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Asset pricing in an inefficient market

Webb, Robert I. - In: Economic modelling 7 (1990) 4, pp. 395-399

Persistent link: https://www.econbiz.de/10001095113

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

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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

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Special issue on trading

Webb, Robert I. (contributor) - 2001

Persistent link: https://www.econbiz.de/10001582284

High-frequency trading : implications for markets, regulators, and efficiency

Muthuswamy, Jayaram; Palmer, John; Richie, Nivine; … - In: The journal of trading 6 (2011) 1, pp. 87-97

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Special issue from the 1st symposium on the financial econometrics of derivative securities and markets

Webb, Robert I. (contributor) - Symposium on the Financial Econometrics of Derivative … - In: The journal of futures markets 33 (2013) 11, pp. 994-1070

Persistent link: https://www.econbiz.de/10010255107

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

Who pays the liquidity cost? : central bank announcements and adverse selection

Ryu, Doojin; Webb, Robert I.; Yu, Jinyoung - In: The journal of futures markets 43 (2023) 7, pp. 904-924

Persistent link: https://www.econbiz.de/10014293266