Works matching Options and Futures Markets

Results: 322

Hayvancılıkta Vadeli İşlem ve Opsiyon Piyasaları: Türkiye Açısından Bir Değerlendirme.

Published in:

Turkish Journal of Agricultural Economics, 2016, v. 22, n. 2, p. 77

By:

GÖKKAYA, Gül Sultan;
ADANACIOĞLU, Hakan

Publication type:

Article

Living With Inflation: A Proposal for New Futures and Options Markets.

Published in:

Financial Analysts Journal, 1980, v. 36, n. 1, p. 42, doi. 10.2469/faj.v36.n1.42

By:

Ederington, Louis H.

Publication type:

Article

A selected review of agricultural commodity futures and options markets.

Published in:

European Review of Agricultural Economics, 2004, v. 31, n. 3, p. 235, doi. 10.1093/erae/31.3.235

By:

Philip Garcia

Publication type:

Article

Determinants of investor behavior in SET50 index futures and options markets: Evidence from Thailand Futures Exchange.

Published in:

Journal of International Studies (2071-8330), 2019, v. 12, n. 3, p. 22, doi. 10.14254/2071-8330.2019/12-3/2

By:

Woradee Jongadsayakul

Publication type:

Article

The Futures and Options Markets are Alive and Well and Living in Chicago, London, New York, Tokyo and Paris … But Not in Washington, D.C.

Published in:

Financial Analysts Journal, 1990, v. 46, n. 5, p. 10

By:

Tosini, Paula A.

Publication type:

Article

Price Discovery and Causality in Futures, Option and Spot Market in India.

Published in:

Finance India, 2011, v. 25, n. 4, p. 1285

By:

Shankar, Uma;
Jaiswal, K. K.

Publication type:

Article

Volatility Integration in Spot, Futures and Options Markets: A Regulatory Perspective.

Published in:

Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020098

By:

Rastogi, Shailesh;
Athaley, Chaitaly

Publication type:

Article

The Dynamics of Trades and Quote Revisions Across Stock, Futures, and Option Markets.

Published in:

Review of Pacific Basin Financial Markets & Policies, 2008, v. 11, n. 2, p. 227, doi. 10.1142/S0219091508001337

By:

Kang, Jangkoo;
Park, Hyoung-Jin

Publication type:

Article

THE INTRADAY PRICING EFFICIENCY OF HONG KONG HANG SENG INDEX OPTIONS AND FUTURES MARKETS.

Published in:

Journal of Futures Markets, 1997, v. 17, n. 7, p. 797, doi. 10.1002/(SICI)1096-9934(199710)17:7<797::AID-FUT4>3.0.CO;2-I

By:

Fung, Joseph K.W.;
Cheng, Louis T.W.

Publication type:

Article

Assessing the Impact of Aluminum Options on Futures Market Volatility: An Empirical Study of China's Financial Markets.

Published in:

SAGE Open, 2025, v. 15, n. 1, p. 1, doi. 10.1177/21582440251321303

By:

Zhang, Xiaoyi;
Sarmidi, Tamat;
Chai, Yongxu

Publication type:

Article

Valuing options to renew at future market value: the case of commercial property leases.

Published in:

Financial Innovation, 2023, v. 9, n. 1, p. 1, doi. 10.1186/s40854-023-00479-1

By:

Wang, Jenny Jing;
Shen, Jianfu;
Pretorius, Frederik

Publication type:

Article

AN AUTOREGRESSIVE FORECAST OF THE WORLD SUGAR FUTURE OPTION MARKET.

Published in:

Journal of Financial & Quantitative Analysis, 1975, v. 10, n. 5, p. 821, doi. 10.2307/2330274

By:

Meyer, James E.;
Kim, Young Y.

Publication type:

Article

Evidence on the arbitrage efficiency of SPI index futures and options markets.

Published in:

Asia-Pacific Financial Markets, 2006, v. 13, n. 1, p. 71, doi. 10.1007/s10690-007-9035-z

By:

Li, Steven;
Alfay, Elia

Publication type:

Article

One Market? Stocks, Futures, and Options During October 1987.

Published in:

Journal of Finance (Wiley-Blackwell), 1992, v. 47, n. 3, p. 851, doi. 10.1111/j.1540-6261.1992.tb03997.x

By:

Kleidon, Allan W.;
Whaley, Robert E.

Publication type:

Article

A Treatise on Markets, Spot, Futures, and Options.

Published in:

1981

By:

Sosin, Howard B.

Publication type:

Book Review

A POSSIBLE TREND OF OPTION ON FUTURES IN ROMANIAN CAPITAL MARKET.

Published in:

Annals of DAAAM & Proceedings, 2009, p. 1615

By:

VANCEA, Smaranda;
HORJA, Monica Ioana;
AVRAM, Eeonora Laura;
IGNAT, Andreea Brindusa

Publication type:

Article

A Study of Mispricing and Parity in the Hang Seng Futures and Options Markets.

Published in:

Review of Pacific Basin Financial Markets & Policies, 2002, v. 5, n. 3, p. 373, doi. 10.1142/S0219091502000869

By:

Lai, Kelvin Wai Lung;
Marshall, Andrew

Publication type:

Article

Vadeli İşlem Piyasalarında Haftanın Günleri Etkisi ve Tatil Anomalisinin Tespiti Üzerine Bir Analiz.

Published in:

Academic Review of Economics & Administrative Sciences, 2015, v. 8, n. 1, p. 43

By:

Gümüş, Fatih Burak;
Durmuşkaya, Sedat

Publication type:

Article

Futures and options, winners and losers: The first comprehensive survey of the global market in financial futures and options.

Published in:: 1990
Publication type:: Report

Hedging in Futures and Options Markets with Basis Risk.

Published in:

Journal of Futures Markets, 2002, v. 22, n. 1, p. 59, doi. 10.1002/fut.2207

By:

Mahul, Olivier

Publication type:

Article

The Effects of USDA Reports in Futures and Options Markets.

Published in:

Journal of Futures Markets, 1993, v. 13, n. 2, p. 157, doi. 10.1002/fut.3990130204

By:

Fortenbery, T. Randall;
Sumner, Daniel A.

Publication type:

Article

Futures Option Expirations and Volatility in the Stick Index Futures Market.

Published in:

Journal of Futures Markets, 1991, v. 11, n. 3, p. 319, doi. 10.1002/fut.3990110306

By:

Hancock, G.D.

Publication type:

Article

Information Content of Volatilities Implied by Option Premiums in Grain Futures Markets.

Published in:

Journal of Futures Markets, 1990, v. 10, n. 1, p. 13, doi. 10.1002/fut.3990100103

By:

Wilson, William W.;
Hung-Gay Fung

Publication type:

Article

Option Price Behavior in Grain Futures Markets.

Published in:

Journal of Futures Markets, 1988, v. 8, n. 1, p. 47, doi. 10.1002/fut.3990080105

By:

Wilson, William W.;
Fung, Hung-Gay;
Ricks, Michael

Publication type:

Article

Empirical Tests of the Efficiency of the Currency Futures Options Market.

Published in:

Journal of Futures Markets, 1987, v. 7, n. 6, p. 695, doi. 10.1002/fut.3990070608

By:

Ogden, Joseph P.;
Tucker, Alan L.

Publication type:

Article

A Note on Volatility and Pricing of Futures Options During Choppy Markets.

Published in:

Journal of Futures Markets, 1987, v. 7, n. 3, p. 333, doi. 10.1002/fut.3990070309

By:

Webb, Robert I.

Publication type:

Article

The Quality Option in the Treasury Bond Futures Market: An Empirical Assessment.

Published in:

Journal of Futures Markets, 1986, v. 6, n. 2, p. 231, doi. 10.1002/fut.3990060206

By:

Kane, Alex;
Marcus, Alan J.

Publication type:

Article

Index-Based Futures and Options Markets in Real Estate.

Published in:

Journal of Portfolio Management, 1993, v. 19, n. 2, p. 83, doi. 10.3905/jpm.1993.409441

By:

Case Jr., Karl E.;
Shiller, Robert J.;
Weiss, Allan N.

Publication type:

Article

Efficiency of Indian Option Market: Estimation of Future Market Volatility Using Implied Volatility.

Published in:

SDMIMD Journal of Management, 2019, v. 10, n. 1, p. 11, doi. 10.18311/sdmimd/2019/23183

By:

Viswanathan, T.;
Sriram, R.;
Mukherjee, Prarthana

Publication type:

Article

Informational Role of Options Open Interests and Volume in Forecasting Future Prices: A Study on Indian Market.

Published in:

IUP Journal of Financial Economics, 2010, v. 8, n. 3, p. 49

By:

Pathak, Rajesh;
Rastogi, Nikhil

Publication type:

Article

Oil and Gas Futures and Options Market.

Published in:

Rudarsko-Geolosko-Naftni Zbornik, 2017, v. 32, n. 4, p. 45, doi. 10.17794/rgn.2017.4.5

By:

Nosić, Ante;
Sedlar, Daria Karasalihovic;
Jukic, Lucija

Publication type:

Article

COMMENT: 'AN AUTOREGRESSIVE FORECAST OF THE WORLD SUGAR FUTURE OPTION MARKET'

Published in:

Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 5, p. 883, doi. 10.2307/2330262

By:

Taylor, Stephen J.;
Kingsman, Brian G.

Publication type:

Article

COMMENT: 'AN AUTOREGRESSIVE FORECAST OF THE WORLD SUGAR FUTURE OPTION MARKET'

Published in:

Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 5, p. 879, doi. 10.2307/2330261

By:

Anderson, O. D.

Publication type:

Article

Production, hedging and speculative decisions with options and futures markets: Comment.

Published in:

American Journal of Agricultural Economics, 1993, v. 75, n. 3, p. 745, doi. 10.2307/1243582

By:

Aradhyula, Satheesh V.;
Choi, E. Kwan

Publication type:

Article

Production, hedging and speculative decisions with options and futures markets: Reply.

Published in:

American Journal of Agricultural Economics, 1993, v. 75, n. 3, p. 748, doi. 10.2307/1243583

By:

Lapan, Harvey;
Moschini, Giancarlo

Publication type:

Article

Production, hedging, and speculative decisions with options and futures markets.

Published in:

American Journal of Agricultural Economics, 1991, v. 73, n. 1, p. 66, doi. 10.2307/1242884

By:

Lapan, Harvey;
Moschini, Giancarlo

Publication type:

Article

THE INFORMATION CONTENT OF THE EURO-BUND FUTURES OPTION MARKETS.

Published in:

Review of Futures Markets, 2013, v. 21, n. 2, p. 195

By:

Johnson, Eric;
Shengxiong Wu

Publication type:

Article

VADELİ İŞLEM PİYASALARINDA HAFTANIN GÜNÜ VE OCAK AYI ETKİSİ: KARŞILAŞTIRMALI ANALİZ (VİOB AND BİST).

Published in:

Journal of International Social Research, 2016, v. 9, n. 42, p. 1604

By:

ÖZARI, Çiğdem;
TURAN, Kemal Kağan

Publication type:

Article

An Empirical Investigation of the Lead-Lag Relations of Returns and Volatilities among the KOSPI200 Spot, Futures and Options Markets and their Explanations.

Published in:

Journal of Emerging Market Finance, 2006, v. 5, n. 3, p. 235, doi. 10.1177/097265270600500303

By:

Kang, Jangkoo;
Lee, Chang Joo;
Lee, Soonhee

Publication type:

Article

Intraday Lead-Lag Relationships Between the Futures-, Options and Stock Market.

Published in:

European Finance Review, 1997, v. 1, n. 3, p. 337

By:

De Jong, Frank;
Donders, Monique W. M.

Publication type:

Article

An Empirical Investigation of the Market for Comex Gold Futures Options.

Published in:

Journal of Finance (Wiley-Blackwell), 1987, v. 42, n. 5, p. 1187, doi. 10.1111/j.1540-6261.1987.tb04360.x

By:

BAILEY, WARREN

Publication type:

Article

Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market.

Published in:

Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 1, p. 195, doi. 10.1111/j.1540-6261.1986.tb04499.x

By:

KANE, ALEX;
MARCUS, ALAN J.

Publication type:

Article

Expiration Hour Effect of Futures and Options Markets on Stock Market: A Case Study on NSE.

Published in:

2011

By:

Bhatt, Rajesh;
Maniar, Hiren M.;
Maniyar, Dharmesh M.

Publication type:

Case Study

Arbitrage Opportunities in Intraday Trading between Futures, Options and Cash Markets: Case Study on NSE India.

Published in:

Finance India, 2011, v. 25, n. 1, p. 163

By:

BHATT, RAJESH;
MANIAR, HIREN M.;
MANIYAR, DHARMESH M.

Publication type:

Article

Effects of the Covid‐19 pandemic on derivatives markets: Evidence from global futures and options exchanges.

Published in:

Journal of Futures Markets, 2022, v. 42, n. 5, p. 823, doi. 10.1002/fut.22310

By:

Emm, Ekaterina E.;
Gay, Gerald D.;
Ma, Han;
Ren, Honglin

Publication type:

Article

How trading in commodity futures option markets impacts commodity futures prices.

Published in:

Journal of Futures Markets, 2021, v. 41, n. 8, p. 1333, doi. 10.1002/fut.22221

By:

Luo, Xingguo;
Lin, Yuting;
Yu, Xiaoli;
He, Feng

Publication type:

Article

Pricing and calibration of the futures options market: A unified approximation.

Published in:

Journal of Futures Markets, 2021, v. 41, n. 7, p. 1074, doi. 10.1002/fut.22206

By:

Lian, Xiaotong;
Song, Yingda

Publication type:

Article

When trading options is not the only option: The effects of single‐stock futures trading on options market quality.

Published in:

Journal of Futures Markets, 2020, v. 40, n. 9, p. 1398, doi. 10.1002/fut.22126

By:

Jiang, George J.;
Shimizu, Yoshiki;
Strong, Cuyler

Publication type:

Article

Price discovery among SSE 50 Index‐based spot, futures, and options markets.

Published in:

Journal of Futures Markets, 2019, v. 39, n. 2, p. 238, doi. 10.1002/fut.21970

By:

Ahn, Kwangwon;
Bi, Yingyao;
Sohn, Sungbin

Publication type:

Article

Price Discovery in Futures and Options Markets.

Published in:

Journal of Futures Markets, 2014, v. 34, n. 9, p. 853, doi. 10.1002/fut.21623

By:

Boyd, Naomi;
Locke, Peter

Publication type:

Article