Journal of Futures Markets

Energy shocks and financial markets

Roger D. Huang, Ronald W. Masulis, Hans R. Stoll · 1996 · 982 citations

Business, Economics, Finance +14

Predicting stock market volatility: A new measure

Jeff Fleming, Barbara Ostdiek, Robert E. Whaley · 1995 · 562 citations

Business, Economics, Finance +14

Trading costs and the relative rates of price discovery in stock, futures, and option markets

Jeff Fleming, Barbara Ostdiek, Robert E. Whaley · 1996 · 439 citations

Business, Economics, Finance +16

Volatility and commodity price dynamics

Robert S. Pindyck · 2004 · 354 citations · Full text

Agriculture, Economics, Petroleum Engineering +17

Hedge Fund Performance and Manager Skill

Franklin R. Edwards, Mustafa Onur Çağlayan · 2001 · 328 citations

Business, Economics, Finance +17