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The practical guide to Wall Street : equities and derivatives

Tagliani, Matthew - 2009

Persistent link: https://www.econbiz.de/10003752220

The rolling causal structure between the Chinese stock index and futures

Xu, Xiaojie - In: Financial markets and portfolio management 31 (2017) 4, pp. 491-509

Persistent link: https://www.econbiz.de/10011944629

Derivatives trading and the volume-volatility link in the Indian stock market

Bhaumik, Sumon Kumar; Karanasos, Menelaos; Kartsaklas, A. - 2008

Persistent link: https://www.econbiz.de/10003792668

Stock market quality in the presence of a traded option

Jong, Cyriel de; Koedijk, Kees; Schnitzlein, Charles R. - In: The journal of business : B 79 (2006) 4, pp. 2243-2274

Persistent link: https://www.econbiz.de/10003378599

Opening address : futures and options markets in the evolution of stock exchanges

Brodsky, William - In: The economic function of a stock exchange, (pp. 1-12). 2015

Persistent link: https://www.econbiz.de/10010502737

Implied correlation indices and volatility forecasting

Fink, Holger Maria; Geppert, Sabrina - In: Applied economics letters 24 (2017) 7/9, pp. 584-588

Persistent link: https://www.econbiz.de/10011713025

COVID Lockdown, Option Trading, and Stock Market Liquidity

Clancey-Shang, Danjue - 2022

We examine the effects of active option trading on stock market liquidity during the COVID-19 lockdown, in connection with the rapidly growing retail trading activities in this episode. We find that stocks with actively traded options experience less deterioration in liquidity relative to their...

Persistent link: https://www.econbiz.de/10013405538

Stock market quality in the presence of a traded option

DeJong, Cyriel - 2002

Persistent link: https://www.econbiz.de/10013423765

COVID lockdown, Robinhood traders, and liquidity in stock and option markets

Shang, Danjue - In: International review of financial analysis 90 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014469185

Are cryptocurrencies a backstop for the stock market in a COVID-19-led financial crisis? : evidence from the NARDL approach

Jeribi, Ahmed; Jena, Sangram Keshari; Lahiani, Amine - In: International Journal of Financial Studies : open … 9 (2021) 3, pp. 1-36

The study investigates the safe haven properties and sustainability of the top five cryptocurrencies (Bitcoin, Ethereum, Dash, Monero, and Ripple) and gold for BRICS stock markets during the COVID-19 crisis period from 31 January 2020 to 17 September 2020 in comparison to the precrisis period...

Persistent link: https://www.econbiz.de/10012587922