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Algorithmic trading and market quality : evidence from the Taiwan index futures market
Chang, Ya-Kai; Chou, Robin K. - In: The journal of futures markets 42 (2022) 10, pp. 1837-1855
Persistent link: https://www.econbiz.de/10013465825
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Understanding intraday momentum strategies
Rosa, Carlo - In: The journal of futures markets 42 (2022) 12, pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
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High-frequency trading and market quality : evidence from account-level futures data
Coughlan, John; Orlov, Alexei G. - In: The journal of futures markets 43 (2023) 8, pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
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Fat-finger trade and market quality : the first evidence from China
Gao, Ming; Liu, Yu-jane; Wu, Weili - In: The journal of futures markets 36 (2016) 10, pp. 1014-1025
Persistent link: https://www.econbiz.de/10011568867
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Reversing the lead, or a series of unfortunate events? : NYMEX, ICE, and Amaranth
Kofman, Paul; Michayluk, David; Moser, James T. - In: The journal of futures markets 29 (2009) 12, pp. 1130-1160
Persistent link: https://www.econbiz.de/10003900984
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Resiliency in the E-mini futures market
Fishe, Raymond P. H.; Haynes, Richard; Onur, Esen - In: The journal of futures markets 42 (2022) 1, pp. 5-23
Persistent link: https://www.econbiz.de/10012796291
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High frequency trading in the Korean index futures market
Lee, Eun Jung - In: The journal of futures markets 35 (2015) 1, pp. 31-51
Persistent link: https://www.econbiz.de/10011346176
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Volatility discovery across stock limit order book and options markets
Wang, Qin - In: The journal of futures markets 34 (2014) 10, pp. 934-956
Persistent link: https://www.econbiz.de/10010508688
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Information contents of intraday SSE 50 ETF options trades
Luo, Xingguo; Cai, Wenye; Ryu, Doojin - In: The journal of futures markets 42 (2022) 4, pp. 580-604
Persistent link: https://www.econbiz.de/10013187563
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Clustering and mean reversion in a Hawkes microstructure model
Fonseca, José da; Zaatour, Riadh - In: The journal of futures markets 35 (2015) 9, pp. 813-838
Persistent link: https://www.econbiz.de/10011392661