Works matching IS 02707314 AND DT 2021 AND VI 41 AND IP 8

Results: 11

Editor's Note.

Published in:

Journal of Futures Markets, 2021, v. 41, n. 8, p. 1179, doi. 10.1002/fut.22249

By:

Webb, Robert I.

Publication type:

Article

The impact of algorithmic trading on liquidity in futures markets: New insights into the resiliency of spreads and depth.

Published in:

Journal of Futures Markets, 2021, v. 41, n. 8, p. 1301, doi. 10.1002/fut.22224

By:

Frino, Alex;
Gerace, Dionigi;
Behnia, Masud

Publication type:

Article

How trading in commodity futures option markets impacts commodity futures prices.

Published in:

Journal of Futures Markets, 2021, v. 41, n. 8, p. 1333, doi. 10.1002/fut.22221

By:

Luo, Xingguo;
Lin, Yuting;
Yu, Xiaoli;
He, Feng

Publication type:

Article

Jumps in foreign exchange spot rates and the informational efficiency of currency forwards.

Published in:

Journal of Futures Markets, 2021, v. 41, n. 8, p. 1201, doi. 10.1002/fut.22212

By:

Ibikunle, Gbenga;
Mollica, Vito;
Sun, Qiao

Publication type:

Article

The pricing mechanism between ETF option and spot markets in China.

Published in:

Journal of Futures Markets, 2021, v. 41, n. 8, p. 1286, doi. 10.1002/fut.22205

By:

Dong, Da;
Liu, Qingfu;
Tao, Pingping;
Ying, Zhiliang

Publication type:

Article

Effects of investor attention in China's commodity futures markets.

Published in:

Journal of Futures Markets, 2021, v. 41, n. 8, p. 1315, doi. 10.1002/fut.22203

By:

Wu, Ming‐Hung;
Tsai, Wei‐Che;
Weng, Pei‐Shih;
Li, Dan‐Yi

Publication type:

Article

Pricing VIX options with realized volatility.

Published in:

Journal of Futures Markets, 2021, v. 41, n. 8, p. 1180, doi. 10.1002/fut.22201

By:

Tong, Chen;
Huang, Zhuo

Publication type:

Article

How does skewness perform in the Chinese commodity futures market?

Published in:

Journal of Futures Markets, 2021, v. 41, n. 8, p. 1268, doi. 10.1002/fut.22200

By:

Jiang, Xue;
Han, Liyan;
Xu, Yang

Publication type:

Article

Intermediary asset pricing in currency carry trade returns.

Published in:

Journal of Futures Markets, 2021, v. 41, n. 8, p. 1241, doi. 10.1002/fut.22198

By:

Yin, Libo;
Nie, Jing

Publication type:

Article

Smile‐implied hedging with volatility risk.

Published in:

Journal of Futures Markets, 2021, v. 41, n. 8, p. 1220, doi. 10.1002/fut.22191

By:

François, Pascal;
Stentoft, Lars

Publication type:

Article

Journal of Futures Markets: Volume 41, Number 8, August 2021.

Published in:: Journal of Futures Markets, 2021, v. 41, n. 8, p. 1177, doi. 10.1002/fut.22139
Publication type:: Article