Editor's Note.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 2, p. 163, doi. 10.1002/fut.22089
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2020 AND VI 40 AND IP 2
Results: 7
1
2
Flow toxicity of high‐frequency trading and its impact on price volatility: Evidence from the KOSPI 200 futures market.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 2, p. 164, doi. 10.1002/fut.22062
- By:
- Publication type:
- Article
3
The impact of net buying pressure on VIX option prices.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 2, p. 209, doi. 10.1002/fut.22060
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- Publication type:
- Article
4
Heterogeneity and netting efficiency under central clearing: A stochastic network analysis.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 2, p. 192, doi. 10.1002/fut.22059
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- Publication type:
- Article
5
Are disposition effect and skew preference correlated? Evidence from account‐level ELW transactions.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 2, p. 228, doi. 10.1002/fut.22055
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- Publication type:
- Article
6
Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 2, p. 247, doi. 10.1002/fut.22048
- By:
- Publication type:
- Article
7
Journal of Futures Markets: Volume 40, Number 2, February 2020.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 2, p. 161, doi. 10.1002/fut.22024
- Publication type:
- Article