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Market micicrostructure of FT-SE 100 Index futures : an intraday empirical analysis
Tse, Yiuman - In: The journal of futures markets 19 (1999) 1, pp. 31-58
Persistent link: https://www.econbiz.de/10001377554
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Mean reversion in stock index futures markets: a nonlinear analysis
Monoyios, Michael; Sarno, Lucio - In: The journal of futures markets 22 (2002) 4, pp. 285-314
Persistent link: https://www.econbiz.de/10001678261
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The interrelation of price volatility and trading volume of currency options
Sarwar, Ghulam - In: The journal of futures markets 23 (2002) 7, pp. 681-700
Persistent link: https://www.econbiz.de/10001769722
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Momentum in international commodity futures markets
Kang, Jangkoo; Kwon, Kyungyoon - In: The journal of futures markets 37 (2017) 8, pp. 803-835
Persistent link: https://www.econbiz.de/10011950886
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In search of the convexity adjustment : evidence from the sterling futures and IMM FRA markets
Poskitt, Russell - In: The journal of futures markets 28 (2008) 7, pp. 617-633
Persistent link: https://www.econbiz.de/10003715112
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Multi-period hedge ratios for a multi-asset portfolio when accounting for returns co-movement
Fernández, Viviana - In: The journal of futures markets 28 (2008) 2, pp. 182-207
Persistent link: https://www.econbiz.de/10003647712
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Commonality in the LME aluminum and copper volatility processes through a FIGARCH lens
Figuerola-Ferretti, Isabel; Gilbert, Christopher L. - In: The journal of futures markets 28 (2008) 10, pp. 935-962
Persistent link: https://www.econbiz.de/10003769895
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The impact of electronic trading on bid-ask spreads : evidence from futures markets in Hong Kong, London, and Sydney
Aitken, Michael J.; Frino, Alex; Hill, Amelia M.; … - In: The journal of futures markets 24 (2004) 7, pp. 675-696
Persistent link: https://www.econbiz.de/10002108815
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Nonlinear dynamics and competing behavioral interpretations : evidence from intra-day FTSE-100 index and futures data
McMillan, David G.; Speight, Alan E. H. - In: The journal of futures markets 26 (2006) 4, pp. 343-368
Persistent link: https://www.econbiz.de/10003304077
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Systematic sampling of nonlinear models : evidence on speed of adjustment in index futures markets
Payá, Ivan; Peel, David - In: The journal of futures markets 31 (2011) 2, pp. 192-203
Persistent link: https://www.econbiz.de/10008908405