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Investor sentiment, trading behavior and informational efficiency in index futures markets

Kurov, Alexander - In: The financial review : the official publication of the … 43 (2008) 1, pp. 107-127

Persistent link: https://www.econbiz.de/10003755346

Information and noise in financial markets : evdence from the e-mini index futures

Kurov, Alexander - In: The journal of financial research 31 (2008) 3, pp. 247-270

Persistent link: https://www.econbiz.de/10003765710

Investor sentiment and the stock market's reaction to monetary policy

Kurov, Alexander - In: Journal of banking & finance 34 (2010) 1, pp. 139-149

Persistent link: https://www.econbiz.de/10003905749

What determines the stock market's reaction to monetary policy statements?

Kurov, Alexander - In: Review of financial economics : RFE 21 (2012) 4, pp. 175-187

Persistent link: https://www.econbiz.de/10009703995

Tick size reduction, execution costs, and informational efficiency in the regular and E-mini Nasdaq-100 index futures markets

Kurov, Alexander - In: The journal of futures markets 28 (2008) 9, pp. 871-888

Persistent link: https://www.econbiz.de/10003746360

Execution quality in open-outcry futures markets

Kurov, Alexander - In: The journal of futures markets 25 (2005) 11, pp. 1067-1092

Persistent link: https://www.econbiz.de/10003222750

Price drift before U.S. macroeconomic news: private information about public announcements?

Kurov, Alexander; Sancetta, Alessio; Strasser, Georg; … - 2016

We examine stock index and Treasury futures markets around releases of U.S. macroeconomic announcements. Seven out of 21 market-moving announcements show evidence of substantial informed trading before the official release time. Prices begin to move in the \correct" direction about 30 minutes...