International Journal of Financial Markets and Derivatives

Journal

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H-Index = 9

Citations = 342

Papers

Evidence

Recent papers in International Journal of Financial Markets and Derivatives

Does behavioural risk explain the value premium A study of Indian equity marketInternational Journal of Financial Markets and Derivatives · 2022
A directional movement trading strategy using jump-diffusion price dynamicsInternational Journal of Financial Markets and Derivatives · 2022
A theory of 'auction as a search' in speculative marketsInternational Journal of Financial Markets and Derivatives · 2020
Post global financial crisis modelling: credit risk for firms that are too big to failInternational Journal of Financial Markets and Derivatives · 2019
Volatility estimation for cryptocurrencies using Markov-switching GARCH modelsInternational Journal of Financial Markets and Derivatives · 2019
Comparison of determinants in the different property sectors of Japanese REIT market under non-traditional monetary policy regimesInternational Journal of Financial Markets and Derivatives · 2018
On the relative performance of consumption models in foreign and domestic marketsInternational Journal of Financial Markets and Derivatives · 2016
Is the jump-diffusion model a good solution for credit risk modelling? The case of convertible bondsInternational Journal of Financial Markets and Derivatives · 2014
The VIX, VXO and realised volatility: a test of lagged and contemporaneous relationshipsInternational Journal of Financial Markets and Derivatives · 2014
Regime dependent causality: equity and credit marketsInternational Journal of Financial Markets and Derivatives · 2012
New kernel methods for asset pricing: application to natural gas price predictionInternational Journal of Financial Markets and Derivatives · 2011
Intraday high-frequency FX trading with adaptive neuro-fuzzy inference systemsInternational Journal of Financial Markets and Derivatives · 2011
No arbitrage pricing of non-marketed claims in multi-period marketsInternational Journal of Financial Markets and Derivatives · 2010
Testing the shape of EMU term structure of interest ratesInternational Journal of Financial Markets and Derivatives · 2010
Hedging effectiveness in shipping industry during financial crisesInternational Journal of Financial Markets and Derivatives · 2010
Accuracy measures for American put option pricing algorithmsInternational Journal of Financial Markets and Derivatives · 2009
Trade transparency and trading volume: the possible impact of the financial instruments markets directive on the trading volume of EU equity marketsInternational Journal of Financial Markets and Derivatives · 2009

About International Journal of Financial Markets and Derivatives

International Journal of Financial Markets and Derivatives carries 210 indexed papers, 342 citations, h-index 9 in Synapse's enriched corpus. Each paper indexed here includes structured clinical evidence extraction (PICO), methodology classification with level of evidence, and links to related guideline recommendations where applicable.

On Synapse's credibility score (derived from SJR ranking and cross-citation patterns), International Journal of Financial Markets and Derivatives sits in Synapse's tracked journal set.

The journal's official homepage is at http://www.inderscience.com/browse/index.php?journalID=307.

Use the feed below to follow new International Journal of Financial Markets and Derivatives publications with AI-enriched analysis — each paper is decomposed into study design, population, intervention, comparator, primary outcome, and key finding, with the underlying evidence traceable to the primary source.

Deterministic synthesis from Synapse's enriched records — 117 words.