Journal of Financial Research

Cover image for Vol. 32 Issue 3

Fall 2009

Volume 32, Issue 3

Pages 231–363

  1. Original Articles

    1. Top of page
    2. Original Articles
    1. THE ECONOMIC VALUE OF USING REALIZED VOLATILITY IN FORECASTING FUTURE IMPLIED VOLATILITY (pages 231–259)

      Wing Hong Chan, Ranjini Jha and Madhu Kalimipalli

      Version of Record online: 7 SEP 2009 | DOI: 10.1111/j.1475-6803.2009.01249.x

    2. TIME VARIABILITY IN MARKET RISK AVERSION (pages 285–307)

      Dave Berger and H. J. Turtle

      Version of Record online: 7 SEP 2009 | DOI: 10.1111/j.1475-6803.2009.01251.x

    3. SLIPPAGE AND THE CHOICE OF MARKET OR LIMIT ORDERS IN FUTURES TRADING (pages 309–335)

      Scott Brown, Timothy Koch and Eric Powers

      Version of Record online: 7 SEP 2009 | DOI: 10.1111/j.1475-6803.2009.01252.x

    4. INTERNALIZATION AND MARKET QUALITY: AN EMPIRICAL INVESTIGATION (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

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