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Price and volume effects of exchange-traded barrier options : evidence from Callable Bull/Bear Contracts
Lei, Adrian C. H.
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The journal of futures markets
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2015
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11
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A study of the lead-lag relationship between price change and trading volume in futures market using high-frequency data
Streeter, Denise W.
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Najand, Mohammad
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Dondeti, V. Reddy
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1
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2015
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Carbon future price return, oil future price return and stock index future price return in the U.S.
Wei, Ching Chun
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Lin, Ya-Ling
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International Journal of Energy Economics and Policy : IJEEP
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2016
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pp. 655-662
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Average price futures contracts : pricing, characteristics, and implications
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The pricing kernel density : the case of the information that did not bark
Sala, Carlo
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Barone-Adesi, Giovanni
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2015
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The informational role of prices
Grossman, Sanford J.
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1989
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Essays on sovereign bond pricing and inflation-linked products
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2016
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Delayed disclosure of insider trades : incentives for and indicators of future performance?
Chang, Millicent
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Watson, Iain D.
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2015
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Price discovery in Brazilian FX markets
Garcia, Márcio Gomes Pinto
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Medeiros, Marcelo C.
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35
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2015
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Credit derivatives and analyst behavior
Batta, George Eli
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Qiu, Jiaping
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Yu, Fan
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The accounting review : a publication of the American …
91
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2016
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5
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pp. 1315-1343
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