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Intraday trading invariance in the E-mini S&P 500 futures market
Andersen, Torben; Bondarenko, Oleg; Kyle, Albert S.; … - 2016
Persistent link: https://www.econbiz.de/10011633490
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Microstructure invariance in U.S. stock market trades
Kyle, Albert S.; Obizhaeva, Anna A.; Tuzun, Tugkan - 2016
Persistent link: https://www.econbiz.de/10011633492
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Exchange traded funds and stock market volatility
Xu, Liao; Yin, Xiangkang - In: International review of finance 17 (2017) 4, pp. 525-560
Persistent link: https://www.econbiz.de/10011807182
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Herding effect on idiosyncratic volatility in U.S. industries
BenSaïda, Ahmed - In: Finance research letters 23 (2017), pp. 121-132
Persistent link: https://www.econbiz.de/10011808374
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Formation of market beliefs in the oil market
Anatolyev, Stanislav; Seleznev, Sergei; Selezneva, Veronika - 2018
Persistent link: https://www.econbiz.de/10011911982
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Manipulation in the VIX?
Griffin, John M.; Shams, Amin - In: The review of financial studies 31 (2018) 4, pp. 1377-1417
Persistent link: https://www.econbiz.de/10011925385
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Financialization in commodity markets
Chari, Varadarajan V.; Christiano, Lawrence J. - 2017
Persistent link: https://www.econbiz.de/10011789393
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Financialization in commodity markets
Chari, Varadarajan V.; Christiano, Lawrence J. - 2017
growth rate and volatility of commodity spot prices. This view gained credence because in the 2000s trading volume increased …
Persistent link: https://www.econbiz.de/10011775006
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Financialization in commodity markets
Chari, Varadarajan V.; Christiano, Lawrence J. - 2017
Persistent link: https://www.econbiz.de/10011739658
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Volume weighted volatility : empirical evidence for a new realised volatility measure
Padungsaksawasdi, Chaiyuth; Daigler, Robert T. - In: International journal of banking, accounting and finance 9 (2018) 1, pp. 61-87
Persistent link: https://www.econbiz.de/10011955195