Works matching DE "FINANCIAL futures"

Results: 445

Spot Bitcoin ETFs: The Struggle Was Worth It.

Published in:

Financial Analysts Journal, 2025, v. 81, n. 2, p. 39, doi. 10.1080/0015198X.2025.2458054

By:

Hornback, Andrew M.;
Whaley, Robert E.

Publication type:

Article

A DEFENCE OF EQUALISING GRANTS TO LOCAL AUTHORITIES.

Published in:

Scottish Journal of Political Economy, 1982, v. 29, n. 1, p. 102, doi. 10.1111/j.1467-9485.1982.tb00440.x

By:

King, David N.

Publication type:

Article

ESTIMATION OF THE OPTIMAL FUTURES HEDGE.

Published in:

Review of Economics & Statistics, 1988, v. 70, n. 4, p. 623, doi. 10.2307/1935825

By:

Cecchetti, Stephen G.;
Cumby, Robert E.;
Figlewski, Stephen

Publication type:

Article

FINANCIAL CONSEQUENCES OF ANTITRUST ENFORCEMENT.

Published in:

Review of Economics & Statistics, 1983, v. 65, n. 3, p. 501, doi. 10.2307/1924198

By:

Choi, Dosoung;
Philippatos, George C.

Publication type:

Article

We Expect Stocks to Rise, but We Do Not Know When and Which Ones: Excessive Optimism in Predicting Future Stock Indices Returns.

Published in:

Studia Psychologica, 2017, v. 59, n. 2, p. 113, doi. 10.21909/sp.2017.02.734

By:

Grežo, Matúš

Publication type:

Article

The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model.

Published in:

Asia-Pacific Financial Markets, 2023, v. 30, n. 1, p. 231, doi. 10.1007/s10690-022-09393-5

By:

Shaik, Muneer;
Rehman, Mohd Ziaur

Publication type:

Article

Impact of the Adjustment of Maximum Order Volume on Pricing Efficiency of Stock Index Futures in China.

Published in:

Discrete Dynamics in Nature & Society, 2020, p. 1, doi. 10.1155/2020/7916496

By:

Wang, Liang;
Xu, Tingjia;
Qin, Longhao;
Xiong, Xianyan

Publication type:

Article

ANALYSIS OF THE DYNAMICS OF EUROPE STOCK MARKETS DEVELOPMENT.

Published in:

Financial & Credit Activity: Problems of Theory & Practice, 2023, v. 4, n. 51, p. 175, doi. 10.55643/fcaptp.4.51.2023.4038

By:

Serhiienko, Olena;
Bril, Mykhailo;
Baranova, Valeria;
Tatar, Maryna;
Bilotserkivskyi, Oleksandr

Publication type:

Article

Analyzing time–frequency connectedness between cryptocurrencies, stock indices, and benchmark crude oils during the COVID-19 pandemic.

Published in:

Financial Innovation, 2024, v. 10, n. 1, p. 1, doi. 10.1186/s40854-024-00645-z

By:

Ghazani, Majid Mirzaee;
Malekshah, Ali Akbar Momeni;
Khosravi, Reza

Publication type:

Article

Futures, Wellbeing, and Flourishing Communities.

Published in:

International Journal of Social Sustainability in Economic, Social & Cultural Context, 2014, v. 9, n. 4, p. 41, doi. 10.18848/2325-1115/cgp/v09i04/55246

By:

Lloyd, David G.

Publication type:

Article

An Alternative Formulation for the Pricing of Stock Index Futures: Theoretical and Empirical Perspectives.

Published in:

International Journal of Business & Economics, 2007, v. 6, n. 2, p. 121

By:

Wang, Chou-Wen;
Wu, Ting-Yi

Publication type:

Article

INVESTIGATION OF A LEAD-LAG RELATIONSHIP BETWEEN SPOT AND FUTURES INDICES OF THE HANG SENG STOCK AVERAGE.

Published in:

International Journal of Business Studies, 2007, v. 15, n. 1, p. 69

By:

Rajaguru, Gulasekaran;
Pattnayak, Sanja Samirana

Publication type:

Article

2012 Forecast: Recovery…Or Recession?

Published in:: Financial Executive, 2012, v. 28, n. 1, p. 21
Publication type:: Article

Missing the Boat: When Is It Too Late to Start Hedging?

Published in:

Financial Executive, 2005, v. 21, n. 5, p. 54

By:

Okochi, Jiro

Publication type:

Article

Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realized Volatility.

Published in:

Annals of Financial Economics, 2023, v. 18, n. 2, p. 1, doi. 10.1142/S2010495222300010

By:

Shiba, Sisa;
Cunado, Juncal;
Gupta, Rangan;
Goswami, Samrat

Publication type:

Article

CAUSALITY, INFORMATION FLOW, AND CO-MOVEMENT ANALYSIS OF MAJOR STOCK INDICES.

Published in:

Annals of Financial Economics, 2022, v. 17, n. 3, p. 1, doi. 10.1142/S2010495222500191

By:

KARATAS, CENGIZ;
UNAL, GAZANFER

Publication type:

Article

The Performance of US Marijuana Stocks.

Published in:

Journal of Accounting & Finance (2158-3625), 2021, v. 21, n. 4, p. 42

By:

Cox, Raymond A. K.;
Quan Cheng

Publication type:

Article

Managerial Challenges in Investment Market Research.

Published in:

Journal of Economics & Business Research, 2012, v. 18, n. 2, p. 101

By:

Manaţe, Daniel;
Iacob, Mihaela

Publication type:

Article

The Impact of Stock, Energy and Foreign Exchange Markets on the Sugar Market.

Published in:

International Journal of Economic Sciences & Applied Research, 2010, v. 3, n. 1, p. 109

By:

Sariannidis, Nikolaos

Publication type:

Article

An Analysis of Interactions Between Bitcoin Spot and Futures Markets.

Published in:

IUP Journal of Applied Finance, 2023, v. 29, n. 3, p. 15

By:

Kaur, Karamjeet

Publication type:

Article

On measuring speculative and hedging activities in futures markets from volume and open interest data.

Published in:

Applied Economics, 2010, v. 42, n. 12, p. 1549, doi. 10.1080/00036840701721489

By:

Lucia, Julio J.;
Pardo, Angel

Publication type:

Article

Dynamic hedge ratio for stock index futures: application of threshold VECM.

Published in:

Applied Economics, 2010, v. 42, n. 11, p. 1403, doi. 10.1080/00036840701721380

By:

Li, Ming-Yuan Leon

Publication type:

Article

POLITIKA ZAŠTITE KONKURENCIJE U SRBIJI - STANJE I PERSPEKTIVE.

Published in:

Economic Themes, 2009, v. 47, n. 2, p. 229

By:

Đekić, Ivan

Publication type:

Article

BUSINESS.

Published in:: 2009
Publication type:: Abstract

Financial Futures Prediction Using Fuzzy Rough Set and Synthetic Minority Oversampling Technique.

Published in:

Advances in Mathematical Physics, 2022, p. 1, doi. 10.1155/2022/7622906

By:

Deng, Shangkun;
Zhu, Yingke;
Liu, Ruijie;
Xu, Wanyu

Publication type:

Article

Financial regulatory developments.

Published in:: Law & Financial Markets Review, 2011, v. 5, n. 3, p. 224, doi. 10.1080/17521440.2011.11428183
Publication type:: Article

Unintended consequences?

Published in:

2010

By:

Neate, Francis

Publication type:

Essay

Remedy of appropriation upheld by Privy Council.

Published in:

Law & Financial Markets Review, 2009, v. 3, n. 4, p. 339, doi. 10.1080/17521440.2009.11428063

By:

Yeowart, Geoffrey

Publication type:

Article

The Predictability Power of Trading Volume Volatility in Stock Index Futures Markets.

Published in:

ICFAI Journal of Derivatives Markets, 2008, v. 5, n. 3, p. 72

By:

Azlinna Azizan, Noor

Publication type:

Article

The Behavior of Interest Rates.

Published in:

Review of Financial Studies, 2006, v. 19, n. 2, p. 359, doi. 10.1093/rfs/hhj019

By:

Fama, Eugene F.

Publication type:

Article

Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations.

Published in:

Review of Financial Studies, 2002, v. 15, n. 2, p. 655, doi. 10.1093/rfs/15.2.655

By:

Ahn, Dong-Hyun;
Boudoukh, Jacob;
Richardson, Matthew;
Whitelaw, Robert F.

Publication type:

Article

The tulipmania: Fact or artifact?

Published in:

Public Choice, 2007, v. 130, n. 1/2, p. 99, doi. 10.1007/s11127-006-9074-4

By:

Thompson, Earl A.

Publication type:

Article

BOOSTING-BASED FRAMEWORK FOR PORTFOLIO STRATEGY DISCOVERY AND OPTIMIZATION.

Published in:

New Mathematics & Natural Computation, 2006, v. 2, n. 3, p. 315, doi. 10.1142/S1793005706000506

By:

GAVRISHCHAKA, VALERIY V.

Publication type:

Article

IAS 39: Underlying Principles.

Published in:

Accounting in Europe, 2004, v. 1, p. 21, doi. 10.1080/0963818042000262739

By:

Hague, IanP. N.

Publication type:

Article

Robust One-Period Option Hedging.

Published in:

Operations Research, 2006, v. 54, n. 6, p. 1051, doi. 10.1287/opre.1060.0352

By:

Lutgens, Frank;
Sturm, Jos;
Kolen, Antoon

Publication type:

Article

Does Short-and-Distort Scheme Really Exist? A Bitcoin Futures Audit Scheme through BIRCH & BPNN Approach.

Published in:

Computational Economics, 2024, v. 63, n. 4, p. 1649, doi. 10.1007/s10614-023-10378-3

By:

Li, Dun;
Han, Dezhi;
Zheng, Zibin;
Weng, Tien-Hsiung;
Li, Kuan-Ching;
Li, Ming;
Cai, Shaokang

Publication type:

Article

SOME EVIDENCE ON OPTION PRICES AS PREDICTORS OF VOLATILITY.

Published in:

Oxford Bulletin of Economics & Statistics, 1992, v. 54, n. 4, p. 567, doi. 10.1111/j.1468-0084.1992.mp54004006.x

By:

Edey, Malcolm;
Elliott, Graham

Publication type:

Article

Not a Pretty Picture.

Published in:

International Economy, 2009, v. 23, n. 1, p. 76

By:

Rogoff, Kenneth

Publication type:

Article

The Half Full or Half Empty Glass: The Views of the Economic Optimist vs Pessimist.

Published in:

Human Relations, 1997, v. 50, n. 2, p. 197, doi. 10.1177/001872679705000206

By:

Furnham, Adrian

Publication type:

Article

Hedging cryptos with Bitcoin futures.

Published in:

Quantitative Finance, 2023, v. 23, n. 5, p. 819, doi. 10.1080/14697688.2023.2187316

By:

Liu, Francis;
Packham, Natalie;
Lu, Meng-Jou;
Härdle, Wolfgang Karl

Publication type:

Article

Dividend derivatives.

Published in:

Quantitative Finance, 2018, v. 18, n. 1, p. 63, doi. 10.1080/14697688.2017.1322218

By:

Tunaru, R. S.

Publication type:

Article

Strategic commodity allocation.

Published in:

Quantitative Finance, 2015, v. 15, n. 1, p. 131, doi. 10.1080/14697688.2014.951386

By:

Six, Pierre

Publication type:

Article

Foreword.

Published in:

Quantitative Finance, 2012, v. 12, n. 12, p. 1793, doi. 10.1080/14697688.2012.755820

By:

Dempster, M. A. H.;
Tang, Ke

Publication type:

Article

Long–short versus long-only commodity funds.

Published in:

Quantitative Finance, 2012, v. 12, n. 12, p. 1779, doi. 10.1080/14697688.2012.724598

By:

Mulvey, JohnM.

Publication type:

Article

An empirical study of the impact of skewness and kurtosis on hedging decisions.

Published in:

Quantitative Finance, 2012, v. 12, n. 12, p. 1827, doi. 10.1080/14697688.2012.696677

By:

Lai, Jing-Yi

Publication type:

Article

Determinants of oil futures prices and convenience yields.

Published in:

Quantitative Finance, 2012, v. 12, n. 12, p. 1795, doi. 10.1080/14697688.2012.691202

By:

Dempster, M. A. H.;
Medova, Elena;
Tang, Ke

Publication type:

Article

Time-frequency analysis of crude oil and S&P500 futures contracts.

Published in:

Quantitative Finance, 2012, v. 12, n. 12, p. 1893, doi. 10.1080/14697688.2012.686669

By:

McCarthy, Joseph;
Orlov, AlexeiG.

Publication type:

Article

Effects of omitting information variables on optimal hedge ratio estimation: A note.

Published in:

Journal of Futures Markets, 2010, v. 30, n. 8, p. 795, doi. 10.1002/fut.20427

By:

Lien, Donald

Publication type:

Article

The CBOE S&P 500 three-month variance futures.

Published in:

Journal of Futures Markets, 2010, v. 30, n. 1, p. 48, doi. 10.1002/fut.20400

By:

Zhang, Jin E.;
Yuqin Huang

Publication type:

Article

Estimation and hedging effectiveness of time-varying hedge ratio: Flexible bivariate garch approaches.

Published in:

Journal of Futures Markets, 2010, v. 30, n. 1, p. 71, doi. 10.1002/fut.20401

By:

Sung Yong Park;
Sang Young Jei

Publication type:

Article