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Who trades futures and how : evidence from the heating oil futures market

Ederington, Louis H.; Lee, Jae-ha - In: The journal of business : B 75 (2002) 2, pp. 353-373

Persistent link: https://www.econbiz.de/10001682435

Determinants of trader profits in commodity futures markets

Dewaly, Michaël; Ederington, Louis H.; Fernando, Chitru S. - In: The review of financial studies 26 (2013) 10, pp. 2648-283

Persistent link: https://www.econbiz.de/10010207243

Dynamics of arbitrage

Ederington, Louis H.; Fernando, Chitru S.; Holland, … - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 4, pp. 1350-1380

Persistent link: https://www.econbiz.de/10012523334

The response of the Dollar/Yen exchange rate to economic announcements

Ederington, Louis H. - In: Financial engineering and the Japanese markets 1 (1994) 2, pp. 111-128

Persistent link: https://www.econbiz.de/10001187915

The creation and resolution of market uncertainty : the impact of information releases on implied volatility

Ederington, Louis H. - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 4, pp. 513-539

Persistent link: https://www.econbiz.de/10001219191

Noise traders' trigger rates, FX options, and smiles

Pierdzioch, Christian - 2000

the pricing of European-style foreign currency options and for the volatility strike structure implicit in these contracts … is devoloped. The curvature of the volatility strike structure is explained by focusing attention on the expected … aggregate net volume and direction of standing orders executed when the exchange rate reaches certain implicit price barriers …

Persistent link: https://www.econbiz.de/10011476532