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Market microstructure effects on volatility at the TAIFEX
Webb, Robert I.; Muthuswamy, Jayaram; Segara, Reuben - 2007
Persistent link: https://www.econbiz.de/10003684134
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Market microstructure effects on volatility at the TAIFEX
Webb, Robert I.; Muthuswamy, Jayaram; Segara, Reuben - In: The journal of futures markets 27 (2007) 12, pp. 1219-1243
Persistent link: https://www.econbiz.de/10003627207
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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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The impact of latency sensitive trading on high frequency arbitrage opportunities
Frino, Alex; Mollica, Vito; Webb, Robert I.; Zhang, Shunquan - In: Pacific-Basin finance journal 45 (2017), pp. 91-102
Persistent link: https://www.econbiz.de/10011800821