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Sentiment‐dependent impact of funding liquidity shocks on futures market liquidity

Ryu, Doojin; Yu, Jinyoung - In: Journal of Futures Markets 42 (2021) 1, pp. 61-76

Persistent link: https://www.econbiz.de/10012632652

Informed options trading around holidays

Ryu, Doojin; Yu, Jinyoung - In: Journal of Futures Markets 41 (2021) 5, pp. 658-685

Persistent link: https://www.econbiz.de/10012535194

Editor's note

Webb, Robert I.; Webb, Robert I. - In: Journal of Futures Markets 21 (2001) 5, pp. 393-393

Persistent link: https://www.econbiz.de/10011197015

The Impact of Co‐Location of Securities Exchanges' and Traders' Computer Servers on Market Liquidity

Frino, Alex; Mollica, Vito; Webb, Robert I. - In: Journal of Futures Markets 34 (2014) 1, pp. 20-33

Persistent link: https://www.econbiz.de/10011006095

Editor's note

Webb, Robert I. - In: Journal of Futures Markets 20 (2000) 1, pp. 1-1

Persistent link: https://www.econbiz.de/10011197010

Editor's note

Webb, Robert I. - In: Journal of Futures Markets 28 (2008) 6, pp. 517-517

Persistent link: https://www.econbiz.de/10011197030

Editor's note

Webb, Robert I. - In: Journal of Futures Markets 29 (2009) 12, pp. 1101-1101

Persistent link: https://www.econbiz.de/10011197068

The behavior of “false” futures prices

Webb, Robert I. - In: Journal of Futures Markets 11 (1991) 6, pp. 651-668

Persistent link: https://www.econbiz.de/10011197123

Editor's note

Webb, Robert I. - In: Journal of Futures Markets 29 (2009) 6, pp. 495-495

Persistent link: https://www.econbiz.de/10011197153

Limits to linear price behavior: futures prices regulated by limits

Webb, Robert I.; Hall, Anthony D.; Kofman, Paul - In: Journal of Futures Markets 21 (2001) 5, pp. 463-488

This article analyzes the behavior of futures prices when the exchange is regulated by price limits. With a model analogous to exchange‐rate target‐zone models, we tested for the existence of a nonlinear S‐shape relation between observed and theoretical futures prices. This phenomenon...

Persistent link: https://www.econbiz.de/10011197182