ISSN: 0270-7314

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Journal of Futures Markets Q2 Unclaimed

Wiley-Liss Inc. United States

Unfortunately this journal has not been claimed yet. For this reason, some information may be unavailable.

Journal of Futures Markets is a journal indexed in SJR in Economics and Econometrics and Accounting with an H index of 65. It has a price of 2083 €. It has an SJR impact factor of 0,672 and it has a best quartile of Q2. It is published in English. It has an SJR impact factor of 0,672.

Type: Journal

Type of Copyright:

Languages: English

Open Access Policy: Open Choice

Type of publications:

Publication frecuency: -

Categories: Accounting (Q2) Business, Management and Accounting (miscellaneous) (Q2) Business, Management and Accounting (miscellaneous) (Q2) Economics and Econometrics (Q2) Finance (Q2)

Price

2083 €

Inmediate OA

NPD

Embargoed OA

0 €

Non OA

Metrics

0,672

SJR Impact factor

65

H Index

70

Total Docs (Last Year)

284

Total Docs (3 years)

3747

Total Refs

596

Total Cites (3 years)

270

Citable Docs (3 years)

1.93

Cites/Doc (2 years)

53.53

Ref/Doc

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Aims and Scope

Best articles by citations

Arbitrage opportunities, liquidity provision, and trader types in an index option market

A reexamination of portfolio insurance: The use of index put options

The impact of soft intervention on the Chinese financial futures market

Intraday futures volatility and theories of market behavior

Mispricing of index futures contracts and short sales constraints

The intraday pricing efficiency of Hong Kong Hang Seng Index options and futures markets

Common risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach

Pricing VIX derivatives with infinite-activity jumps

Regime switching in the yield curve

An empirical analysis of the alleged manipulation attempt and forced liquidation of the July 1989 soybean futures contract

The predictive power of implied stochastic variance from currency options

A graphical note on European put thetas

SHOW MORE ARTICLES

The Binomial Black-Scholes model and the Greeks

Time variation in the tail behavior of Bund future returns

Realized bond - stock correlation: Macroeconomic announcement effects

The rolling spot futures contract: An error correction model analysis

A note on estimating the minimum extended Gini hedge ratio

A Partially Linear Approach to Modeling the Dynamics of Spot and Futures Prices

Empirical Properties, Information Flow, and Trading Strategies of China's Soybean Crush Spread

The dual listing of stock index futures: Arbitrage, spread arbitrage, and currency risk

Risk premia in the ruble/dollar futures market

Marking-to-market and the demand for interest rate futures contracts

Asymmetric information and corporate derivatives use

Optimum futures hedge in the presence of clustered supply and demand shocks, stochastic basis, and firm's costs of hedging