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~isPartOf:"The journal of futures markets"
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Market microstructure
16
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4
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4
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The journal of futures markets
Journal of financial markets
88
Journal of banking & finance
72
Journal of financial economics
59
Journal of econometrics
52
Quantitative finance
40
Finance research letters
39
Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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International review of financial analysis
36
Journal of empirical finance
35
Journal of international money and finance
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Market microstructure and liquidity
25
The European journal of finance
25
International journal of finance & economics : IJFE
21
Journal of economic dynamics & control
21
NBER working paper series
21
The review of financial studies
21
The financial review : the official publication of the Eastern Finance Association
20
CFS working paper series
19
International review of economics & finance : IREF
19
Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Working paper / National Bureau of Economic Research, Inc.
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Research in international business and finance
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Research paper series / Swiss Finance Institute
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Economics letters
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Economic modelling
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NBER Working Paper
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Review of quantitative finance and accounting
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Discussion paper / Centre for Economic Policy Research
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
The journal of finance : the journal of the American Finance Association
13
SFB 649 discussion paper
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ECONIS (ZBW)
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1
Futures trading costs and market microstructure invariance : identifying bet activity
Hou, Ai Jun
;
Nordén, Lars L.
;
Xu, Caihong
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 901-922
Persistent link: https://www.econbiz.de/10014536704
Saved in:
2
Reporting delays and the information content of off-market trades
Frino, Alex
;
Galati, Luca
;
Gerace, Dionigi
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2053-2067
Persistent link: https://www.econbiz.de/10013465864
Saved in:
3
The information effect of order flows in foreign currency futures and spot markets
Chen, Yu-Lun
;
Gau, Yin-feng
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1549-1572
Persistent link: https://www.econbiz.de/10013288004
Saved in:
4
Correlation and lead-lag relationships in a Hawkes microstructure model
Fonseca, José da
;
Zaatour, Riadh
- In:
The journal of futures markets
37
(
2017
)
3
,
pp. 260-285
Persistent link: https://www.econbiz.de/10011669809
Saved in:
5
Hedge ratio prediction with noisy and asynchronous high-frequency data
Lai, Yu-Sheng
- In:
The journal of futures markets
36
(
2016
)
3
,
pp. 295-314
Persistent link: https://www.econbiz.de/10011568233
Saved in:
6
Components of the bid-ask spread and variance : a unified approach
Hagströmer, Björn
;
Henricsson, Richard
;
Nordén, Lars L.
- In:
The journal of futures markets
36
(
2016
)
6
,
pp. 545-563
Persistent link: https://www.econbiz.de/10011568452
Saved in:
7
Clustering and mean reversion in a Hawkes microstructure model
Fonseca, José da
;
Zaatour, Riadh
- In:
The journal of futures markets
35
(
2015
)
9
,
pp. 813-838
Persistent link: https://www.econbiz.de/10011392661
Saved in:
8
Transactions in futures markets : informed or uninformed?
Frino, Alex
;
Kruk, Jennifer
;
Lepone, Andrew
- In:
The journal of futures markets
27
(
2007
)
12
,
pp. 1159-1174
Persistent link: https://www.econbiz.de/10003627175
Saved in:
9
Option bid-ask spread and scalping risk : evidence from a covered warrants market
Petrella, Giovanni
- In:
The journal of futures markets
26
(
2006
)
9
,
pp. 843-867
Persistent link: https://www.econbiz.de/10003356469
Saved in:
10
Nonlinear dynamics and competing behavioral interpretations : evidence from intra-day FTSE-100 index and futures data
McMillan, David G.
;
Speight, Alan E. H.
- In:
The journal of futures markets
26
(
2006
)
4
,
pp. 343-368
Persistent link: https://www.econbiz.de/10003304077
Saved in:
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