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Understanding intraday momentum strategies
Rosa, Carlo - In: The journal of futures markets 42 (2022) 12, pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
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One session options : playing the announcement lottery?
Smales, Lee A.; Liu, Zhangxin; Robertson, Cameron D. - In: The journal of futures markets 42 (2022) 2, pp. 192-211
Persistent link: https://www.econbiz.de/10012817850
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Algorithmic trading and market quality : evidence from the Taiwan index futures market
Chang, Ya-Kai; Chou, Robin K. - In: The journal of futures markets 42 (2022) 10, pp. 1837-1855
Persistent link: https://www.econbiz.de/10013465825
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The effects of margin changes on the composition of traders and market liquidity : evidence from the Taiwan futures exchange
Chou, Robin K.; Wang, George H. K.; Wang, Yun-Yi - In: The journal of futures markets 35 (2015) 10, pp. 894-915
Persistent link: https://www.econbiz.de/10011392699
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Concentrated trading in the foreign exchange futures markets : discretionary liquidity trading of market closure?
Ferguson, Michael F. - In: The journal of futures markets 18 (1998) 3, pp. 343-362
Persistent link: https://www.econbiz.de/10001242648
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Stock return dynamics, option volume, and the information content of implied volatility
Mayhew, Stewart; Stivers, Christopher T. - In: The journal of futures markets 23 (2002) 7, pp. 615-646
Persistent link: https://www.econbiz.de/10001769715
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Testing the mixture-of-distributions hypothesis using "realized" volatility
Luu, James C.; Martens, Martin - In: The journal of futures markets 23 (2002) 7, pp. 661-679
Persistent link: https://www.econbiz.de/10001769720
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The interrelation of price volatility and trading volume of currency options
Sarwar, Ghulam - In: The journal of futures markets 23 (2002) 7, pp. 681-700
Persistent link: https://www.econbiz.de/10001769722
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An empirical examination of the relation between futures spreads volatility, volume, and open interest
Girma, Paul Berhanu; Mougoué, Mbodja - In: The journal of futures markets 22 (2002) 11, pp. 1083-11102
Persistent link: https://www.econbiz.de/10001713578
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The relationship between volume and price variability in futures markets
Cornell, Bradford - In: The journal of futures markets 20 (2000) 1, pp. 5-18
Persistent link: https://www.econbiz.de/10001447788