Similar Search Results

Narrow search

Investing in the turn-of-the-year effect

Ziemba, William T. - In: Financial markets and portfolio management 25 (2011) 4, pp. 455-472

Persistent link: https://www.econbiz.de/10009516937

Derivatives market activity in emerging markets and exchange rate exposure

Aysun, Uluc; Guldi, Melanie - In: Emerging markets finance & trade : a journal of the … 47 (2011) 6, pp. 46-67

Persistent link: https://www.econbiz.de/10009563067

The effect of universal futures on opening and closing stock market price discovery

Chelley-Steeley, Patricia L.; Steeley, James M. - In: Studies in economics and finance 28 (2011) 4, pp. 260-281

Persistent link: https://www.econbiz.de/10009388610

What's Vol got to do with it

Drechsler, Itamar; Yaron, Amir - In: The review of financial studies 24 (2011) 1, pp. 1-45

Persistent link: https://www.econbiz.de/10008909458

The impact of financial derivatives on financial market stability : evidence from DAX stock index futures trading using GARCH

Matanovic, Eva - 2010

Persistent link: https://www.econbiz.de/10008936038

The option-listing effect and depositary receipts : is it different from that of domestic stocks?

Benrud, Erik; Smirnova, Elena - In: Banking and finance review 2 (2010) 2, pp. 21-35

Persistent link: https://www.econbiz.de/10008936606

Order imbalances explain 90% of returns of Nikkei 225 futures

Li, Meng; Endo, Misao; Zuo, Shiwei; Kishimoto, Kazuo - In: Applied economics letters 17 (2010) 13/15, pp. 1241-1245

Persistent link: https://www.econbiz.de/10008938327

Return, volume and volatility relationship in the Indian stock market : a pre and post futures analysis

Mahajan, Sarika; Singh, Balwinder - In: Finance India : the quarterly journal of Indian … 26 (2012) 1, pp. 163-186

Persistent link: https://www.econbiz.de/10009583124

Pro-rata matching and one-tick futures markets

Field, Jonathan; Large, Jeremy - 2008

We find and describe four futures markets where the bid-ask spread is bid down to the fixed price tick size practically all the time, and which match counterparties using a pro-rata rule. These four markets' offered depths at the quotes on average exceed mean market order size by two orders of...

Persistent link: https://www.econbiz.de/10003831246

Investigating the link between credit default swap spreads and the US financial market

Gatfaoui, Hayette - In: The credit derivatives handbook : global perspectives, …, (pp. 183-200). 2008

Persistent link: https://www.econbiz.de/10003748417

A service of the

zbw