Narrow search
Showing 1 - 10 of 1,081
Cover Image
Information and volatility in futures and spot markets : the case of the Japanese yen
Chatrath, Arjun - In: The journal of futures markets 18 (1998) 2, pp. 201-223
Persistent link: https://www.econbiz.de/10001239192
Cover Image
Trading volume, bid-ask spread, and price volatility in futures markets
Wang, George H. K.; Yau, Jot - In: The journal of futures markets 20 (2000) 10, pp. 943-970
Persistent link: https://www.econbiz.de/10001530842
Cover Image
Intraday volatility in interest-rate and foreign-exchange markets : ARCH, announcement, and seasonality effects
Ederington, Louis H.; Lee, Jae-ha - In: The journal of futures markets 21 (2001) 6, pp. 517-552
Persistent link: https://www.econbiz.de/10001579721
Cover Image
Volatility, global information, and market consitions : a study in futures markets
Fung, Hung-gay; Patterson, Gary A. - In: The journal of futures markets 21 (2001) 2, pp. 173-196
Persistent link: https://www.econbiz.de/10001542995
Cover Image
An empirical examination of the SIMEX Nikkei 225 futures contract around the Kobé earthquake and the Barings Bank collapse
Walsh, David M.; Quek, Jinwei - In: The journal of futures markets 19 (1999) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10001377130
Cover Image
Bid-ask spreads, volatility, quote revisions, and trades of thinly traded futures contracts
Ding, David K.; Charoenwong, Charlie - In: The journal of futures markets 23 (2002) 5, pp. 455-486
Persistent link: https://www.econbiz.de/10001769700
Cover Image
Bid-ask spreads and implied volatilities of key players in a FX options market
Galai, Dan; Shraiber, Bentsi - In: The journal of futures markets 33 (2013) 8, pp. 774-794
Persistent link: https://www.econbiz.de/10009779084
Cover Image
Futures trading costs and market microstructure invariance : identifying bet activity
Hou, Ai Jun; Nordén, Lars L.; Xu, Caihong - In: The journal of futures markets 44 (2024) 6, pp. 901-922
Persistent link: https://www.econbiz.de/10014536704
Cover Image
Foreign-exchange trading volume and Federal Reserve intervention
Chaboud, Alain; LeBaron, Blake Dean - In: The journal of futures markets 21 (2001) 9, pp. 851-860
Persistent link: https://www.econbiz.de/10001595311
Cover Image
Intraday behavior of market depth in a competitive dealer market : a note
Frino, Alex; Lepone, Andrew; Wearin, Grant - In: The journal of futures markets 28 (2008) 3, pp. 294-307
Persistent link: https://www.econbiz.de/10003699393