- Publication type:
- Article
9
Journal of Futures Markets: Volume 44, Number 3, March 2024.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 3, p. 341, doi. 10.1002/fut.22429
- Publication type:
- Article