A rare move: The effects of switching from a closing call auction to a continuous trading.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 3, p. 308, doi. 10.1002/fut.22081
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2020 AND VI 40 AND IP 3
Results: 11
1
2
Systemic risk in global volatility spillover networks: Evidence from option‐implied volatility indices.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 3, p. 392, doi. 10.1002/fut.22078
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- Publication type:
- Article
3
Arbitrage opportunities, liquidity provision, and trader types in an index option market.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 3, p. 279, doi. 10.1002/fut.22077
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- Publication type:
- Article
4
The impact of soft intervention on the Chinese financial futures market.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 3, p. 374, doi. 10.1002/fut.22076
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- Publication type:
- Article
5
Incorporating time‐varying jump intensities in the mean‐variance portfolio decisions.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 3, p. 460, doi. 10.1002/fut.22075
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- Publication type:
- Article
6
Pricing VIX derivatives with infinite‐activity jumps.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 3, p. 329, doi. 10.1002/fut.22074
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- Publication type:
- Article
7
Does trade size restriction affect trading behavior? Evidence from Indian single stock futures market.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 3, p. 355, doi. 10.1002/fut.22073
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- Publication type:
- Article
8
Risky short positions and investor sentiment: Evidence from the weekend effect in futures markets.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 3, p. 479, doi. 10.1002/fut.22069
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- Publication type:
- Article
9
A novel risk management framework for natural gas markets.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 3, p. 430, doi. 10.1002/fut.22067
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- Publication type:
- Article
10
Analytical valuation of Asian options with counterparty risk under stochastic volatility models.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 3, p. 410, doi. 10.1002/fut.22064
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- Publication type:
- Article
11
Journal of Futures Markets: Volume 40, Number 3, March 2020.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 3, p. 277, doi. 10.1002/fut.22025
- Publication type:
- Article