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~isPartOf:"Journal of common market studies : JCMS"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"The journal of futures markets"
~language:"ara"
~language:"eng"
~person:"Locke, Peter R."
~person:"Whaley, Robert E."
~subject:"EU-Staaten"
~subject:"Firm performance"
~subject:"Großbritannien"
~subject:"Internationale Wirtschaftsbeziehungen"
~subject:"Monetary policy"
~subject:"Optionspreistheorie"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzschrift"
~type_genre:"No longer published / No longer aquired"
~type_genre:"Rezension"
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EU-Staaten
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15
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Locke, Peter R.
Whaley, Robert E.
Brorsen, B. Wade
12
Tse, Yiuman
11
Daigler, Robert T.
10
Kang, Jangkoo
9
Lien, Da-hsiang Donald
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9
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7
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7
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7
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7
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7
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7
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7
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7
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7
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6
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6
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6
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6
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6
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Journal of common market studies : JCMS
Journal of macroeconomics
The journal of futures markets
The journal of finance : the journal of the American Finance Association
11
Journal of financial economics
3
Review of futures markets
3
Journal of financial and quantitative analysis : JFQA
2
Journal of financial markets
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of financial studies
2
Advances in futures and options research : a research annual
1
Financial analysts' journal : FAJ
1
In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
1
Journal of accounting research
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial intermediation
1
Journal of investment management : JOIM
1
National Bureau of Economic Research Conference: Stock Market Volatility and the Crash : Dorado Beach, March 16 - 18, 1989
1
Quarterly journal of finance & accounting : QJFA
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of alternative investments
1
The journal of business : B
1
The journal of portfolio management : a publication of Institutional Investor
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
15
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15
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1
Tail wags dog : intraday price discovery in VIX markets
Bollen, Nicolas P. B.
;
O'Neill, Michael J.
;
Whaley, …
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 431-451
Persistent link: https://www.econbiz.de/10011950704
Saved in:
2
Futures market volatility : what has changed?
Bollen, Nicolas P. B.
;
Whaley, Robert E.
- In:
The journal of futures markets
35
(
2015
)
5
,
pp. 426-454
Persistent link: https://www.econbiz.de/10011405386
Saved in:
3
Price discovery in futures and options markets
Boyd, Naomi E.
;
Locke, Peter R.
- In:
The journal of futures markets
34
(
2014
)
9
,
pp. 853-867
Persistent link: https://www.econbiz.de/10010507931
Saved in:
4
Interdealer inference and price discovery
Huang, Tzu-man
;
Locke, Peter R.
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10003647689
Saved in:
5
Dynamic trading value at risk : futures floor trading
Lee, Jongdoo
;
Locke, Peter R.
- In:
The journal of futures markets
26
(
2006
)
12
,
pp. 1217-1234
Persistent link: https://www.econbiz.de/10003392011
Saved in:
6
Optimal contract design : for whom?
Bollen, Nicolas P. B.
;
Smith, Tom
;
Whaley, Robert E.
- In:
The journal of futures markets
23
(
2002
)
8
,
pp. 719-750
Persistent link: https://www.econbiz.de/10001780618
Saved in:
7
Liquidity supply and volatility : futures market evidence
Locke, Peter R.
;
Sarkar, Asani
- In:
The journal of futures markets
21
(
2001
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001537231
Saved in:
8
Futures market transaction costs
Locke, Peter R.
- In:
The journal of futures markets
17
(
1997
)
2
,
pp. 229-245
Persistent link: https://www.econbiz.de/10001218561
Saved in:
9
Market making with price limits
Kuserk, Gregory J.
- In:
The journal of futures markets
16
(
1996
)
6
,
pp. 677-696
Persistent link: https://www.econbiz.de/10001206956
Saved in:
10
Trading costs and the relative rates of price discovery in stock, futures, and option markets
Fleming, Jeff
- In:
The journal of futures markets
16
(
1996
)
4
,
pp. 353-387
Persistent link: https://www.econbiz.de/10001198895
Saved in:
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