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There are 9089 results for: content related to: INFORMATION AND NOISE IN FINANCIAL MARKETS: EVIDENCE FROM THE E-MINI INDEX FUTURES

  1. Investor Sentiment, Trading Behavior and Informational Efficiency in Index Futures Markets

    Financial Review

    Volume 43, Issue 1, February 2008, Pages: 107–127, Alexander Kurov

    Version of Record online : 25 JAN 2008, DOI: 10.1111/j.1540-6288.2007.00188.x

  2. INTERNALIZATION AND MARKET QUALITY: AN EMPIRICAL INVESTIGATION

    Journal of Financial Research

    Volume 32, Issue 3, Fall 2009, Pages: 337–363, Norris L. Larrymore and Albert J. Murphy

    Version of Record online : 7 SEP 2009, DOI: 10.1111/j.1475-6803.2009.01253.x

  3. THE MAGNITUDE OF PRICING ERRORS IN THE ARBITRAGE PRICING THEORY

    Journal of Financial Research

    Volume 14, Issue 1, Spring 1991, Pages: 65–82, Ashok Robin and Ravi Shukla

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1991.tb00645.x

  4. Who Overreacts to Overnight News?: Empirical Evidence from the Korean Stock Market

    Asia-Pacific Journal of Financial Studies

    Volume 44, Issue 2, April 2015, Pages: 298–321, Enjung Kwon, Young Ho Eom, Woon Wook Jang and Jaehoon Hahn

    Version of Record online : 7 MAY 2015, DOI: 10.1111/ajfs.12090

  5. General Characteristics of the Cyanobacteria

    Standard Article

    Bergey's Manual of Systematics of Archaea and Bacteria

    Richard W. Castenholz

    Published Online : 14 SEP 2015, DOI: 10.1002/9781118960608.cbm00019

  6. Across-sample Incomparability of R2s and Additional Evidence on Value Relevance Changes Over Time

    Journal of Business Finance & Accounting

    Volume 34, Issue 7-8, September/October 2007, Pages: 1073–1098, Zhaoyang Gu

    Version of Record online : 9 OCT 2007, DOI: 10.1111/j.1468-5957.2007.02044.x

  7. THE LINKS BETWEEN TRADING TIME AND MARKET VOLATILITY

    Journal of Financial Research

    Volume 15, Issue 2, Summer 1992, Pages: 91–100, Joel F. Houston and Michael D. Ryngaert

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1992.tb00790.x

  8. PRICING NIKKEI PUT WARRANTS: SOME EMPIRICAL EVIDENCE

    Journal of Financial Research

    Volume 15, Issue 3, Fall 1992, Pages: 231–251, K. C. Chen, R. Stephen Sears and Manuchehr Shahrokhi

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1992.tb00802.x

  9. Relative accuracy and predictive ability of direct valuation methods, price to aggregate earnings method and a hybrid approach

    Accounting & Finance

    Volume 46, Issue 4, December 2006, Pages: 553–575, Lucie Courteau, Jennifer L. Kao, Terry O’Keefe and Gordon D. Richardson

    Version of Record online : 13 OCT 2006, DOI: 10.1111/j.1467-629X.2006.00183.x

  10. On the Importance of the Traders’ Rules for Pricing Options: Evidence From Intraday Data

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 6, December 2014, Pages: 873–894, Sol Kim and Changjun Lee

    Version of Record online : 8 JAN 2015, DOI: 10.1111/ajfs.12075

  11. MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES

    Mathematical Finance

    Volume 21, Issue 3, July 2011, Pages: 383–422, Cindy L. Yu, Haitao Li and Martin T. Wells

    Version of Record online : 19 OCT 2010, DOI: 10.1111/j.1467-9965.2010.00439.x

  12. Has the introduction of S&P 500 ETF options led to improvements in price discovery of SPDRs?

    Journal of Futures Markets

    Volume 32, Issue 7, July 2012, Pages: 683–711, Wei-Peng Chen and Huimin Chung

    Version of Record online : 5 JUL 2011, DOI: 10.1002/fut.20538

  13. The determinants of volatility on the American crude oil futures market

    OPEC Energy Review

    Volume 32, Issue 2, June 2008, Pages: 105–122, Delphine Lautier and Fabrice Riva

    Version of Record online : 6 AUG 2008, DOI: 10.1111/j.1753-0237.2008.00145.x

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    Corporate Governance and the Informational Efficiency of Prices

    Financial Management

    Volume 45, Issue 1, Spring 2016, Pages: 239–260, Choonsik Lee, Kee H. Chung and Sean Yang

    Version of Record online : 15 OCT 2015, DOI: 10.1111/fima.12104

  15. Information, Trading, and Volatility: Evidence from Weather-Sensitive Markets

    The Journal of Finance

    Volume 61, Issue 6, December 2006, Pages: 2899–2930, JEFF FLEMING, CHRIS KIRBY and BARBARA OSTDIEK

    Version of Record online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2006.01007.x

  16. Optimal Dynamic Order Submission Strategies in Some Stylized Trading Problems

    Financial Markets, Institutions & Instruments

    Volume 7, Issue 2, May 1998, Pages: 1–76, Lawrence Harris

    Version of Record online : 26 DEC 2001, DOI: 10.1111/1468-0416.00019

  17. A simple approach to bond option pricing

    Journal of Futures Markets

    Volume 17, Issue 2, April 1997, Pages: 131–160, Jason Z. Wei

    Version of Record online : 7 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199704)17:2<131::AID-FUT1>3.0.CO;2-K

  18. Stock Options as Lotteries

    The Journal of Finance

    Volume 69, Issue 4, August 2014, Pages: 1485–1527, BRIAN H. BOYER and KEITH VORKINK

    Version of Record online : 18 JUL 2014, DOI: 10.1111/jofi.12152

  19. Conditional Volatility and the GARCH Option Pricing Model with Non-Normal Innovations

    Journal of Futures Markets

    Volume 33, Issue 1, January 2013, Pages: 1–28, Suk Joon Byun and Byungsun Min

    Version of Record online : 21 OCT 2011, DOI: 10.1002/fut.20551

  20. Effects of rollover strategies and information stability on the performance measures in options markets: An examination of the KOSPI 200 index options market

    Journal of Futures Markets

    Volume 32, Issue 4, April 2012, Pages: 360–388, Youngsoo Choi and SoonChan Ok

    Version of Record online : 10 MAY 2011, DOI: 10.1002/fut.20522