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Who pays the liquidity cost? : central bank announcements and adverse selection
Ryu, Doojin; Webb, Robert I.; Yu, Jinyoung - In: The journal of futures markets 43 (2023) 7, pp. 904-924
Persistent link: https://www.econbiz.de/10014293266
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Left-digit biases : individual and institutional investors
Yu, Jinyoung; Kim, Young-chul; Ryu, Doojin - In: The journal of futures markets 44 (2024) 3, pp. 518-532
Persistent link: https://www.econbiz.de/10014475507
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Sentiment-dependent impact of funding liquidity shocks on futures market liquidity
Ryu, Doojin; Yu, Jinyoung - In: The journal of futures markets 42 (2022) 1, pp. 61-76
Persistent link: https://www.econbiz.de/10012796295
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Changes in the options contract size and arbitrage opportunities
Song, Joonhyuk; Ryu, Doojin; Yu, Jinyoung - In: The journal of futures markets 43 (2023) 1, pp. 122-137
Persistent link: https://www.econbiz.de/10013465898
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The behavior of "false" futures prises
Webb, Robert I. - In: The journal of futures markets 11 (1991) 6, pp. 651-668
Persistent link: https://www.econbiz.de/10001116063
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Transitory real-time property rights and exchange intellectual property
Webb, Robert I. - In: The journal of futures markets 23 (2003) 9, pp. 891-913
Persistent link: https://www.econbiz.de/10001789587
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The information content of trades : an analysis of KOSPI 200 index derivatives
Ryu, Doojin - In: The journal of futures markets 35 (2015) 3, pp. 201-221
Persistent link: https://www.econbiz.de/10011348449
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Continuously traded options on discretely traded commodity futures contracts
Webb, Robert I.; Iwata, Gyoichi; Fujiwara, Koichi; … - In: The journal of futures markets 17 (1997) 6, pp. 633-666
Persistent link: https://www.econbiz.de/10001228028
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The effect of market opening and closing on the volatility of Eurodollar futures prices
Webb, Robert I. - In: The journal of futures markets 14 (1994) 1, pp. 51-78
Persistent link: https://www.econbiz.de/10001169807
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On the intraday relation between the VIX and its futures
Frijns, Bart; Tourani Rad, Alireza; Webb, Robert I. - In: The journal of futures markets 36 (2016) 9, pp. 870-886
Persistent link: https://www.econbiz.de/10011568650