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Asymmetry in the permanent price impact of block purchases and sales : theory and empirical evidence
Frino, Alex; Mollica, Vito; Romano, Maria Grazia; Zhou, … - In: The journal of futures markets 37 (2017) 4, pp. 359-373
Persistent link: https://www.econbiz.de/10011950679
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Investors' heterogeneity in beliefs, the VIX futures basis, and S&P 500 index futures returns
Lee, Hsiu-Chuan; Liao, Tzu-Hsiang; Tung, Pao-Ying - In: The journal of futures markets 37 (2017) 9, pp. 939-960
Persistent link: https://www.econbiz.de/10011950912
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Informed trading in the options market and stock return predictability
Han, Joongho; Kim, Da-Hea; Byun, Suk Joon - In: The journal of futures markets 37 (2017) 11, pp. 1053-1093
Persistent link: https://www.econbiz.de/10011950947
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Investor sentiment and return predictability in agricultural futures markets
Wang, Changyun - In: The journal of futures markets 21 (2001) 10, pp. 929-952
Persistent link: https://www.econbiz.de/10001613569
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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
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Is investor misreaction economically significant? : Evidence from short- and long-term S&P 500 index options
Cao, Charles Q.; Li, Haitao; Yu, Fan - In: The journal of futures markets 25 (2005) 8, pp. 717-752
Persistent link: https://www.econbiz.de/10003012118
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Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models
Röthig, Andreas; Chiarella, Carl - In: The journal of futures markets 27 (2007) 8, pp. 719-737
Persistent link: https://www.econbiz.de/10003518512
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Technical analysis and genetic programming : constructing and testing a commodity portfolio
Roberts, Matthew C. - In: The journal of futures markets 25 (2005) 7, pp. 643-660
Persistent link: https://www.econbiz.de/10002983398
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Commodity momentum decomposition
Iwanaga, Yasuhiro; Sakemoto, Ryuta - In: The journal of futures markets 43 (2023) 2, pp. 198-216
Persistent link: https://www.econbiz.de/10014292998
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The disappearing January/turn of the year effect : evidence from stock index futures and cash markets
Szakmary, Andrew Charles; Kiefer, Dean B. - In: The journal of futures markets 24 (2004) 8, pp. 755-784
Persistent link: https://www.econbiz.de/10002138810