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Are intraday volume and volatility u-shaped after accounting for public information?
Eaves, James; Williams, Jeffrey - In: American journal of agricultural economics 92 (2010) 1, pp. 212-227
Persistent link: https://www.econbiz.de/10008904341
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Implied volatility forecasts in the grains complex
Simon, David P. - In: The journal of futures markets 22 (2002) 10, pp. 959-981
Persistent link: https://www.econbiz.de/10001696759
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Price limits and volatility in soybean meal futures markets
Cantor, Richard - 1989
Persistent link: https://www.econbiz.de/10000123785
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Examining futures price changes and volatility on the trading day after a limit-lock day
Park, Chul Woo - In: The journal of futures markets 20 (2000) 5, pp. 445-466
Persistent link: https://www.econbiz.de/10001500116
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Optimal margin level in futures markets : extreme price movements
Longin, François M. - In: The journal of futures markets 19 (1999) 2, pp. 127-152
Persistent link: https://www.econbiz.de/10001369624
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Margin requirements and futures activity : evidence from the soybean and corn markets
Adrangi, Bahram; Chatrath, Arjun - In: The journal of futures markets 19 (1999) 4, pp. 433-455
Persistent link: https://www.econbiz.de/10001378224
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On Commodity Price Limits
Janardanan, Rajkumar - 2019
This paper examines the behavior of futures prices and trader positions around the occurrence of price limits in commodity futures markets. We ask whether limit events are the result of shocks to fundamental volatility or the result of temporary volatility induced by the trading of...
Persistent link: https://www.econbiz.de/10012900566
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Financialisation of commodities : empirical evidence from the Indian financial market
Shamsher, Salim - In: IIMB management review 33 (2021) 1, pp. 38-49
Persistent link: https://www.econbiz.de/10013205184
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Are price limits cooling off agricultural futures markets?
He, Xinyue; Serra, Teresa - In: American journal of agricultural economics 104 (2022) 5, pp. 1724-1746
Persistent link: https://www.econbiz.de/10013466145
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Internalization and market quality : an empirical investigation
Larrymore, Norris L.; Murphy, Albert J. - In: The journal of financial research 32 (2009) 3, pp. 337-363
Persistent link: https://www.econbiz.de/10003966472