The impact of the US stock market opening on price discovery of government bond futures.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 7, p. 779, doi. 10.1002/fut.22015
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2019 AND VI 39 AND IP 7
Results: 7
1
2
Corporate risk exposures, disclosure, and derivatives use: A longitudinal study.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 7, p. 838, doi. 10.1002/fut.22013
- By:
- Publication type:
- Article
3
The quantile dependence of commodity futures markets on news sentiment.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 7, p. 818, doi. 10.1002/fut.22010
- By:
- Publication type:
- Article
4
Jump variance risk: Evidence from option valuation and stock returns.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 7, p. 890, doi. 10.1002/fut.22009
- By:
- Publication type:
- Article
5
Can limits‐to‐arbitrage from bounded storage improve commodity term‐structure modeling?
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 7, p. 865, doi. 10.1002/fut.22006
- By:
- Publication type:
- Article
6
Price discovery in bitcoin spot or futures?
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 7, p. 803, doi. 10.1002/fut.22004
- By:
- Publication type:
- Article
7
Journal of Futures Markets: Volume 39, Number 7, July 2019.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 7, p. 777, doi. 10.1002/fut.21948
- Publication type:
- Article