An analysis on the intraday trading activity of VIX derivatives.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 2, p. 158, doi. 10.1002/fut.21857
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2018 AND VI 38 AND IP 2
Results: 7
1
2
Do investors use options and futures to trade on different types of information? Evidence from an aggregate stock index.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 2, p. 175, doi. 10.1002/fut.21863
- By:
- Publication type:
- Article
3
Options-based benchmark indices-A review of performance and (in)appropriate measures.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 2, p. 271, doi. 10.1002/fut.21865
- By:
- Publication type:
- Article
4
Economic significance of commodity return forecasts from the fractionally cointegrated VAR model.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 2, p. 219, doi. 10.1002/fut.21866
- By:
- Publication type:
- Article
5
Journal of Futures Markets: Volume 38, Number 2, February 2018.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 2, p. 157, doi. 10.1002/fut.21869
- Publication type:
- Article
6
Forecasting using alternative measures of model-free option-implied volatility.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 2, p. 199, doi. 10.1002/fut.21881
- By:
- Publication type:
- Article
7
Institutional high frequency trading and price discovery: Evidence from an emerging commodity futures market.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 2, p. 243, doi. 10.1002/fut.21888
- By:
- Publication type:
- Article