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Investor attention and macroeconomic news announcements : evidence from stock index futures
Chen, Jing; Liu, Yu-jane; Luo, Lei; Tang, Ya - In: The journal of futures markets 36 (2016) 3, pp. 240-266
Persistent link: https://www.econbiz.de/10011568206
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Market uncertainty and sentiment around USDA announcements
Cao, An N. Q.; Robe, Michel A. - In: The journal of futures markets 42 (2022) 2, pp. 250-275
Persistent link: https://www.econbiz.de/10012817882
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One session options : playing the announcement lottery?
Smales, Lee A.; Liu, Zhangxin; Robertson, Cameron D. - In: The journal of futures markets 42 (2022) 2, pp. 192-211
Persistent link: https://www.econbiz.de/10012817850
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Trading activity in options and stock around price-sensitive news announcements
Mazouz, Khelifa; Wu, Yuliang; Yin, Shuxing - In: The journal of futures markets 35 (2015) 12, pp. 1173-1194
Persistent link: https://www.econbiz.de/10011546246
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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
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Determinants of the relative price impact of unanticipated information in US macroeconomic releases
Hess, Dieter - In: The journal of futures markets 24 (2004) 7, pp. 609-629
Persistent link: https://www.econbiz.de/10002108770
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The lead-lag relationship between equities and stock index futures markets around information releases
Frino, Alex; Walter, Terry S.; West, Andrew - In: The journal of futures markets 20 (2000) 5, pp. 467-487
Persistent link: https://www.econbiz.de/10001500120
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Holy mad cow! : Facts or (mis)perceptions : a clinical study
Tse, Yiuman; Hackard, James C. - In: The journal of futures markets 26 (2006) 4, pp. 315-341
Persistent link: https://www.econbiz.de/10003304073
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Market inefficiencies surrounding energy announcements
Alturki, Sultan; Kurov, Alexander - In: The journal of futures markets 42 (2022) 1, pp. 172-188
Persistent link: https://www.econbiz.de/10012796302
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The information effect of order flows in foreign currency futures and spot markets
Chen, Yu-Lun; Gau, Yin-feng - In: The journal of futures markets 42 (2022) 8, pp. 1549-1572
Persistent link: https://www.econbiz.de/10013288004