Similar Search Results

Trading around macroeconomic announcements : are all traders created equal?

Erenburg, Grigori; Kurov, Alexander; Lasser, Dennis J. - In: Journal of financial intermediation 15 (2006) 4, pp. 470-493

Persistent link: https://www.econbiz.de/10003395882

Price dynamics in the regular and E-mini futures markets

Kurov, Alexander; Lasser, Dennis J. - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 365-384

Persistent link: https://www.econbiz.de/10002103694

Trading around macroeconomic announcements: Are all traders created equal?

Erenburg, Grigori; Kurov, Alexander; Lasser, Dennis J. - In: Journal of Financial Intermediation 15 (2006) 4, pp. 470-493

Persistent link: https://www.econbiz.de/10005020787

Trading around macroeconomic announcements: Are all traders created equal?

Erenburg, Grigori; Kurov, Alexander; Lasser, Dennis J. - In: Journal of financial intermediation 15 (2006) 4, pp. 470-493

Persistent link: https://www.econbiz.de/10007291840

Price Dynamics in the Regular and E-Mini Futures Markets

Kurov, Alexander; Lasser, Dennis J. - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 365-384

Persistent link: https://www.econbiz.de/10006693318

Price Dynamics in the Regular and E-Mini Futures Markets

Kurov, Alexander; Lasser, Dennis J. - In: Journal of Financial and Quantitative Analysis 39 (2004) 02, pp. 365-384

This paper examines the price dynamics in the S&P 500 and Nasdaq-100 index futures contracts. By utilizing transactions data with attached trader type identification codes, we are able to analyze price dynamics for trades initiated by exchange locals and off-exchange customers. The empirical...

Persistent link: https://www.econbiz.de/10005139103