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European financial market dependence : an industry analysis

Bartram, Söhnke M.; Wang, Yaw-Huei - In: Journal of banking & finance 59 (2015), pp. 146-163

Persistent link: https://www.econbiz.de/10011544416

Trading futures using a channel rule : a study of the predictive power of technical analysis with currency examples

Taylor, Stephen - In: The journal of futures markets 14 (1994) 2, pp. 215-235

Persistent link: https://www.econbiz.de/10001169801

The information content of trading activity and quote changes : evidence from VIX Options

Tsai, Wei-Che; Chiu, Ying-Tzu; Wang, Yaw-Huei - In: The journal of futures markets 35 (2015) 8, pp. 715-737

Persistent link: https://www.econbiz.de/10011392636

The Information Content of Trading Activity and Quote Changes : Evidence from VIX Options

Tsai, Wei-Che - 2017

We investigate the informational role of trading volume and quote changes in VIX options with regard to future movements in the index, based upon a high-frequency framework. Our results reveal that whilst volume imbalances convey no significant predictive information, quote changes in VIX...

Persistent link: https://www.econbiz.de/10012957300

The term structure of volatility implied by foreign exchange options

Xu, Xinzhong - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 1, pp. 57-74

Persistent link: https://www.econbiz.de/10001166027

International evidence on financial derivatives usage

Bartram, Söhnke M.; Brown, Gregory W.; Fehle, Frank R. - In: Financial management 38 (2009) 1, pp. 185-206

Persistent link: https://www.econbiz.de/10003851896

Competition without fungibility : evidence from alternative market structures for derivatives

Bartram, Söhnke M.; Fehle, Frank - In: Journal of banking & finance 31 (2007) 3, pp. 659-677

Persistent link: https://www.econbiz.de/10003429731

Resolving the exposure puzzle : the many facets of exchange rate exposure

Bartram, Söhnke M.; Brown, Gregory W.; Minton, … - In: Journal of financial economics 95 (2010) 2, pp. 148-173

Persistent link: https://www.econbiz.de/10003939519

Estimating systemic risk in the international financial system

Bartram, Söhnke M.; Brown, Gregory W.; Hund, John E. - In: Journal of financial economics 86 (2007) 3, pp. 835-869

Persistent link: https://www.econbiz.de/10003614746

How important are foreign ownership linkages for international stock returns?

Bartram, Söhnke M.; Griffin, John M.; Lim, Tae-Hoon; … - In: The review of financial studies 28 (2015) 11, pp. 3036-3072

Persistent link: https://www.econbiz.de/10011401417