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ISSN
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Next Level in Risk Management? Hedging and Trading Strategies of Volatility Derivatives Using VIX Futures
(Articles)
Ernst J. Fahling
,
Elmar Steurer
,
Tobias Schädler
,
Adrian Volz
Journal of Financial Risk Management
Vol.7 No.4
,December 29, 2018
DOI:
10.4236/jfrm.2018.74024
1,456
Downloads
5,118
Views
Citations
Modelling Intervalling Effect of High Frequency Trading on Portfolio Volatility
(Articles)
Ki Hoon Hong
Theoretical Economics Letters
Vol.9 No.7
,September 27, 2019
DOI:
10.4236/tel.2019.97150
481
Downloads
1,049
Views
Citations
Relationship between Trading Volume and Asymmetric Volatility in the Korean Stock Market
(Articles)
Ki-Hong Choi
,
Zhu-Hua Jiang
,
Sang Hoon Kang
,
Seong-Min Yoon
Modern Economy
Vol.3 No.5
,September 29, 2012
DOI:
10.4236/me.2012.35077
6,130
Downloads
10,160
Views
Citations
Empirical Analysis of Potential Put-Call Parity Arbitrage Opportunities with Particular Focus on the Shanghai Stock Exchange 50 Index
(Articles)
Elmar Steurer
,
Ernst J. Fahling
,
Jiali Du
Journal of Financial Risk Management
Vol.11 No.1
,January 29, 2022
DOI:
10.4236/jfrm.2022.111003
292
Downloads
1,694
Views
Citations
Margin Trading and Securities Lending, Investor Sentiments and the Volatility of Chinese Securities Market
(Articles)
Huiting Huang
American Journal of Industrial and Business Management
Vol.9 No.3
,March 20, 2019
DOI:
10.4236/ajibm.2019.93036
1,123
Downloads
2,689
Views
Citations
Statistical Arbitrage in S&P500
(Articles)
Stefanos Drakos
Journal of Mathematical Finance
Vol.6 No.1
,February 29, 2016
DOI:
10.4236/jmf.2016.61016
4,061
Downloads
7,981
Views
Citations
Alternative Dispute Resolution on Margin Trading Close out at Stock Exchange in India: A Case Study Approach
(Articles)
B. Brahmaiah
Theoretical Economics Letters
Vol.8 No.5
,March 21, 2018
DOI:
10.4236/tel.2018.85053
784
Downloads
1,797
Views
Citations
Volatility Forecasting and Volatility Risk Premium
(Articles)
Jingfei Cheng
Journal of Applied Mathematics and Physics
Vol.3 No.1
,January 28, 2015
DOI:
10.4236/jamp.2015.31014
6,665
Downloads
8,624
Views
Citations
Evaluating Volatility Forecasts with Ultra-High-Frequency Data—Evidence from the Australian Equity Market
(Articles)
Kai Zhang
,
Lurion De Mello
,
Mehdi Sadeghi
Theoretical Economics Letters
Vol.8 No.1
,January 4, 2018
DOI:
10.4236/tel.2018.81001
1,218
Downloads
3,087
Views
Citations
This article belongs to the Special Issue on
Financial Economics
Characterizing the Volatility Transmission across International Stock Markets
(Articles)
Amarnath Mitra
,
Vishwanathan Iyer
,
Anto Joseph
Theoretical Economics Letters
Vol.5 No.4
,August 24, 2015
DOI:
10.4236/tel.2015.54067
3,485
Downloads
4,940
Views
Citations
Inferring Volatility from the Yield Curve
(Articles)
Vincent Brousseau
,
Alain Durré
Journal of Mathematical Finance
Vol.5 No.3
,August 28, 2015
DOI:
10.4236/jmf.2015.53026
5,748
Downloads
6,834
Views
Citations
Research on the Daily Volatility Measure Considering the Impact of Overnight Variance and Time Segment in Chinese Stock Market
(Articles)
Yu Shi
,
Handong Li
Journal of Mathematical Finance
Vol.8 No.3
,August 7, 2018
DOI:
10.4236/jmf.2018.83035
990
Downloads
2,161
Views
Citations
This article belongs to the Special Issue on
Financial Market Volatility
Do Leveraged ETFs Increase Volatility
(Articles)
William J. Trainor
Technology and Investment
Vol.1 No.3
,August 27, 2010
DOI:
10.4236/ti.2010.13026
9,465
Downloads
16,539
Views
Citations
Are Sunspots Stabilizing?
(Articles)
Paul Shea
Theoretical Economics Letters
Vol.1 No.3
,November 7, 2011
DOI:
10.4236/tel.2011.13023
7,024
Downloads
10,951
Views
Citations
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Open Journal of Applied Sciences
Vol.4 No.2
,February 20, 2014
DOI:
10.4236/ojapps.2014.42004
7,087
Downloads
11,364
Views
Citations
The Cross-Sectional Risk Premium of Decomposed Market Volatility in UK Stock Market
(Articles)
Yan Yang
,
Laurence Copeland
Open Journal of Social Sciences
Vol.2 No.7
,July 14, 2014
DOI:
10.4236/jss.2014.27006
4,020
Downloads
5,331
Views
Citations
The Exploration of Implementation of Emissions Trading System in China
(Articles)
Min HU
Journal of Service Science and Management
Vol.2 No.4
,December 14, 2009
DOI:
10.4236/jssm.2009.24032
8,609
Downloads
12,378
Views
Citations
The Impact of European Union Emissions Trading Scheme (EU ETS) National Allocation Plans (NAP) on Carbon Markets
(Articles)
Andrew Lepone
,
Rizwan T Rahman
,
Jin Young Yang
Low Carbon Economy
Vol.2 No.2
,June 27, 2011
DOI:
10.4236/lce.2011.22011
6,188
Downloads
13,624
Views
Citations
Emissions Mitigation Schemes in Australia—The Past, Present and Future
(Articles)
Deborah Cotton
,
Stefan Trück
Low Carbon Economy
Vol.4 No.2
,June 3, 2013
DOI:
10.4236/lce.2013.42009
5,191
Downloads
8,093
Views
Citations
Volume of Derivative Trading, Enterprise Value, and the Return on Assets
(Articles)
Jin-Yong Yang
Modern Economy
Vol.4 No.8
,August 9, 2013
DOI:
10.4236/me.2013.48055
3,936
Downloads
6,049
Views
Citations
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