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Price discovery in the German equity index derivatives markets
Booth, G. Geoffrey; So, Raymond W.; Tse, Yiuman - In: The journal of futures markets 19 (1999) 6, pp. 619-643
Persistent link: https://www.econbiz.de/10001410389
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Short selling, unwinding, and mispricing
Kempf, Alexander - In: The journal of futures markets 18 (1998) 8, pp. 903-923
Persistent link: https://www.econbiz.de/10001352413
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Trading costs and price discovery across stock index futures and cash markets
Kim, Minho; Szakmary, Andrew C.; Schwarz, Thomas V. - In: The journal of futures markets 19 (1999) 4, pp. 475-498
Persistent link: https://www.econbiz.de/10001378256
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A further look at transaction costs, short sale restrictions, and futures market efficiency : the case of Korean stock index futures
Gay, Gerald D.; Jung, Dae Y. - In: The journal of futures markets 19 (1999) 2, pp. 153-174
Persistent link: https://www.econbiz.de/10001369626
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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
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Tick size reduction, execution costs, and informational efficiency in the regular and E-mini Nasdaq-100 index futures markets
Kurov, Alexander - In: The journal of futures markets 28 (2008) 9, pp. 871-888
Persistent link: https://www.econbiz.de/10003746360
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Futures trading costs and market microstructure invariance : identifying bet activity
Hou, Ai Jun; Nordén, Lars L.; Xu, Caihong - In: The journal of futures markets 44 (2024) 6, pp. 901-922
Persistent link: https://www.econbiz.de/10014536704