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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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Trading commodity ETFs : price behavior, investment insights, and performance analysis
Hadad, Elroi; Malhotra, Davinder Kumar; Nippani, Srinivas - In: The journal of futures markets 44 (2024) 7, pp. 1257-1276
Persistent link: https://www.econbiz.de/10014553985
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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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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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Overnight returns of industry exchange-traded funds, investor sentiment, and futures market returns
Lee, Yun-Huan; Liao, Tzu-Hsiang; Lee, Hsiu-chuan - In: The journal of futures markets 42 (2022) 6, pp. 1114-1134
Persistent link: https://www.econbiz.de/10013287919
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VIX exchange traded products : price discovery, hedging, and trading strategy
Bordonado, Christoffer; Molnár, Peter; Samdal, Sven R. - In: The journal of futures markets 37 (2017) 2, pp. 164-183
Persistent link: https://www.econbiz.de/10011669792
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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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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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Transactions data tests of efficiency : an investigation in the Singapore futures markets
Raj, Mahendra - In: The journal of futures markets 20 (2000) 7, pp. 687-704
Persistent link: https://www.econbiz.de/10001523745