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Macroeconomic information and financial trading
Webb, Robert I. - 1994
Persistent link: https://www.econbiz.de/10013548347
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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
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Volatility dynamics under an endogenous Markov-switching framework : a cross-market approach
Song, Wonho; Ryu, Doojin; Webb, Robert I. - In: Quantitative finance 18 (2018) 9, pp. 1559-1571
Persistent link: https://www.econbiz.de/10011913204
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Shock markets : trading lessons for volatile times
Webb, Alexander; Webb, Robert I. - 2013 - 1. ed.
Persistent link: https://www.econbiz.de/10009748059
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Does international order flow contribute to price discovery in futures markets?
Frino, Alex; Webb, Robert I.; Zheng, Hui - In: The journal of futures markets 32 (2012) 12, pp. 1124-1143
Persistent link: https://www.econbiz.de/10009697772
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Trading catalysts : how events move markets and create trading opportunities
Webb, Robert I. - 2007
Persistent link: https://www.econbiz.de/10003333068
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Stock price synchronicity and market liquidity : the role of funding liquidity
Ryu, Doojin; Webb, Robert I.; Yu, Jinyoung - In: Finance research letters 61 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014491015
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Oil stocks, risk factors, and tail behavior
Lian, Ziying; Cai, Jun; Webb, Robert I. - In: Energy economics 91 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012518738
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Connectivity costs and price efficiency : an event study
Frino, Alex; Kovacevic, Ognjen; Mollica, Vito; Webb, … - In: The journal of futures markets 42 (2022) 2, pp. 296-309
Persistent link: https://www.econbiz.de/10012817888
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The price impact of futures trades and their intraday seasonality
Webb, Robert I.; Ryu, Doojin; Ryu, Doowon; Han, Joongho - In: Emerging markets review 26 (2016), pp. 80-98
Persistent link: https://www.econbiz.de/10011670875