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Informed options strategies before corporate events
Augustin, Patrick; Brenner, Menachem; Grass, Gunnar; … - In: Journal of financial markets 63 (2023), pp. 1-34
Persistent link: https://www.econbiz.de/10014278622
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The lead-lag relation between VIX futures and SPX futures
Bangsgaard, Christine; Kokholm, Thomas - In: Journal of financial markets 67 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10014491067
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Extreme illiquidity and cross-sectional corporate bond returns
Chen, Xi; Wang, Junbo; Wu, Chunchi; Wu, Di - In: Journal of financial markets 68 (2024), pp. 1-27
Persistent link: https://www.econbiz.de/10014491074
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Understanding the impacts of dark pools on price discovery
Ye, Linlin - In: Journal of financial markets 68 (2024), pp. 1-39
Persistent link: https://www.econbiz.de/10014491076
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The market quality implications of speed in cross-platform trading : evidence from Frankfurt-London microwave networks
Rzayev, Khaladdin; Ibikunle, Gbenga; Steffen, Tom - In: Journal of financial markets 66 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014472946
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Profitability anomaly and aggregate volatility risk
Barinov, Alexander - In: Journal of financial markets 64 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014466100
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The role of idiosyncratic jumps in stock markets
Lee, Suzanne S. - In: Journal of financial markets 64 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014466288
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Information flow and credit rating announcements
Khorram, Mehdi; Mo, Haitao; Sanger, Gary C. - In: Journal of financial markets 65 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014466326