Journal of Futures Markets

Journal of Futures Markets

ISSNs: 0270-7314

Additional searchable ISSN (Electronic): 1096-9934

JOHN WILEY & SONS INC, United States

Scopus rating (2022): CiteScore 3.3 SJR 0.724 SNIP 1.007

Journal

Journal Metrics
1 - 12 out of 12Page size: 20

Research Output

  1. 2023
  2. Published

    Credit Default Swaps and Firm Risk

    Lin, H., Nguyen, B. H., Wang, J. & Zhang, C., Nov 2023, In: Journal of Futures Markets. 43, 11, p. 1668-1692 25 p.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

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  3. Published

    Industry variance risk premium, cross-industry correlation, and expected returns

    Zhu, Y., Luo, X. & Xu, Q., Jan 2023, In: Journal of Futures Markets. 43, 1, p. 3-32

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

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  4. 2021
  5. Published

    The real effect of foreign exchange hedging on corporate innovation

    Xia, C., Yang, C. & Zhang, L., Dec 2021, In: Journal of Futures Markets. 41, 12, p. 2046-2078

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

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  6. 2020

  7. Does corporate hedging affect firm valuation? Evidence from the IPO market

    Qiao, Z., Xia, C. & Zhang, L., Jun 2020, In: Journal of Futures Markets. 40, 6, p. 895–927

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 3
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  8. Published

    Pricing and integration of credit default swap index tranches

    Carverhill, A. & Luo, D., Apr 2020, In: Journal of Futures Markets. 40, 4, p. 503–526

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 1
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  9. 2019

  10. On commodity price limits

    Janardanan, R., Qiao, X. & Rouwenhorst, K. G., Aug 2019, In: Journal of Futures Markets. 39, 8, p. 946-961

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 6
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  11. 2016
  12. Published

    Pricing American Put Options Using the Mean Value Theorem

    Tung, H. K. K., 1 Aug 2016, In: Journal of Futures Markets. 36, 8, p. 793-815

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 1
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  13. 2010
  14. Published

    OPTIMAL HEDGE RATIOS IN THE PRESENCE OF COMMON JUMPS

    CHAN, W. H., Aug 2010, In: Journal of Futures Markets. 30, 8, p. 801-807

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 10
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  15. 2009
  16. Published

    Explaining country and cross-border liquidity commonality in international equity markets

    Zhang, Z., Cai, J. & Cheung, Y. L., Jul 2009, In: Journal of Futures Markets. 29, 7, p. 630-652

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 15
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  17. 2002
  18. Published

    What Moves German Bund Futures Contracts on the Eurex?

    Ahn, H., Cai, J. & Cheung, Y., Jul 2002, In: Journal of Futures Markets. 22, 7, p. 679-696

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 11
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  19. 2001
  20. Published

    What moves the gold market?

    Cai, J., Cheung, Y. & Wong, M. C. S., Mar 2001, In: Journal of Futures Markets. 21, 3, p. 257-278

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 133
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  21. 2000

  22. The cost of carry model and regime shiftS in stock index futures markets: An empirical investigation

    Sarno, L. & Valente, G., Aug 2000, In: Journal of Futures Markets. 20, 7, p. 603-624

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

    Scopus citations: 48
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