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Trading in option contracts before large price changes : a comparative study of US and UK markets
Galariotis, Emilios; Rong, Wu; Spyrou, Spyros I. - In: Journal of derivatives & hedge funds 20 (2014) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10010463014
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Trading volume, open interest, and price volatility on the LIFFE cocoa market
Gilbert, Christopher L. - 1997
Persistent link: https://www.econbiz.de/10000654030
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The intraday relationship between volume and volatility in LIFFE futures markets
Ap Gwilym, Owain; McMillan, David G.; Speight, Alan E. H. - In: Applied financial economics 9 (1999) 6, pp. 593-604
Persistent link: https://www.econbiz.de/10001525288
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Return autocorrelations on individual stocks and corresponding futures : evidence from Australian, Hong Kong, and United Kingdom markets
Lien, Da-hsiang Donald; Li, Yang - In: Review of Pacific Basin financial markets and policies 7 (2004) 3, pp. 397-422
Persistent link: https://www.econbiz.de/10002229060
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Indexveränderungen und ihre Auswirkungen auf Kapitalmärkte und Unternehmen
Bettscheider, Patrick R. - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001801128
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Price, volume and volatility spillovers among New York, Tokyo and London Stock markets
Kim, Sangphill; Rui, Meng - In: International journal of business 4 (1999) 2, pp. 41-61
Persistent link: https://www.econbiz.de/10001445578
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Does futures trading increase stock market volatility? : The US, Japan, the UK, and Hong Kong
Yi, Sang-bin - In: Review of futures markets 11 (1994) 3, pp. 253-288
Persistent link: https://www.econbiz.de/10001185970
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High-Frequency Trading in the Bund Futures Market
Schlepper, Kathi - 2016
In this work, I study the impact of high-frequency trading (HFT) on price discovery and volatility in the Bund futures … price discovery compared to Non-HFTs, but also add a higher share to noise than to permanent volatility. Moreover, I find … evidence that HFTs tend to supply less liquidity after an unexpected rise in market volatility and prior to upcoming …
Persistent link: https://www.econbiz.de/10012988629
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Financial market volatility and the world-wide fall in inflation
Gruen, David W. R. - 1995
Persistent link: https://www.econbiz.de/10000956665
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Australian financial market volatility : an exploration of cross-country and cross-market linkages
Kortian, Tro; O'Regan, James - 1996
Persistent link: https://www.econbiz.de/10000956668