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~isPartOf:"The journal of futures markets"
~subject:"Anlageverhalten"
~subject:"Efficient market hypothesis"
~subject:"Volatility"
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Anlageverhalten
Efficient market hypothesis
Volatility
Electronic trading
30
Elektronisches Handelssystem
30
USA
11
United States
11
Volatilität
11
Börsenkurs
9
Share price
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5
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Wertpapierhandel
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Derivat
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Derivative
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Futures
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Geld-Brief-Spanne
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Market liquidity
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Marktliquidität
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Behavioural finance
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Capital market returns
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Effizienzmarkthypothese
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Estimation
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Hedging
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Information value
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Informationswert
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Welt
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market quality
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ARCH model
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Lai, Yu-Sheng
2
Bollen, Nicolas P. B.
1
Chang, Ya-Kai
1
Chen, Zhiyao
1
Chou, Robin K.
1
Copeland, Laurence S.
1
Coughlan, John
1
Daigler, Robert T.
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Gao, Ming
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Hogan, Kedreth C.
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Lam, Kin
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Lee, Eun Jung
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Lee, Hsiang-Tai
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Lien, Da-hsiang Donald
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Liu, Yu-jane
1
Michayluk, David
1
Moser, James T.
1
Nie, Jing
1
Orlov, Alexei G.
1
Penen Malagon, Juliana
1
Rosa, Carlo
1
Sheu, Her-jiun
1
Sultan, Jahangir
1
Whaley, Robert E.
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The journal of futures markets
Journal of financial markets
16
Journal of financial economics
13
Journal of international financial markets, institutions & money
12
Wiley trading series
12
Research in international business and finance
11
Pacific-Basin finance journal
10
Journal of banking & finance
9
Finance research letters
8
The journal of trading
8
Working papers
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Research paper series / Swiss Finance Institute
7
Swiss Finance Institute Research Paper
7
International review of financial analysis
6
Journal of risk and financial management : JRFM
6
NBER working paper series
6
Quantitative finance
6
CFS working paper series
5
Computational economics
5
Journal of economic behavior & organization : JEBO
5
Journal of financial and quantitative analysis : JFQA
5
The review of financial studies
5
Wiley Trading Ser
5
Applied economics
4
Economic modelling
4
Journal of econometrics
4
NBER Working Paper
4
Review of financial economics : RFE
4
The Oxford handbook of computational economics and finance
4
The financial review : the official publication of the Eastern Finance Association
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics letters
3
Applied financial economics
3
Economics letters
3
Financial innovation : FIN
3
Gabler Edition Wissenschaft
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International journal of economics and financial issues : IJEFI
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
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Investment management and financial innovations
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ECONIS (ZBW)
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1
Algorithmic
trading
and market quality : evidence from the Taiwan index futures market
Chang, Ya-Kai
;
Chou, Robin K.
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1837-1855
Persistent link: https://www.econbiz.de/10013465825
Saved in:
2
High-frequency trading and market quality : evidence from account-level futures data
Coughlan, John
;
Orlov, Alexei G.
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
Saved in:
3
Understanding intraday momentum strategies
Rosa, Carlo
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
Saved in:
4
The impact of high speed quoting on execution risk dynamics : evidence from interest rate futures markets
Nie, Jing
;
Penen Malagon, Juliana
;
Williams, Julian
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1434-1465
Persistent link: https://www.econbiz.de/10013287987
Saved in:
5
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
6
A multivariate Markov regime-switching high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Sheu, Her-jiun
;
Lee, Hsiang-Tai
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1124-1140
Persistent link: https://www.econbiz.de/10011950956
Saved in:
7
Fat-finger trade and market quality : the first evidence from China
Gao, Ming
;
Liu, Yu-jane
;
Wu, Weili
- In:
The journal of futures markets
36
(
2016
)
10
,
pp. 1014-1025
Persistent link: https://www.econbiz.de/10011568867
Saved in:
8
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:
9
High frequency trading in the Korean index futures market
Lee, Eun Jung
- In:
The journal of futures markets
35
(
2015
)
1
,
pp. 31-51
Persistent link: https://www.econbiz.de/10011346176
Saved in:
10
Reversing the lead, or a series of unfortunate events? : NYMEX, ICE, and Amaranth
Kofman, Paul
;
Michayluk, David
;
Moser, James T.
- In:
The journal of futures markets
29
(
2009
)
12
,
pp. 1130-1160
Persistent link: https://www.econbiz.de/10003900984
Saved in:
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