Narrow search
Showing 1 - 10 of 38
Cover Image
Competition for order flow and smart order routing systems
Foucault, Thierry; Menkveld, Albert J. - In: The journal of finance : the journal of the American … 63 (2008) 1, pp. 119-158
Persistent link: https://www.econbiz.de/10003821561
Cover Image
An empirical analysis of the price discovery and the pricing bias in the KOSPI 200 stock index derivatives markets
Seung Oh Nam; SeungYoung Oh; Hyun Kyung Kim; Byung Chun Kim - In: International review of financial analysis 15 (2006) 4/5, pp. 398-414
Persistent link: https://www.econbiz.de/10003377253
Cover Image
Asymmetries, causality and correlation between FTSE100 spot and futures : a DCC-TGARCH-M analysis
Tao, Juan; Green, Christopher J. - In: International review of financial analysis 24 (2012), pp. 26-37
Persistent link: https://www.econbiz.de/10009688185
Cover Image
Pricing of derivatives on commodity indices
Rauch, Johannes; Krayzler, Mikhail; Brunner, Bernhard; … - In: International review of financial analysis 29 (2013), pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
Cover Image
Predicting the limit-hit frequency in futures contracts
Levy, Tamir; Qadan, Mahmod; Yagil, Joseph - In: International review of financial analysis 30 (2013), pp. 141-148
Persistent link: https://www.econbiz.de/10010460326
Cover Image
Futures markets and informational efficiency : a laboratory examination
Forsythe, Robert; Palfrey, Thomas R.; Plott, Charles R. - In: The journal of finance : the journal of the American … 39 (1984) 4, pp. 955-981
Persistent link: https://www.econbiz.de/10002165761
Cover Image
Option prices as predictors of equilibrium stock prices
Manaster, Steven; Rendleman jr., Richard J. - In: The journal of finance : the journal of the American … 37 (1982) 4, pp. 1043-1057
Persistent link: https://www.econbiz.de/10002424547
Cover Image
Liquidity of the CBOE equity options
Vijh, Anand M. - In: The journal of finance : the journal of the American … 45 (1990) 4, pp. 1157-1179
Persistent link: https://www.econbiz.de/10001098068
Cover Image
Why option prices lag stock prices : a trading-based explanation
Chan, Kalok - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1957-1967
Persistent link: https://www.econbiz.de/10001155911
Cover Image
On jumps in common stock and their impact on call option pricing
Ball, Cliffoed A.; Torous, Walter N. - In: The journal of finance : the journal of the American … 40 (1985) 1, pp. 155-173
Persistent link: https://www.econbiz.de/10001863160