Arbitrage, contract design, and market structure in Bitcoin futures markets.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 3, p. 492, doi. 10.1002/fut.22305
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2022 AND VI 42 AND IP 3
Results: 11
1
2
Who and what drives informed options trading after the market opens?
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 3, p. 338, doi. 10.1002/fut.22301
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- Publication type:
- Article
3
Do oil shocks impact stock liquidity?
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- Journal of Futures Markets, 2022, v. 42, n. 3, p. 472, doi. 10.1002/fut.22289
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- Article
4
The man in the middle—liquidity provision under central clearing in the credit default swap market: A regression discontinuity approach.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 3, p. 446, doi. 10.1002/fut.22288
- Publication type:
- Article
5
A Markov regime‐switching Cholesky GARCH model for directly estimating the dynamic of optimal hedge ratio.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 3, p. 389, doi. 10.1002/fut.22286
- Publication type:
- Article
6
The hedging pressure hypothesis and the risk premium in the soybean reverse crush spread.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 3, p. 428, doi. 10.1002/fut.22285
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- Publication type:
- Article
7
Can a rational expectation storage model explain the USDA ending grain stocks forecast errors?
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- Journal of Futures Markets, 2022, v. 42, n. 3, p. 313, doi. 10.1002/fut.22282
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- Article
8
Bakshi, Kapadia, and Madan (2003) risk‐neutral moment estimators: An affine jump‐diffusion approach.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 3, p. 365, doi. 10.1002/fut.22280
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- Article
9
US experience with futures transaction taxes.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 3, p. 413, doi. 10.1002/fut.22276
- Publication type:
- Article
10
A Skellam market model for loan prime rate options.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 3, p. 525, doi. 10.1002/fut.22273
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- Publication type:
- Article
11
Journal of Futures Markets: Volume 42, Number 3, March 2022.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 3, p. 311, doi. 10.1002/fut.22229
- Publication type:
- Article