The sensitivity of trading to the cost of information.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 10, p. 1631, doi. 10.1002/fut.22152
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2020 AND VI 40 AND IP 10
Results: 10
1
2
Earnings announcement timing, uncertainty, and volatility risk premiums.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 10, p. 1603, doi. 10.1002/fut.22150
- By:
- Publication type:
- Article
3
When do informed traders acquire and trade on informational advantage? Evidence from Federal Reserve stress tests.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 10, p. 1459, doi. 10.1002/fut.22149
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- Publication type:
- Article
4
Dynamic programming for valuing American options under a variance‐gamma process.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 10, p. 1548, doi. 10.1002/fut.22148
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- Publication type:
- Article
5
Night trading and market quality: Evidence from Chinese and US precious metal futures markets.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 10, p. 1486, doi. 10.1002/fut.22147
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- Publication type:
- Article
6
A simple method for extracting the probability of default from American put option prices.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 10, p. 1535, doi. 10.1002/fut.22146
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- Publication type:
- Article
7
Modeling VXX under jump diffusion with stochastic long‐term mean.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 10, p. 1508, doi. 10.1002/fut.22145
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- Publication type:
- Article
8
Forecasting bitcoin volatility: Evidence from the options market.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 10, p. 1584, doi. 10.1002/fut.22144
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- Publication type:
- Article
9
Enhancing managerial equity incentives with moving average payoffs.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 10, p. 1562, doi. 10.1002/fut.22131
- By:
- Publication type:
- Article
10
Journal of Futures Markets: Volume 40, Number 10, October 2020.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 10, p. 1457, doi. 10.1002/fut.22032
- Publication type:
- Article