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Investor beliefs and the demand pressure on index options in Taiwan
Pan, Ging-Ginq; Shiu, Yung-Ming; Wu, Tu-Cheng - In: The journal of futures markets 35 (2015) 12, pp. 1117-1132
Persistent link: https://www.econbiz.de/10011546234
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The demand for warrants and issuer pricing strategies
Baule, Rainer; Blonski, Philip - In: The journal of futures markets 35 (2015) 12, pp. 1195-1219
Persistent link: https://www.econbiz.de/10011546250
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Foreign Central Bank activities in US futures markets
Fishe, Raymond P. H.; Robe, Michel A.; Smith, Aaron D. - In: The journal of futures markets 36 (2016) 1, pp. 3-29
Persistent link: https://www.econbiz.de/10011567511
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Information flow, trading activity and commodity futures volatility
Clements, Adam; Todorova, Neda - In: The journal of futures markets 36 (2016) 1, pp. 88-104
Persistent link: https://www.econbiz.de/10011567574
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Investor attention and macroeconomic news announcements : evidence from stock index futures
Chen, Jing; Liu, Yu-jane; Luo, Lei; Tang, Ya - In: The journal of futures markets 36 (2016) 3, pp. 240-266
Persistent link: https://www.econbiz.de/10011568206
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An analysis of the risk-return characteristics of serially correlated managed futures
Elaut, Gert; Erdős, Péter; Sjödin, John - In: The journal of futures markets 36 (2016) 10, pp. 992-1013
Persistent link: https://www.econbiz.de/10011568847
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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
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Asymmetry in the permanent price impact of block purchases and sales : theory and empirical evidence
Frino, Alex; Mollica, Vito; Romano, Maria Grazia; Zhou, … - In: The journal of futures markets 37 (2017) 4, pp. 359-373
Persistent link: https://www.econbiz.de/10011950679
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AVIX : an improved VIX based on stochastic interest rates and an adaptive screening mechanism
Zheng, Zhenlong; Jiang, Zhengyun; Chen, Rong - In: The journal of futures markets 37 (2017) 4, pp. 374-410
Persistent link: https://www.econbiz.de/10011950692
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Anchoring and probability weighting in option prices
DeLisle, R. Jared; Diavatopoulos, Dean; Fodor, Andy; … - In: The journal of futures markets 37 (2017) 6, pp. 614-638
Persistent link: https://www.econbiz.de/10011950850