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101
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61
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Showing
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1
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
2
Are price limits cooling off agricultural
futures
markets?
He, Xinyue
;
Serra, Teresa
- In:
American journal of agricultural economics
104
(
2022
)
5
,
pp. 1724-1746
Persistent link: https://www.econbiz.de/10013466145
Saved in:
3
What effect did the introduction of Bitcoin
futures
have on the Bitcoin spot market?
Jalan, Akanksha
;
Matkovskyy, Roman
;
Urquhart, Andrew
- In:
The European journal of finance
27
(
2021
)
13
,
pp. 1251-1281
Persistent link: https://www.econbiz.de/10012653090
Saved in:
4
Impact of individual stock derivatives introduction in
India
on its underlying spot market
volatility
Nandy, Suparna
;
Chattopadhyay, Arup Kumar
- In:
Asia-Pacific journal of management research and …
12
(
2016
)
2
,
pp. 109-133
Persistent link: https://www.econbiz.de/10011720262
Saved in:
5
The price discovery processes in China,
India
, and Russia's stock index
futures
markets
Liu, Qingfeng Wilson
;
Sono, Hui
;
Zhang, Wei
- In:
Review of Pacific Basin financial markets and policies
24
(
2021
)
3
,
pp. 2150020-1-2150020-28
Persistent link: https://www.econbiz.de/10012657782
Saved in:
6
Price discovery mechanism in spot and
futures
market of agricultural commodities : the case of
India
Minakshi
- In:
Focus : journal of international business
5
(
2018
)
2
,
pp. 44-67
Persistent link: https://www.econbiz.de/10012020088
Saved in:
7
Volatility
-volume causality across single stock spot-
futures
markets in
India
Jain, Anshul
;
Biswal, Pratap Chandra
;
Ghosh, Sajal
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3228-3243
Persistent link: https://www.econbiz.de/10011617173
Saved in:
8
The intraday determination of
liquidity
in the NYSE LIFFE equity option markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Chen, XiaoHua
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
Saved in:
9
Volatility
and
liquidity
on high-frequency electricity
futures
markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
10
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
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