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Futures trading in less 'noisy' markets

Webb, Robert I. - In: Japan and the world economy : international journal of … 7 (1995) 2, pp. 155-173

Persistent link: https://www.econbiz.de/10001185780

The behavior of "false" futures prises

Webb, Robert I. - In: The journal of futures markets 11 (1991) 6, pp. 651-668

Persistent link: https://www.econbiz.de/10001116063

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

Price Discovery in China’s Crude Oil Futures Markets : An Emerging Asian Benchmark?

Yu, Ziliang; Yang, Jian; Webb, Robert I. - 2022

We examine the price discovery performance of China’s crude oil futures traded on the Shanghai International Energy Exchange (INE) for the spot prices of 19 types of deliverable and non-deliverable Asian crude oil. We find evidence for the INE crude oil futures price discovery function even at...

Persistent link: https://www.econbiz.de/10014236263

The price impact of futures trades and their intraday seasonality

Webb, Robert I.; Ryu, Doojin; Ryu, Doowon; Han, Joongho - In: Emerging markets review 26 (2016), pp. 80-98

Persistent link: https://www.econbiz.de/10011670875

Commodity futures characteristics and asset pricing models

Qin, Yiyi; Cai, Jun; Zhu, Jie; Webb, Robert I. - 2025

Persistent link: https://www.econbiz.de/10015376604