Journal of Futures Markets: Volume 37, Number 9, September 2017.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 9, p. 863, doi. 10.1002/fut.21816
- Publication type:
- Article
Works matching IS 02707314 AND DT 2017 AND VI 37 AND IP 9
Results: 6
1
2
An Empirical Analysis of the Dynamic Probability of Informed Institutional Trading: Evidence from the Taiwan Futures Exchange.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 9, p. 865, doi. 10.1002/fut.21830
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- Publication type:
- Article
3
Trading Activity and Rate of Convergence in Commodity Futures Markets.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 9, p. 930, doi. 10.1002/fut.21831
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- Publication type:
- Article
4
Investors' Heterogeneity in Beliefs, the VIX Futures Basis, and S&P 500 Index Futures Returns.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 9, p. 939, doi. 10.1002/fut.21838
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- Publication type:
- Article
5
Option Introductions and the Skewness of Stock Returns.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 9, p. 892, doi. 10.1002/fut.21840
- By:
- Publication type:
- Article
6
A Bivariate High-Frequency-Based Volatility Model for Optimal Futures Hedging.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 9, p. 913, doi. 10.1002/fut.21841
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- Publication type:
- Article