Editor's Note.
- Published in:
- 2018
- By:
- Publication type:
- Proceeding
Works matching IS 02707314 AND DT 2018 AND VI 38 AND IP 4
Results: 7
1
2
Currency derivatives for hedging: New evidence on determinants, firm risk, and performance.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 4, p. 446, doi. 10.1002/fut.21894
- By:
- Publication type:
- Article
3
Investor sentiment and the Chinese index futures market: Evidence from the internet search.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 4, p. 468, doi. 10.1002/fut.21893
- By:
- Publication type:
- Article
4
Investor attention and stock market under‐reaction to earnings announcements: Evidence from the options market.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 4, p. 478, doi. 10.1002/fut.21890
- By:
- Publication type:
- Article
5
The information content of option‐implied tail risk on the future returns of the underlying asset.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 4, p. 493, doi. 10.1002/fut.21887
- By:
- Publication type:
- Article
6
A comprehensive look at the return predictability of variance risk premia.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 4, p. 425, doi. 10.1002/fut.21882
- By:
- Publication type:
- Article
7
Journal of Futures Markets: Volume 38, Number 4, April 2018.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 4, p. 423, doi. 10.1002/fut.21871
- Publication type:
- Article