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Securities trading
44
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12
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10
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Frino, Alex
5
Chou, Robin K.
2
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2
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
134
Journal of banking & finance
126
Journal of financial markets
123
NBER working paper series
105
Journal of financial economics
86
NBER Working Paper
83
Discussion paper / Centre for Economic Policy Research
81
Pacific-Basin finance journal
81
The review of financial studies
80
Finance research letters
73
Journal of securities operations & custody
73
The journal of finance : the journal of the American Finance Association
69
International review of financial analysis
62
Journal of empirical finance
58
Journal of financial and quantitative analysis : JFQA
58
The journal of trading
51
Journal of international financial markets, institutions & money
44
Review of quantitative finance and accounting
42
Quantitative finance
39
Research paper series / Swiss Finance Institute
39
The European journal of finance
39
The financial review : the official publication of the Eastern Finance Association
39
Applied economics letters
34
CFS working paper series
33
Management science : journal of the Institute for Operations Research and the Management Sciences
33
Applied economics
32
International review of economics & finance : IREF
32
International journal of theoretical and applied finance
31
Journal of economic dynamics & control
31
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
Market microstructure and liquidity
30
Fisher College of Business working paper series
29
SAFE working paper
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
27
SpringerLink / Bücher
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Wiley trading series
27
Working paper / Centre for Financial Research
26
IMF staff country report
25
Journal of financial intermediation
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ECONIS (ZBW)
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1
Trading behavior in Bitcoin futures : following the "smart money"
Baur, Dirk G.
;
Smales, Lee A.
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1304-1323
Persistent link: https://www.econbiz.de/10013287959
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
Strategic trading and manipulation in trade at settlement contracts
Pirrong, Craig
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 615-634
Persistent link: https://www.econbiz.de/10014293175
Saved in:
4
Who and what drives informed options trading after the market opens?
Kang, Jongho
;
Kang, Jangkoo
;
Lee, Jaeram
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 338-364
Persistent link: https://www.econbiz.de/10012817917
Saved in:
5
Resiliency in the E-mini futures market
Fishe, Raymond P. H.
;
Haynes, Richard
;
Onur, Esen
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 5-23
Persistent link: https://www.econbiz.de/10012796291
Saved in:
6
Information contents of intraday SSE 50 ETF options trades
Luo, Xingguo
;
Cai, Wenye
;
Ryu, Doojin
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 580-604
Persistent link: https://www.econbiz.de/10013187563
Saved in:
7
Algorithmic trading and market quality : evidence from the Taiwan index futures market
Chang, Ya-Kai
;
Chou, Robin K.
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1837-1855
Persistent link: https://www.econbiz.de/10013465825
Saved in:
8
Understanding intraday momentum strategies
Rosa, Carlo
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
Saved in:
9
Trades or quotes : which drives price discovery? : evidence from Chinese index futures markets
Jin, Liwei
;
Yuan, Xianghui
;
Wang, Shihao
;
Li, Peiran
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2235-2247
Persistent link: https://www.econbiz.de/10013465881
Saved in:
10
Fat-finger trade and market quality : the first evidence from China
Gao, Ming
;
Liu, Yu-jane
;
Wu, Weili
- In:
The journal of futures markets
36
(
2016
)
10
,
pp. 1014-1025
Persistent link: https://www.econbiz.de/10011568867
Saved in:
11
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:
12
The impact of sampling frequency on intraday correlation and lead-lag relationships between index futures and individual stocks
Fung, Joseph K. W.
;
Lau, Francis
;
Tse, Yiuman
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 939-952
Persistent link: https://www.econbiz.de/10011392705
Saved in:
13
Closing call auctions at the index futures market
Hagströmer, Björn
;
Nordén, Lars
- In:
The journal of futures markets
34
(
2014
)
4
,
pp. 299-319
Persistent link: https://www.econbiz.de/10010355429
Saved in:
14
Hawkes process : fast calibration, application to trade clustering, and diffuse limit
Fonseca, José da
;
Zaatour, Riadh
- In:
The journal of futures markets
34
(
2014
)
6
,
pp. 548-579
Persistent link: https://www.econbiz.de/10010371413
Saved in:
15
How informed investors take advantage of negative information in options and stock markets
Kang, Jangkoo
;
Park, Hyoung-jin
- In:
The journal of futures markets
34
(
2014
)
6
,
pp. 516-547
Persistent link: https://www.econbiz.de/10010371414
Saved in:
16
The impact of co-location of securities exchanges' and traders' computer servers on market liquidity
Frino, Alex
;
Mollica, Vito
;
Webb, Robert I.
- In:
The journal of futures markets
34
(
2014
)
1
,
pp. 20-33
Persistent link: https://www.econbiz.de/10010254959
Saved in:
17
Volatility discovery across stock limit order book and options markets
Wang, Qin
- In:
The journal of futures markets
34
(
2014
)
10
,
pp. 934-956
Persistent link: https://www.econbiz.de/10010508688
Saved in:
18
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:
19
Reversing the lead, or a series of unfortunate events? : NYMEX, ICE, and Amaranth
Kofman, Paul
;
Michayluk, David
;
Moser, James T.
- In:
The journal of futures markets
29
(
2009
)
12
,
pp. 1130-1160
Persistent link: https://www.econbiz.de/10003900984
Saved in:
20
Derivatives trading, volatility spillover, and regulation : evidence from the Korean securities markets
Bae, Sung-chul
;
Kwon, Taek Ho
;
Park, Jong Won
- In:
The journal of futures markets
29
(
2009
)
6
,
pp. 563-597
Persistent link: https://www.econbiz.de/10003842870
Saved in:
21
Explaining country and cross-border liquidity commonality in international equity markets
Zhang, Zheng
;
Cai, Jun
;
Cheung, Stephen Y. L.
- In:
The journal of futures markets
29
(
2009
)
7
,
pp. 630-652
Persistent link: https://www.econbiz.de/10003842932
Saved in:
22
Large trades and intraday futures price behavior
Frino, Alex
;
Bjursell, Johan
;
Wang, George H. K.
; …
- In:
The journal of futures markets
28
(
2008
)
12
,
pp. 1147-1181
Persistent link: https://www.econbiz.de/10003773147
Saved in:
23
Intraday behavior of market depth in a competitive dealer market : a note
Frino, Alex
;
Lepone, Andrew
;
Wearin, Grant
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 294-307
Persistent link: https://www.econbiz.de/10003699393
Saved in:
24
An examination of momentum strategies in commodity futures markets
Shen, Qian
;
Szakmary, Andrew Charles
;
Sharma, Subhash …
- In:
The journal of futures markets
27
(
2007
)
3
,
pp. 227-256
Persistent link: https://www.econbiz.de/10003493046
Saved in:
25
Long-term information, short-lived securities
Bernhardt, Dan
;
Davies, Ryan J.
;
Spicer, John
- In:
The journal of futures markets
26
(
2006
)
5
,
pp. 465-502
Persistent link: https://www.econbiz.de/10003309341
Saved in:
26
Decimalization, trading costs, and information transmission between ETFs and index futures
Chou, Robin K.
;
Chung, Humin
- In:
The journal of futures markets
26
(
2006
)
2
,
pp. 131-151
Persistent link: https://www.econbiz.de/10003303874
Saved in:
27
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:
28
Does an index futures split enhance trading activity and hedging effectiveness of the futures contract?
Nordén, Lars
- In:
The journal of futures markets
26
(
2006
)
12
,
pp. 1169-1194
Persistent link: https://www.econbiz.de/10003392009
Saved in:
29
Dynamic trading value at risk : futures floor trading
Lee, Jongdoo
;
Locke, Peter R.
- In:
The journal of futures markets
26
(
2006
)
12
,
pp. 1217-1234
Persistent link: https://www.econbiz.de/10003392011
Saved in:
30
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:
31
Information transmission in electronic versus open-outcry trading systems : an analysis of US equity index futures markets
Ates, Aysegul
;
Wang, George H. K.
- In:
The journal of futures markets
25
(
2005
)
7
,
pp. 679-715
Persistent link: https://www.econbiz.de/10002983492
Saved in:
32
Traders' strategic behavior in an index options market
Eom, Kyong Shik
;
Hahn, Sang Buhm
- In:
The journal of futures markets
25
(
2005
)
2
,
pp. 105-133
Persistent link: https://www.econbiz.de/10002535036
Saved in:
33
Volatility trade design
Chaput, J. Scott
;
Ederington, Louis H.
- In:
The journal of futures markets
25
(
2005
)
3
,
pp. 243-279
Persistent link: https://www.econbiz.de/10002647703
Saved in:
34
Price relations among hog, corn, and soybean meal futures
Liu, Qingfeng Wilson
- In:
The journal of futures markets
25
(
2005
)
5
,
pp. 491-514
Persistent link: https://www.econbiz.de/10002811546
Saved in:
35
Interdealer trading in futures markets
Locke, Peter R.
;
Pattarake Sarajoti
- In:
The journal of futures markets
24
(
2004
)
10
,
pp. 923-944
Persistent link: https://www.econbiz.de/10002190258
Saved in:
36
Information content of extended trading for index futures
Cheng, Louis T. W.
;
Jiang, Li
;
Ng, Renne W. Y.
- In:
The journal of futures markets
24
(
2004
)
9
,
pp. 861-886
Persistent link: https://www.econbiz.de/10002145981
Saved in:
37
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:
38
Directly measuring early exercise premiums using American and European S&P 500 Index options
Dueker, Michael
;
Miller, Thomas W.
- In:
The journal of futures markets
23
(
2002
)
3
,
pp. 287-313
Persistent link: https://www.econbiz.de/10001765120
Saved in:
39
Decreased price clustering in FTSE 100 futures contracts following a transfer from floor to electronic trading
Ap Gwilym, Owain
;
Alibo, Evamena
- In:
The journal of futures markets
23
(
2002
)
7
,
pp. 647-659
Persistent link: https://www.econbiz.de/10001769717
Saved in:
40
Special issue on trading
Webb, Robert I.
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001582284
Saved in:
41
Transactions data tests of efficiency : an investigation in the Singapore futures markets
Raj, Mahendra
- In:
The journal of futures markets
20
(
2000
)
7
,
pp. 687-704
Persistent link: https://www.econbiz.de/10001523745
Saved in:
42
Trading and hedging in S&P 400 spot and futures markets using genetic programming
Jun, Wang
- In:
The journal of futures markets
20
(
2000
)
10
,
pp. 911-942
Persistent link: https://www.econbiz.de/10001530841
Saved in:
43
The effect of the cointegration relationship on futures hedging : a note
Lien, Da-hsiang Donald
- In:
The journal of futures markets
16
(
1996
)
7
,
pp. 773-780
Persistent link: https://www.econbiz.de/10001205863
Saved in:
44
Portfolio insurance trading rules
Bookstaber, Richard
;
Langsam, Joseph A.
- In:
The journal of futures markets
8
(
1988
)
1
,
pp. 15-31
Persistent link: https://www.econbiz.de/10003498712
Saved in:
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