Narrow search
Showing 111 - 115 of 115
Cover Image
Excess comovement in credit default swap markets : evidence from the CDX indices
Cathcart, Lara; Jahel, Lina el; Evans, Leo; Shi, Yining - In: Journal of financial markets 43 (2019), pp. 96-120
Persistent link: https://www.econbiz.de/10012316303
Cover Image
The delta- and vega-related information content of near-the-money option market trading activity
Rourke, Thomas - In: Journal of financial markets 20 (2014), pp. 175-193
Persistent link: https://www.econbiz.de/10010442379
Cover Image
The economics of the financial market for volatility trading
Ruan, Xinfeng; Zhang, Jin E. - In: Journal of financial markets 52 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10013266318
Cover Image
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
Cover Image
When is the order-to-trade ratio fee effective?
Aggarwal, Nidhi; Panchapagesan, Venkatesh; Thomas, Susan - In: Journal of financial markets 62 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014226688