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Derivatives Use Trading & Regulation

ISSNs: 1357-0927, 1747-4426
Source type: journal
Alternate name: Derivatives use, trading and regulation
Fully OA: No
DOAJ: No
OpenAlex ID: S4210185291
Modelling and trading the gasoline crack spread: A non-linear story
2006 · Christian L Dunis, Jason Laws, et al. · Derivatives Use Trading &#38 Regulation · 35
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The VIX and VXN volatility measures: Fear gauges or forecasts?
2006 · Marcelle Arak, Naranchimeg Mijid · Derivatives Use Trading &#38 Regulation · 34
Trading on the information content of open interest: Evidence from the US equity options market
2005 · Rafiqul Bhuyan, Mo Chaudhury · Derivatives Use Trading &#38 Regulation · 33
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Alternative volatility models for risk management and trading: Application to the EUR/USD and USD/JPY rates
2005 · Christian L Dunis, Yao Xian Chen · Derivatives Use Trading &#38 Regulation · 28
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Examination of fund age and size and its impact on hedge fund performance
2007 · Meredith Jones · Derivatives Use Trading &#38 Regulation · 25
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Index futures trading, information and stock market volatility: The case of Greece
2006 · Christos Floros, Dimitrios V Vougas · Derivatives Use Trading &#38 Regulation · 23
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Introduction of futures and options on a stock index and their impact on the trading volume and volatility: Empirical evidence from the DJIA components
2005 · Mohammad G Robbani, Rafiqul Bhuyan · Derivatives Use Trading &#38 Regulation · 23
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Autocorrelation, bias and fat tails: Are hedge funds really attractive investments?
2006 · Martin Eling · Derivatives Use Trading &#38 Regulation · 22
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The relation between bid–ask spreads and price volatility in forward markets
2005 · Roy A Batchelor, Amir H Alizadeh, et al. · Derivatives Use Trading &#38 Regulation · 17
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Option pricing based on mixtures of distributions: Evidence from the Eurex index and interest rate futures options market
2005 · Sascha Wilkens · Derivatives Use Trading &#38 Regulation · 13
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The diversification benefits of hedge funds and funds of hedge funds
2007 · Maher Kooli · Derivatives Use Trading &#38 Regulation · 12
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Trading efficiency of commodity trading advisors using Data Envelopment Analysis
2006 · Greg N Gregoriou · Derivatives Use Trading &#38 Regulation · 9
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Correlation, price discovery and co-movement of asset-backed securities and equity
2006 · Andreas A Jobst · Derivatives Use Trading &#38 Regulation · 9
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Variance swap volatility dispersion
2006 · Izzy Nelken · Derivatives Use Trading &#38 Regulation · 6
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Preventing and detecting hedge fund failure risk through partial transparency
2007 · Keith H Black · Derivatives Use Trading &#38 Regulation · 5
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Derivatives Use: Valuation and hedging of contingent claims on power with spikes: A non-Markovian approach
2006 · Valery A Kholodnyi · Derivatives Use Trading &#38 Regulation · 5
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Empirical investigation of the VaR of hedge funds using daily data
2007 · Florent Pochon, Jérôme Teïletche · Derivatives Use Trading &#38 Regulation · 4
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Investing in the environment: Some thoughts on the new breed of green hedge funds
2007 · Paul Ali · Derivatives Use Trading &#38 Regulation · 4
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Hedge fund indices for retail investors: UCITS eligible or not eligible?
2007 · François-Serge Lhabitant · Derivatives Use Trading &#38 Regulation · 4
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Survival of micro hedge funds
2006 · Greg N Gregoriou · Derivatives Use Trading &#38 Regulation · 4
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Performance metrics for Spanish investment funds
2006 · Luis Ferruz, Christian Pedersen, et al. · Derivatives Use Trading &#38 Regulation · 4
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Unobservable information and behavioural patterns in futures markets: The case for Brent Crude Oil, Gold and Robusta Coffee contracts
2006 · Spyros Spyrou · Derivatives Use Trading &#38 Regulation · 4
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The dollar correction and the Asian currencies
2006 · Dilip K Das · Derivatives Use Trading &#38 Regulation · 4
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Why maximising information ratios is incorrect
2005 · Arun S Muralidhar · Derivatives Use Trading &#38 Regulation · 4
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US legal and regulatory developments: Registration under the Investment Advisers Act of 1940 of certain hedge fund advisers
2005 · Ian Cuillerier · Derivatives Use Trading &#38 Regulation · 4
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Works count: 69
Citation count: 378
H-index: 11
I10-index: 11
2yr mean citedness:
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