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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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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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Arbitrage, cointegration, and the joint dynamics of prices across discrete commodity futures auctions
Low, Aaron; Muthuswamy, Jayaram; Webb, Robert I. - In: The journal of futures markets 19 (1999) 7, pp. 799-815
Persistent link: https://www.econbiz.de/10001443356
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Price discovery in China's crude oil futures markets : an emerging Asian benchmark?
Yu, Ziliang; Yang, Jian; Webb, Robert I. - In: The journal of futures markets 43 (2023) 3, pp. 297-324
Persistent link: https://www.econbiz.de/10014293068