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~isPartOf:"The journal of futures markets"
~subject:"Theory"
~subject:"USA"
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The journal of futures markets
The journal of investment compliance
56
Working paper / National Bureau of Economic Research, Inc.
46
NBER working paper series
37
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34
The review of financial studies
30
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8
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8
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
28
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1
Sheep in wolves' clothing : using false signals of demand to execute a market power manipulation
Pirrong, Craig
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 790-802
Persistent link: https://www.econbiz.de/10013187600
Saved in:
2
Two order books are better than one? : Trading At Settlement (TAS) in VIX futures
Huskaj, Bujar
;
Nordén, Lars L.
- In:
The journal of futures markets
35
(
2015
)
6
,
pp. 506-521
Persistent link: https://www.econbiz.de/10011405402
Saved in:
3
Migration of price discovery in semiregulated derivatives markets
Hall, Anthony D.
;
Kofman, Paul
;
Manaster, Steven
- In:
The journal of futures markets
26
(
2006
)
3
,
pp. 209-241
Persistent link: https://www.econbiz.de/10003303996
Saved in:
4
Forecasting futures returns in the presence of price limits
Harel, Arie
;
Harpaz, Giora
;
Yagil, Joseph
- In:
The journal of futures markets
25
(
2005
)
2
,
pp. 199-210
Persistent link: https://www.econbiz.de/10002535494
Saved in:
5
Is it time to reduce the minimum tick sizes of the E-mini futures?
Kurov, Alexander
;
Zabotina, Tatyana V.
- In:
The journal of futures markets
25
(
2005
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10002528194
Saved in:
6
Revisiting the empirical estimation of the effect of margin changes on futures trading volume
Dutt, Hans R.
;
Wein, Ira L.
- In:
The journal of futures markets
23
(
2002
)
6
,
pp. 561-576
Persistent link: https://www.econbiz.de/10001769709
Saved in:
7
The effectiveness of coordinating price limits across futures and spot markets
Chou, Pin-huang
;
Lin, Mei-Chen
;
Yu, Min-Teh
- In:
The journal of futures markets
23
(
2002
)
6
,
pp. 577-602
Persistent link: https://www.econbiz.de/10001769711
Saved in:
8
On the adequacy of single-stock futures margining requirements
Dutt, Hans R.
;
Wein, Ira L.
- In:
The journal of futures markets
23
(
2003
)
10
,
pp. 989-1002
Persistent link: https://www.econbiz.de/10001789602
Saved in:
9
Futures price limit moves as options
Holder, Mark E.
;
Ma, Christopher K.
;
Mallett, James E.
- In:
The journal of futures markets
22
(
2002
)
9
,
pp. 901-913
Persistent link: https://www.econbiz.de/10001696743
Saved in:
10
Examining futures price changes and volatility on the trading day after a limit-lock day
Park, Chul Woo
- In:
The journal of futures markets
20
(
2000
)
5
,
pp. 445-466
Persistent link: https://www.econbiz.de/10001500116
Saved in:
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