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Limit order book transparency, execution risk, and market liquidity : evidence from the Sydney futures exchange
Bortoli, Luke; Frino, Alex; Fung, Joseph K. W.; … - In: The journal of futures markets 26 (2006) 12, pp. 1147-1167
Persistent link: https://www.econbiz.de/10003392008
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Dynamic trading value at risk : futures floor trading
Lee, Jongdoo; Locke, Peter R. - In: The journal of futures markets 26 (2006) 12, pp. 1217-1234
Persistent link: https://www.econbiz.de/10003392011
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The effect of futures trading on the distribution of spot index returns : implications for CVAR int he Spanish market
Illueca, Manuel; Lafuente, Juan Angel - In: The journal of futures markets 27 (2007) 9, pp. 839-866
Persistent link: https://www.econbiz.de/10003518521
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Effectiveness of hedging interest rate risks and stock market risks with financial futures
Fortin, Michel; Khoury, Nabil T. - In: The journal of futures markets 8 (1988) 3, pp. 319-334
Persistent link: https://www.econbiz.de/10003552404
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A reality check on technical trading rule profits in the US futures markets
Park, Cheol-ho; Irwin, Scott H. - In: The journal of futures markets 30 (2010) 7, pp. 633-659
Persistent link: https://www.econbiz.de/10003985040
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Valuation of housing index derivatives
Cao, Melanie; Wei, Jason - In: The journal of futures markets 30 (2010) 7, pp. 660-688
Persistent link: https://www.econbiz.de/10003985042
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Corporate usage of financial derivatives, information asymmetry, and insider trading
Nguyen, Hoa; Faff, Robert W.; Hodgson, Allan - In: The journal of futures markets 30 (2010) 1, pp. 25-47
Persistent link: https://www.econbiz.de/10003962220
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Volatility components : the term structure dynamics of VIX futures
Lu, Zhongjin; Zhu, Yingzi - In: The journal of futures markets 30 (2010) 3, pp. 230-256
Persistent link: https://www.econbiz.de/10003962468
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Do volatility determinants vary across futures contracts? : insights from a smoothed bayesian estimator
Karali, Berna; Dorfman, Jeffrey H.; Thurman, Walter N. - In: The journal of futures markets 30 (2010) 3, pp. 257-277
Persistent link: https://www.econbiz.de/10003962516
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Persistence in some energy futures markets
Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: The journal of futures markets 30 (2010) 5, pp. 490-507
Persistent link: https://www.econbiz.de/10003962641