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Works matching IS 02707314 AND DT 2009 AND VI 29 AND IP 1

Results: 5

1

Tick sizes and relative rates of price discovery in stock, futures, and options markets: Evidence from the Taiwan stock exchange.

Published in:

Journal of Futures Markets, 2009, v. 29, n. 1, p. 74, doi. 10.1002/fut.20319

By:

YU-LUN CHEN;
YIN-FENG GAU

Publication type:

Article

2

The information content of an open limit-order book.

Published in:

Journal of Futures Markets, 2009, v. 29, n. 1, p. 16, doi. 10.1002/fut.20334

By:

CHARLES CAO;
OLIVER HANSCH;
XIAOXIN WANG

Publication type:

Article

3

Efficient static replication of European options under exponential Lévy models.

Published in:

Journal of Futures Markets, 2009, v. 29, n. 1, p. 1, doi. 10.1002/fut.20339

By:

TAKAHASHI, AKIHIKO;
YAMAZAKI, AKIRA

Publication type:

Article

4

How potent are news reversals?: Evidence from the futures markets.

Published in:

Journal of Futures Markets, 2009, v. 29, n. 1, p. 42, doi. 10.1002/fut.20346

By:

CHATRATH, ARJUN;
CHRISTIE-DAVID, ROHAN A.;
LEE, KISEOP

Publication type:

Article

5

Erratum re: An examination of the complementary volume—Volatility information theories. Jrl Fut Mark, 28, 963–992 (2008).

Published in:: 2009
Publication type:: Erratum