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Trade friction and price discovery in the USD-CAD spot and forward markets
Yan, Meng; Chen, Jian; Song, Victor; Xu, Ke - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013413582
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Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets
Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: The North American journal of economics and finance : a … 46 (2018), pp. 168-186
Persistent link: https://www.econbiz.de/10012036615
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Extendible stock loan
Wu, Wei-Hwa - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013188336
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Pricing vulnerable options with stochastic liquidity risk
Wang, Xingchun - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013449096
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An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium a...
Simpson, Marc W.; Grossmann, Axel - In: The North American journal of economics and finance : a … 28 (2014), pp. 221-238
Persistent link: https://www.econbiz.de/10010461953
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Risk premium or irrational expectations? : an investigation into the causes of forward discount bias across 27 developed and developing economies forward rates
Miah, Fazlul; Al-Titi, Omar - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012658795
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Excess co-movement of agricultural futures prices : perspective from contagious investor sentiment
Zhou, Liyun; Huang, Jialiang - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012665101
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Did the introduction of Bitcoin futures crash the Bitcoin market at the end of 2017?
Hattori, Takahiro; Ishida, Ryo - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012821885
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Disagreement with procyclical beliefs and asset pricing
Wang, Hailong; Hu, Duni - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-33
Persistent link: https://www.econbiz.de/10012660172
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Time-dependent lead-lag relationships between the VIX and VIX futures markets
Yang, Yan-Hong; Shao, Ying-Hui - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012632213