Search Results - subject:"open interest"

Volatility spillover across spot and futures markets : evidence from dual financial system

Elsayed, Ahmed; Asutay, Mehmet; Alaoui, Abdelkader O. el; … - In: Research in international business and finance 71 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015062170

Speculative ratios and returns volatility in the South African white maize futures market

Sayed, Ayesha; Auret, C. - In: Cogent Economics & Finance 11 (2023) 1, pp. 1-21

ratios from daily trading volume and open interest. The dynamic relationship between volatility and trading activity is … decomposition and impulse response functions. The first ratio, of volume to open interest, is used to capture speculative market … activity; and the second, a ratio of the change in open interest to volume, is used to reflect the activity of hedgers. The …

Persistent link: https://www.econbiz.de/10015074708

Speculative ratios and returns volatility in the South African white maize futures market

Sayed, Ayesha; Auret, C. - In: Cogent economics & finance 11 (2023) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10014500465

Betting on black gold : oil speculation and U.S. inflation : 2020-2022

Breman, Carlotta; Storm, Servaas - In: International journal of political economy : a journal … 52 (2023) 2, pp. 153-180

Persistent link: https://www.econbiz.de/10014330895

Low risk, high return : improving option writing performance with put-call ratios in Taiwan

Lo, Chien-Ling; Liu, Wen-Rang - In: Pacific-Basin finance journal 90 (2025), pp. 1-16

Persistent link: https://www.econbiz.de/10015402999

Trading activities and the volatility of return on Malaysian crude palm oil futures

Yeap, Xiu Wei - In: Journal of Risk and Financial Management 15 (2022) 1, pp. 1-15

activities, i.e., trading volume and open interest, on the volatility of return for Malaysian Crude Palm Oil Futures. The GARCH … model is applied by adding the expected and unexpected elements of trading activities (trading volume and open interest) as … expected and unexpected open interest mitigate the volatility. Therefore, both trading volume and open interest should be …

Persistent link: https://www.econbiz.de/10013201338

Trading activities and the volatility of return on Malaysian crude palm oil futures

Yeap, Xiu Wei; Hooi Hooi Lean - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10012814162

Effects of the Covid-19 pandemic on derivatives markets : evidence from global futures and options exchanges

Emm, Ekaterina E.; Gay, Gerald; Ma, Han; Ren, Honglin - In: The journal of futures markets 42 (2022) 5, pp. 823-851

Persistent link: https://www.econbiz.de/10013187605

Four Commitments of Traders Reports puzzles, revisited : Answers from grains and oilseeds futures markets

Robe, Michel A.; Roberts, John S. - In: Journal of commodity markets : JCM 34 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014548324

Option volume and open interest for predicting underlying return : a study of index option in Indian stock market

Honey Singh, L. G.; Chaudhary, Amar Kumar - In: Financial Markets and Corporate Finance : 5th …, (pp. 103-118). 2025

Persistent link: https://www.econbiz.de/10015120927

1
2
3
4
5
6
7
8
9
Next
Last