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Liquidity effects and FFA returns in the international shipping derivatives market

Alizadeh-Masoodian, Amir H.; Kappou, Konstantina; … - In: Transportation research / E : an international journal 76 (2015), pp. 58-75

Persistent link: https://www.econbiz.de/10010518610

Understanding spread in the electronic futures markets : financial crisis perspective

Oztekin, A. Senol; Dandapani, Krishnan; Mishra, Suchismita - In: Applied economics 50 (2018) 20, pp. 2243-2250

Persistent link: https://www.econbiz.de/10011850124

Carry trades, order flow and the forward bias puzzle

Breedon, Francis J.; Rime, Dagfinn; Vitale, Paolo - 2015

We investigate the relation between foreign exchange (FX) order flow and the forward bias. We outline a decomposition of the forward bias according to which a negative correlation between interest rate differentials and order flow creates a time-varying risk premium consistent with that bias....

Persistent link: https://www.econbiz.de/10011396784

A microstructure analysis of the carbon finance market

Bredin, Donal; Hyde, Stuart; Muckley, Cal - In: International review of financial analysis 34 (2014), pp. 222-234

Persistent link: https://www.econbiz.de/10010529036

Microstructure in the machine age

Easley, David; López de Prado, Marcos M.; O'Hara, Maureen - In: The review of financial studies 34 (2021) 7, pp. 3316-3363

Persistent link: https://www.econbiz.de/10012546383

Carry trades, order flow, and the forward bias puzzle

Breedon, Francis J.; Rime, Dagfinn; Vitale, Paolo - In: Journal of money, credit and banking : JMCB 48 (2016) 6, pp. 1113-1134

Persistent link: https://www.econbiz.de/10011707918

Price clustering in bank stocks during the global financial crisis

Lobão, Júlio; Pacheco, Luís; Alves, Luís - In: Scientific Annals of Economics and Business 66 (2019) 4, pp. 465-486

Persistent link: https://www.econbiz.de/10012405911

Price clustering and economic freedom : the case of cross-listed securities

Baig, Ahmed S.; Blau, Benjamin; Whitby, Ryan J. - In: Journal of multinational financial management 50 (2019), pp. 1-12

Persistent link: https://www.econbiz.de/10012314501

Down to the cents : the case of international drug prices

Hu, Bill; Hwang, Joon Ho; Jiang, Christine X.; Washam, Jim - In: Finance research letters 46 (2022) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10013341493

Evidence of oil market price clustering during the COVID-19 pandemic

Narayan, Paresh Kumar - In: International review of financial analysis 80 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10013366123

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