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Transaction costs
23
Transaktionskosten
23
Index futures
9
Index-Futures
9
USA
9
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9
Arbitrage
6
Derivat
6
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6
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5
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Deutschland
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Hedging
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Marktmikrostruktur
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1959-2003
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23
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Tse, Yiuman
3
Brorsen, B. Wade
2
Ghosh, Dilip K.
2
Baptiste, Tony
1
Batlin, Carl A.
1
Booth, G. Geoffrey
1
Fleming, Jeff
1
Fujiwara, Koichi
1
Fung, Joseph K. W.
1
Gay, Gerald D.
1
Gay, Gerrald d.
1
Gregoriou, Andros
1
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1
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1
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1
Ioannidis, Christos
1
Iwata, Gyoichi
1
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1
Kempf, Alexander
1
Kim, Minho
1
Kurov, Alexander
1
Lee, Chin-shen
1
Lim, Kian-Guan
1
Locke, Peter R.
1
Nam, Jouahn
1
Nordén, Lars
1
Nordén, Lars L.
1
Ostdiek, Barbara
1
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1
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1
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1
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The journal of futures markets
NBER working paper series
87
Working paper / National Bureau of Economic Research, Inc.
83
Europäische Hochschulschriften / 5
80
NBER Working Paper
67
Finance and stochastics
64
Journal of economic behavior & organization : JEBO
61
MPRA Paper
59
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
55
Discussion paper / Centre for Economic Policy Research
54
The journal of finance : the journal of the American Finance Association
51
Journal of business research : JBR
48
The review of financial studies
48
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
47
Journal of banking & finance
45
Discussion paper / Tinbergen Institute
44
Journal of institutional and theoretical economics : JITE
44
Economics Papers from University Paris Dauphine
43
Gabler Edition Wissenschaft
43
Journal of financial economics
42
American journal of agricultural economics
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Economics letters
37
Industrial marketing management : the international journal for industrial and high-tech firms
35
CESifo working papers
34
Journal of economic dynamics & control
34
The journal of law, economics, & organization
32
Working paper
31
Finance and Stochastics
30
International journal of theoretical and applied finance
30
Policy research working paper : WPS
30
Applied economics
29
Journal of financial markets
29
Research paper series / Swiss Finance Institute
28
SpringerLink / Bücher
28
The journal of trading
28
Journal of institutional economics
27
Strategic management journal
27
International review of economics & finance : IREF
25
Discussion paper
24
Swiss Finance Institute Research Paper
24
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ECONIS (ZBW)
23
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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
A brighter future with lower transactions costs?
Nordén, Lars
- In:
The journal of futures markets
29
(
2009
)
8
,
pp. 775-796
Persistent link: https://www.econbiz.de/10003900671
Saved in:
3
Efficiency of single-stock futures : an intraday analysis
Fung, Joseph K. W.
;
Tse, Yiuman
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 518-536
Persistent link: https://www.econbiz.de/10003714981
Saved in:
4
Price discovery in the options markets : an application of put-call parity
Hsieh, Wen-liang G.
;
Lee, Chin-shen
;
Yuan, Shu-fang
- In:
The journal of futures markets
28
(
2008
)
4
,
pp. 354-375
Persistent link: https://www.econbiz.de/10003699412
Saved in:
5
Tick size reduction, execution costs, and informational efficiency in the regular and E-mini Nasdaq-100 index futures markets
Kurov, Alexander
- In:
The journal of futures markets
28
(
2008
)
9
,
pp. 871-888
Persistent link: https://www.econbiz.de/10003746360
Saved in:
6
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:
7
Hedging under the influence of transaction costs : an empirical investigation on FTSE 100 index options
Gregoriou, Andros
;
Healy, Jerome
;
Ioannidis, Christos
- In:
The journal of futures markets
27
(
2007
)
5
,
pp. 471-494
Persistent link: https://www.econbiz.de/10003493098
Saved in:
8
On the optimal mix of corporate hedging instruments : linear versus nonlinear derivatives
Gay, Gerrald d.
;
Nam, Jouahn
;
Turac, Marian
- In:
The journal of futures markets
23
(
2002
)
3
,
pp. 217-239
Persistent link: https://www.econbiz.de/10001765105
Saved in:
9
Transaction costs and market quality : open outcry versus electronic trading
Tse, Yiuman
;
Zabotina, Tatyana V.
- In:
The journal of futures markets
21
(
2001
)
8
,
pp. 713-735
Persistent link: https://www.econbiz.de/10001591746
Saved in:
10
Price discovery in the German equity index derivatives markets
Booth, G. Geoffrey
;
So, Raymond W.
;
Tse, Yiuman
- In:
The journal of futures markets
19
(
1999
)
6
,
pp. 619-643
Persistent link: https://www.econbiz.de/10001410389
Saved in:
11
A further look at transaction costs, short sale restrictions, and futures market efficiency : the case of Korean stock index futures
Gay, Gerald D.
;
Jung, Dae Y.
- In:
The journal of futures markets
19
(
1999
)
2
,
pp. 153-174
Persistent link: https://www.econbiz.de/10001369626
Saved in:
12
Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates : reply
Ghosh, Dilip K.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 121-125
Persistent link: https://www.econbiz.de/10001377610
Saved in:
13
Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates : comment
Batlin, Carl A.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 115-120
Persistent link: https://www.econbiz.de/10001377612
Saved in:
14
Trading costs and price discovery across stock index futures and cash markets
Kim, Minho
;
Szakmary, Andrew C.
;
Schwarz, Thomas V.
- In:
The journal of futures markets
19
(
1999
)
4
,
pp. 475-498
Persistent link: https://www.econbiz.de/10001378256
Saved in:
15
Short selling, unwinding, and mispricing
Kempf, Alexander
- In:
The journal of futures markets
18
(
1998
)
8
,
pp. 903-923
Persistent link: https://www.econbiz.de/10001352413
Saved in:
16
Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates
Ghosh, Dilip K.
- In:
The journal of futures markets
18
(
1998
)
1
,
pp. 115-127
Persistent link: https://www.econbiz.de/10001234357
Saved in:
17
Futures market transaction costs
Locke, Peter R.
- In:
The journal of futures markets
17
(
1997
)
2
,
pp. 229-245
Persistent link: https://www.econbiz.de/10001218561
Saved in:
18
Continuously traded options on discretely traded commodity futures contracts
Webb, Robert I.
;
Iwata, Gyoichi
;
Fujiwara, Koichi
; …
- In:
The journal of futures markets
17
(
1997
)
6
,
pp. 633-666
Persistent link: https://www.econbiz.de/10001228028
Saved in:
19
Trading volume and transaction costs in futures markets
Wang, George H. K.
- In:
The journal of futures markets
17
(
1997
)
7
,
pp. 757-780
Persistent link: https://www.econbiz.de/10001228473
Saved in:
20
Trading costs and the relative rates of price discovery in stock, futures, and option markets
Fleming, Jeff
- In:
The journal of futures markets
16
(
1996
)
4
,
pp. 353-387
Persistent link: https://www.econbiz.de/10001198895
Saved in:
21
Arbitrage and price behavior of the Nikkei stock index futures
Lim, Kian-Guan
- In:
The journal of futures markets
12
(
1992
)
2
,
pp. 151-161
Persistent link: https://www.econbiz.de/10001124222
Saved in:
22
Futures trading, transaction costs, and stock market volatility
Brorsen, B. Wade
- In:
The journal of futures markets
11
(
1991
)
2
,
pp. 153-163
Persistent link: https://www.econbiz.de/10001102728
Saved in:
23
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:
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