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High-frequency trading and market quality : evidence from account-level futures data

Coughlan, John; Orlov, Alexei G. - In: The journal of futures markets 43 (2023) 8, pp. 1126-1160

Persistent link: https://www.econbiz.de/10014339377

The predictability of iron ore futures prices : a product-material lead-lag effect

He, Mengxi; Wang, Yudong; Zhang, Yaojie - In: The journal of futures markets 43 (2023) 9, pp. 1289-1304

Persistent link: https://www.econbiz.de/10014339412

Unspanned macro risks in VIX futures

Yang, Xinglin - In: The journal of futures markets 43 (2023) 9, pp. 1305-1328

Persistent link: https://www.econbiz.de/10014339416

Less disagreement, better forecasts : adjusted risk measures in the energy futures market

Zhang, Ning; Gong, Yujing; Xue, Xiaohan - In: The journal of futures markets 43 (2023) 10, pp. 1332-1372

Persistent link: https://www.econbiz.de/10014339438

Pricing of American Parisian option as executive option based on the least-squares Monte Carlo approach

Zhuang, Yangyang; Tang, Pan - In: The journal of futures markets 43 (2023) 10, pp. 1469-1496

Persistent link: https://www.econbiz.de/10014339456

The effects of foreign currency exposure and Sharī'ah-compliant status on financial hedging strategy

Abdul-Rahim, Ruzita; Adilah A. Wahab; Hudaib, Mohammad - In: International journal of Islamic and Middle Eastern … 16 (2022) 2, pp. 323-342

Persistent link: https://www.econbiz.de/10014339657

Weak approximations and VIX option price expansions in forward variance curve models

Bourgey, F.; De Marco, Stefano; Gobet, Emmanuel - In: Quantitative finance 23 (2023) 9, pp. 1259-1283

Persistent link: https://www.econbiz.de/10014339914

An option-based approach to measuring disclosure asymmetry

Smith, Kevin - In: The accounting review : a publication of the American … 98 (2023) 4, pp. 373-403

Persistent link: https://www.econbiz.de/10014340501

Hedging performance of volatility index futures : a partial cointegration approach

Lee, Hsiu-chuan; Lien, Da-hsiang Donald; Sheu, Her-jiun - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 265-294

Persistent link: https://www.econbiz.de/10014342031

A Relaxation of Commodity Derivatives Clearing Legislation as a Consequence of the 2021–2023 Energy Crisis

Priem, Randy - 2023

This article analyses and discusses the update of the European Market Infrastructures Regulation (EMIR) as a consequence of the 2021-2023 energy crisis. More specifically, this article focuses on the modification of the margin requirements of central counterparties and more specifically on the...

Persistent link: https://www.econbiz.de/10014343666

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