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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
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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
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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
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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
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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
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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
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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
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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
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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
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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