Editor's Note.
- Published in:
- 2019
- By:
- Publication type:
- Letter to the Editor
Works matching IS 02707314 AND DT 2019 AND VI 39 AND IP 5
Results: 8
1
2
Depths and spreads in futures markets: Relationship with order execution, submission, and cancellation.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 5, p. 590, doi. 10.1002/fut.21998
- By:
- Publication type:
- Article
3
Volatility of volatility is (also) rough.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 5, p. 600, doi. 10.1002/fut.21995
- By:
- Publication type:
- Article
4
Properties and the predictive power of implied volatility in the New Zealand dairy market.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 5, p. 612, doi. 10.1002/fut.21994
- By:
- Publication type:
- Article
5
Regime switching rough Heston model.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 5, p. 538, doi. 10.1002/fut.21993
- By:
- Publication type:
- Article
6
Informed trading around earnings announcements—Spot, futures, or options?
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 5, p. 579, doi. 10.1002/fut.21983
- By:
- Publication type:
- Article
7
Contrarians or momentum chasers? Individual investors' behavior when trading exchange‐traded funds.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 5, p. 553, doi. 10.1002/fut.21979
- By:
- Publication type:
- Article
8
Journal of Futures Markets: Volume 39, Number 5, May 2019.
- Published in:
- 2019
- Publication type:
- Table of Contents