Search Results - subject:"Futures Trading"

The Effects of index futures trading volume on spot market volatility in a frontier market : evidence from Ho Chi Minh stock exchange

Loc Dong Truong; Friday, H. S.; Nguyen Thi Kim Anh - In: Risks : open access journal 10 (2022) 12, pp. 1-13

This analysis is the first to investigate the influence of index futures trading volume on spot market volatility for … between VN30-Index futures trading volume and the volatility of the spot market for the HOSE in the short-run. In addition …

Persistent link: https://www.econbiz.de/10014230946

Strangling speculation: The effect of the 1903 Viennese futures trading ban

Wurm, Laura - 2021

How does futures trading affect spot price volatility? This paper uses a unique early-twentieth century natural … experiment to test what happens when futures trading no longer exists. In 1903, futures trading in the Viennese grain market was …

Persistent link: https://www.econbiz.de/10012745152

Futures trading, spot price volatility and structural breaks : evidence from energy sector

Shirodkar, Sanjeeta; Raju, Guntur Anjana - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 4, pp. 230-239

Persistent link: https://www.econbiz.de/10012623501

Futures trading activity and the jump risk of spot market : evidence from the bitcoin market

Zhang, Chuanhai; Ma, Huan; Liao, Xiaosai - In: Pacific-Basin finance journal 78 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014463770

The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns

Zhang, Chuanhai; Ma, Huan; Arkorful, Gideon Bruce; Peng, Zhe - In: International review of financial analysis 86 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014248982

Impact of futures' trader types on stock market quality : evidence from Taiwan

Lai, Ya-Wen - In: Journal of economics and finance : JEF 47 (2023) 2, pp. 417-436

Persistent link: https://www.econbiz.de/10014252691

Does Bitcoin futures trading reduce the normal and jump volatility in the spot market? : evidence from GARCH-jump models

Zhang, Chuanhai; Chen, Haicui; Peng, Zhe - In: Finance research letters 47 (2022) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10013553852

Costs of futures hedging in corn and soybean markets

Shi, Ruoding; Isengildina Massa, Olga - In: Journal of agricultural and resource economics : JARE ; … 47 (2022) 2, pp. 390-409

Persistent link: https://www.econbiz.de/10013285540

Liquidity of China's agricultural futures market : measurement and cross-market dependence

Xu, Yuanyuan; Li, Jian; Wang, Linjie; Chongguang, Li - In: China agricultural economic review : CAER 14 (2022) 2, pp. 443-463

Persistent link: https://www.econbiz.de/10013346818

40 Years of Experience with the National Market System (NMS) : Who Are the Winners and What Have We Learned?

Schwartz, Robert A. (ed.); Byrne, John A. (ed.); … - Financial Markets Conference <2015, New York> - 2022

Chapter 1. Thoughts and Perspectives on 40th Anniversary of the National Market System (NMS) -- Chapter 2. Technology’s Challenge to Regulators -- Chapter 3. The Global View -- Chapter 4. Has NMS-Induced Competition Delivered? -- Chapter 5. Fair and Level Playing Fields: A Good Regulatory...

Persistent link: https://www.econbiz.de/10013270889