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The journal of futures markets
Finance research letters
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ECONIS (ZBW)
213
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1
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
Saved in:
2
To squeeze or not to squeeze? : that is no longer the question
Ben-Abdallah, Ramzi
;
Breton, Michèle
- In:
The journal of futures markets
36
(
2016
)
7
,
pp. 647-670
Persistent link: https://www.econbiz.de/10011568527
Saved in:
3
VPIN, jump dynamics and inventory announcements in energy futures markets
Bjursell, Johan
;
Wang, George H. K.
;
Zheng, Hui
- In:
The journal of futures markets
37
(
2017
)
6
,
pp. 542-577
Persistent link: https://www.econbiz.de/10011950836
Saved in:
4
Derivative disclosures and managerial opportunism
He, Guanming
;
Ren, Helen Mengbing
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 384-419
Persistent link: https://www.econbiz.de/10014475490
Saved in:
5
Informed trading around merger and acquisition announcements : evidence from the UK equity and options markets
Spyrou, Spyros I.
;
Tsekrekos, Andrianos
;
Siougle, Georgia
- In:
The journal of futures markets
31
(
2011
)
8
,
pp. 703-726
Persistent link: https://www.econbiz.de/10009157440
Saved in:
6
Exchange-traded barrier option and VPIN : evidence from Hong Kong
Cheung, William Ming Yan
;
Chou, Robin K.
;
Lei, Adrian C. H.
- In:
The journal of futures markets
35
(
2015
)
6
,
pp. 561-581
Persistent link: https://www.econbiz.de/10011405410
Saved in:
7
Insider trading in futures markets : a discussion
Dinehart, Stephen J.
- In:
The journal of futures markets
6
(
1986
)
2
,
pp. 325-333
Persistent link: https://www.econbiz.de/10001135446
Saved in:
8
Estimation and forecasting of stock volatility with range-based estimators
Vipul, Joshy Jacob
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 561-581
Persistent link: https://www.econbiz.de/10003715011
Saved in:
9
Interdealer inference and price discovery
Huang, Tzu-man
;
Locke, Peter R.
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10003647689
Saved in:
10
The specification of GARCH models with stochastic covariates
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of futures markets
28
(
2008
)
10
,
pp. 911-934
Persistent link: https://www.econbiz.de/10003769888
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