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Price discovery and foreign participation in Korea's government bond futures and cash markets
Park, Cyn-Young; Mercado, Jr., Bogelio; Choi, Jaehun; … - In: The journal of futures markets 37 (2017) 1, pp. 23-51
Persistent link: https://www.econbiz.de/10011669750
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Futures market volatility : what has changed?
Bollen, Nicolas P. B.; Whaley, Robert E. - In: The journal of futures markets 35 (2015) 5, pp. 426-454
Persistent link: https://www.econbiz.de/10011405386
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Two order books are better than one? : Trading At Settlement (TAS) in VIX futures
Huskaj, Bujar; Nordén, Lars L. - In: The journal of futures markets 35 (2015) 6, pp. 506-521
Persistent link: https://www.econbiz.de/10011405402
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Cash trading and index futures price volatility
Li, Jinliang - In: The journal of futures markets 31 (2011) 5, pp. 465-486
Persistent link: https://www.econbiz.de/10009009223
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Closing call auctions at the index futures market
Hagströmer, Björn; Nordén, Lars - In: The journal of futures markets 34 (2014) 4, pp. 299-319
Persistent link: https://www.econbiz.de/10010355429
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Aggregate volatility and market jump risk : an option-based explanation to size and value premia
Arisoy, Yakup Eser - In: The journal of futures markets 34 (2014) 1, pp. 34-55
Persistent link: https://www.econbiz.de/10010254958
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Price discovery in interrelated markets
Lien, Da-hsiang Donald; Shrestha, Keshab - In: The journal of futures markets 34 (2014) 3, pp. 203-219
Persistent link: https://www.econbiz.de/10010355437
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Realized bond-stock correlation : macroeconomic announcement effects
Christiansen, Charlotte; Ranaldo, Angelo - In: The journal of futures markets 27 (2007) 5, pp. 439-469
Persistent link: https://www.econbiz.de/10003493097
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What moves option : implied bond market expectations?
Vähämaa, Sami; Watzka, Sebastian; Äijö, Janne - In: The journal of futures markets 25 (2005) 9, pp. 817-843
Persistent link: https://www.econbiz.de/10003105981
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Bid-ask spreads in financial futures
Laux, Paul A. - In: The journal of futures markets 12 (1992) 6, pp. 621-634
Persistent link: https://www.econbiz.de/10001133908