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Small is beautiful? : how the introduction of mini futures contracts affects the regular contract

Greppmair, Stefan; Theissen, Erik - 2019

We analyze how the introduction of a mini futures contract affects the liquidity of the regular contract. We use a …)). We find that the liquidity of the regular contracts increases and the volatility decreases upon the introduction of a …

Persistent link: https://www.econbiz.de/10012135023

Price discovery between regular and mini index futures in the Taiwan Futures Exchange

Wang, Yun-Yi; Chang, Chiung-Chiao; Lee, Wan-Chen - In: International Review of Economics & Finance 27 (2013) C, pp. 224-237

the Taiwan Futures Exchange (TAIFEX). In contrast to the US futures market, the TAIFEX operates under an automated … the TAIFEX. Regression analyses show that both relative liquidity and relative changes in liquidity between regular and …

Persistent link: https://www.econbiz.de/10010664335

Liquidity and pricing of credit default swaps in Japan : evidence from a benchmark index for corporate debt claims

Inaba, Kei-Ichiro - In: Journal of financial services research : JFSR 54 (2018) 1, pp. 111-143

Persistent link: https://www.econbiz.de/10012024963

Algorithmic trading, liquidity, and price discovery : an intraday analysis of the SPI 200 futures

Viljoen, Tina; Westerholm, P. Joakim; Zheng, Hui - In: The financial review : the official publication of the … 49 (2014) 2, pp. 245-270

Persistent link: https://www.econbiz.de/10010363593

Which market dominates the price discovery in currency futures? : the case of the Chicago Mercantile Exchange and the Intercontinental Exchange

Li, Wei-Xuan; Chen, Clara Chia Sheng; Nguyen, James - In: Global finance journal 52 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013412594

What Is So Special About KOSPI 200 Index Futures Contract? An Analysis of Trading Volume and Liquidity

Ciner, Cetin - 2020

The Korean Stock Exchange's (KSE) KOSPI 200 Index futures and options have been the fastest growing derivatives contracts in the world in recent years. This paper presents an analysis of the factors contributing to the success, as measured by trading volume, of the KOSPI 200 Index futures...

Persistent link: https://www.econbiz.de/10012830894