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27
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The journal of futures markets
NBER working paper series
135
Journal of banking & finance
133
NBER Working Paper
115
Working paper / National Bureau of Economic Research, Inc.
110
Journal of financial economics
99
The review of financial studies
86
Finance research letters
73
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71
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65
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62
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Pacific-Basin finance journal
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1
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
2
A tale of two premiums revisited
Maréchal, Loïc
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 580-614
Persistent link: https://www.econbiz.de/10014293173
Saved in:
3
Who pays the liquidity cost? : central bank announcements and adverse selection
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 904-924
Persistent link: https://www.econbiz.de/10014293266
Saved in:
4
Do oil shocks impact stock liquidity?
Zhang, Qin
;
Wong, Jin Boon
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 472-491
Persistent link: https://www.econbiz.de/10012817944
Saved in:
5
Sentiment-dependent impact of funding liquidity shocks on futures market liquidity
Ryu, Doojin
;
Yu, Jinyoung
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 61-76
Persistent link: https://www.econbiz.de/10012796295
Saved in:
6
Intraday liquidity in soybean complex futures markets
Boer, Thomas A. P. de
;
Gardebroek, Cornelis
;
Pennings, …
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1189-1211
Persistent link: https://www.econbiz.de/10013287941
Saved in:
7
Hedging pressure and liquidity provision in commodity options markets
Zhang, Tianyang
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1212-1233
Persistent link: https://www.econbiz.de/10013287942
Saved in:
8
The relation between market liquidity and anonymity in the presence of tick size constraints
Brown, Christine
;
Choo, Astrophel Kim
;
Pinder, Sean
- In:
The journal of futures markets
34
(
2014
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10010254957
Saved in:
9
Who makes markets? : liquidity providers versus algorithmic traders
Chae, Joon
;
Khil, Jaeuk
;
Lee, Eun Jung
- In:
The journal of futures markets
33
(
2013
)
5
,
pp. 397-420
Persistent link: https://www.econbiz.de/10009725611
Saved in:
10
Dynamic dependence between liquidity and the S&P 500 index futures-cash basis
Lien, Da-hsiang Donald
;
Lim, Gerui
;
Li, Yang
;
Zhou, Chunyang
- In:
The journal of futures markets
33
(
2013
)
4
,
pp. 327-342
Persistent link: https://www.econbiz.de/10009725623
Saved in:
11
Liquidity considerations in estimating implied volatility
Grover, Rohini
;
Thomas, Susan
- In:
The journal of futures markets
32
(
2012
)
8
,
pp. 714-741
Persistent link: https://www.econbiz.de/10009554756
Saved in:
12
Option happiness and liquidity : is the dynamics of the volatility smirk affected by relative option liquidity?
Nordén, Lars
;
Xu, Caihong
- In:
The journal of futures markets
32
(
2012
)
1
,
pp. 47-74
Persistent link: https://www.econbiz.de/10010218059
Saved in:
13
Types of liquidity and limits to arbitrage : the case if credit default swaps
Bhanot, Karan
;
Guo, Liang
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 301-329
Persistent link: https://www.econbiz.de/10010218774
Saved in:
14
The impact of a pro-rata algorithm on liquidity : evidence from the NYSE LIFFE
Lepone, Andrew
;
Yang, Jin Young
- In:
The journal of futures markets
32
(
2012
)
7
,
pp. 660-682
Persistent link: https://www.econbiz.de/10010218792
Saved in:
15
Limit order book transparency, execution risk, and market liquidity : evidence from the Sydney futures exchange
Bortoli, Luke
;
Frino, Alex
;
Fung, Joseph K. W.
; …
- In:
The journal of futures markets
26
(
2006
)
12
,
pp. 1147-1167
Persistent link: https://www.econbiz.de/10003392008
Saved in:
16
A realistic model of market liquidity and depth
Polimenis, Vassilis
- In:
The journal of futures markets
25
(
2005
)
5
,
pp. 443-464
Persistent link: https://www.econbiz.de/10002811536
Saved in:
17
Do designated market makers improve liquidity in open-outcry futures markets?
Tse, Yiuman
;
Zabotina, Tatyana V.
- In:
The journal of futures markets
24
(
2004
)
5
,
pp. 479-502
Persistent link: https://www.econbiz.de/10002012500
Saved in:
18
Liquidity supply and volatility : futures market evidence
Locke, Peter R.
;
Sarkar, Asani
- In:
The journal of futures markets
21
(
2001
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001537231
Saved in:
19
Time variation in the correlation structure of exchange rates : high-frequency analyses
Muthuswamy, Jayaram
(
contributor
)
- In:
The journal of futures markets
21
(
2001
)
2
,
pp. 127-144
Persistent link: https://www.econbiz.de/10001542992
Saved in:
20
The role of floor brokers in the supply of liquidity : an empirical analysis
Berkman, Henk
;
Hayes, Laura
- In:
The journal of futures markets
20
(
2000
)
3
,
pp. 205-218
Persistent link: https://www.econbiz.de/10001485237
Saved in:
21
The relationship between index option moneyness and relative liquidity
Etling, Cheri
;
Miller, Thomas W.
- In:
The journal of futures markets
20
(
2000
)
10
,
pp. 971-987
Persistent link: https://www.econbiz.de/10001530843
Saved in:
22
Liquidity without volume
Clyman, Dana Ross
- In:
The journal of futures markets
18
(
1998
)
3
,
pp. 281-296
Persistent link: https://www.econbiz.de/10001296572
Saved in:
23
Liquidity without volume
Clyman, Dana Ross
- In:
The journal of futures markets
17
(
1997
)
3
,
pp. 247-277
Persistent link: https://www.econbiz.de/10001296570
Saved in:
24
The impact of market-specific public information on return variance in an illiquid market
Christie-David, Rohan
- In:
The journal of futures markets
17
(
1997
)
8
,
pp. 887-908
Persistent link: https://www.econbiz.de/10001232839
Saved in:
25
Bid-ask spreads in financial futures
Laux, Paul A.
- In:
The journal of futures markets
12
(
1992
)
6
,
pp. 621-634
Persistent link: https://www.econbiz.de/10001133908
Saved in:
26
Liquidity costs and scalping returns in the corn futures market
Brorsen, B. Wade
- In:
The journal of futures markets
9
(
1989
)
3
,
pp. 225-236
Persistent link: https://www.econbiz.de/10001156270
Saved in:
27
Futures trading liquidity : an application of a futures trading model
Ward, Ronald W.
- In:
The journal of futures markets
3
(
1983
)
2
,
pp. 207-224
Persistent link: https://www.econbiz.de/10001085146
Saved in:
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