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Tick size reduction, execution costs, and informational efficiency in the regular and E-mini Nasdaq-100 index futures markets
Kurov, Alexander - In: The journal of futures markets 28 (2008) 9, pp. 871-888
Persistent link: https://www.econbiz.de/10003746360
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Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets
Switzer, Lorne N.; El-Khoury, Mario - In: The journal of futures markets 27 (2007) 1, pp. 61-84
Persistent link: https://www.econbiz.de/10003492999
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Connectivity costs and price efficiency : an event study
Frino, Alex; Kovacevic, Ognjen; Mollica, Vito; Webb, … - In: The journal of futures markets 42 (2022) 2, pp. 296-309
Persistent link: https://www.econbiz.de/10012817888
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Changes in the options contract size and arbitrage opportunities
Song, Joonhyuk; Ryu, Doojin; Yu, Jinyoung - In: The journal of futures markets 43 (2023) 1, pp. 122-137
Persistent link: https://www.econbiz.de/10013465898
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Nonlinear limits to arbitrage
Chen, Jingzhi; Cai, Charlie X.; Faff, Robert W.; Shin, … - In: The journal of futures markets 42 (2022) 6, pp. 1084-1113
Persistent link: https://www.econbiz.de/10013287917
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Foreign Central Bank activities in US futures markets
Fishe, Raymond P. H.; Robe, Michel A.; Smith, Aaron D. - In: The journal of futures markets 36 (2016) 1, pp. 3-29
Persistent link: https://www.econbiz.de/10011567511
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Forecasting the LIBOR-federal funds rate spread during and after the financial crisis
Dbouk, Wassim; Jamali, Ibrahim; Kryzanowski, Lawrence - In: The journal of futures markets 36 (2016) 4, pp. 345-374
Persistent link: https://www.econbiz.de/10011568425
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Oil and stock markets before and after financial crises : a local Gaussian correlation approach
Bampinas, Georgios; Panagiōtidēs, Theodōros - In: The journal of futures markets 37 (2017) 12, pp. 1179-1204
Persistent link: https://www.econbiz.de/10011951028
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Regime-switsching in stock index and treasury futures returns and measures of stock market stress
Bansal, Naresh K.; Connolly, Robert A.; Stivers, … - In: The journal of futures markets 30 (2010) 8, pp. 753-779
Persistent link: https://www.econbiz.de/10003985087
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Securitization of assets with payment delay risk : a financial innovation in the real estate market
Ma, Chao; Zhang, Hao; Zhao, Hongbiao - In: The journal of futures markets 43 (2023) 4, pp. 480-515
Persistent link: https://www.econbiz.de/10014293126