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The limits to stock index arbitrage : examining S&P 500 futures and SPDRS
Richie, Nivine; Daigler, Robert T.; Gleason, Kimberly - In: The journal of futures markets 28 (2008) 12, pp. 1182-1205
Persistent link: https://www.econbiz.de/10003773148
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Expanding the explanations for the return-volatility relation
Talukdar, Bakhtear; Daigler, Robert T.; Parhizgari, Ali M. - In: The journal of futures markets 37 (2017) 7, pp. 689-716
Persistent link: https://www.econbiz.de/10011950866
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Volume weighted volatility : empirical evidence for a new realised volatility measure
Padungsaksawasdi, Chaiyuth; Daigler, Robert T. - In: International journal of banking, accounting and finance 9 (2018) 1, pp. 61-87
Persistent link: https://www.econbiz.de/10011955195
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The effect of high-frequency market making on option market liquidity
Mishra, Suchi; Daigler, Robert T.; Holowczak, Richard - In: The journal of trading 11 (2016) 4, pp. 56-76
Persistent link: https://www.econbiz.de/10011697653
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Dynamics of information leadership in the volatility complex with trading time changes : evidence from VIX futures and VIX ETPs
Hurwitz, Catalina I.; Mishra, Suchismita; Daigler, Robert T. - In: Algorithmic finance 9 (2022) 3/4, pp. 63-79
Persistent link: https://www.econbiz.de/10013459963
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A multiple discriminant analysis of technical indicators on the New York Stock Exchange
Daigler, Robert T.; Fielitz, Bruce D. - In: The journal of financial research 4 (1981) 3, pp. 169-182
Persistent link: https://www.econbiz.de/10002044693