search query: @indexterm volatility / total: 330
references: 146-155 / 330
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146.
The intraday relation between NYSE and CBOE prices
Journal of Financial Research
2003 : SPRING, VOL. 26:1, p. 97-112
 2003 Hatch, B.C.
147.
Dynamic derivative strategies
Journal of Financial Economics
2003 : SEP, VOL. 69:3, p. 401-430
 2003 Liu, J.
Pan, J.
148.
Realized volatility in the futures markets
Journal of Empirical Finance
2003 : MAY, VOL. 10:3, p. 321-354
 2003 Thomakos, D. D.
Wang, T.
149.
Trading activity and stock price volatility: evidence from the London Stock Exchange
Journal of Empirical Finance
2003 : MAY, VOL. 10:3, p. 249-270
 2003 Huang, R. D.
Masulis, R. W.
150.
Volatility expectations and asymmetric effects of direct interventions in the FX market
Journal of the Japanese and International Economies
2003 : MAR, VOL. 17:1, p. 55-80
 2003 Beine, M.
151.
Contemporaneous intraday volume, option, and futures volatility transmissions across parallel markets
International Review of Financial Analysis
2003 : VOL. 12:1, p. 49-68
 2003 Chng, M.
Gannon, G.
152.
Why do firms smooth earnings?
Journal of Business
2003 : JAN, VOL. 76:1, p. 151-192
 2003 Goel, A.M.
Thakor, A.V.
153.
An extreme value approach to estimating volatility and value at risk
Journal of Business
2003 : JAN, VOL. 76:1, p. 83-108
 2003 Bali, T.G.
154.
Index funds and stock market growth
Journal of Business
2003 : JAN, VOL. 76:1, p. 1-28
 2003 Goetzman, W.N.
Massa, M.
155.
The processing of non-anticipated information in financial markets: analyzing the impact of surprises in employment report
European Finance Review
2002 : VOL. 6:2, p. 133-161
 2002 Hautsch, N.
Hess, D.
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