Local trader profitability in futures markets: Liquidity and position taking profits.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 1, p. 1, doi. 10.1002/fut.20393
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2010 AND VI 30 AND IP 1
Results: 4
1
2
The CBOE S&P 500 three-month variance futures.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 1, p. 48, doi. 10.1002/fut.20400
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- Publication type:
- Article
3
Estimation and hedging effectiveness of time-varying hedge ratio: Flexible bivariate garch approaches.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 1, p. 71, doi. 10.1002/fut.20401
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- Publication type:
- Article
4
Corporate usage of financial derivatives, information asymmetry, and insider trading.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 1, p. 25, doi. 10.1002/fut.20402
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- Publication type:
- Article