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Life in the pits: competitive market making and inventory control - further Australian evidence

Frino, Alex; Forrest, Peter; Duffy, Matthew - In: Journal of multinational financial management 9 (1999) 3/4, pp. 373-385

Persistent link: https://www.econbiz.de/10001506205

Futures markets and spot price volatility : a case study

Morgan, C. W. - In: Journal of agricultural economics 50 (1999) 2, pp. 247-257

Persistent link: https://www.econbiz.de/10001378604

The inventory effect in commodity futures markets : an empirical study

Lien, Da-hsiang Donald - In: The journal of futures markets 7 (1987) 6, pp. 637-652

Persistent link: https://www.econbiz.de/10001149668

Life in the pits : competitive market making and inventory control

Manaster, Steven - In: The review of financial studies 9 (1996) 3, pp. 953-975

Persistent link: https://www.econbiz.de/10001209080

A supply of storage theory with asymmetric information

Khoury, Nabil T. - In: The journal of futures markets 9 (1989) 6, pp. 573-581

Persistent link: https://www.econbiz.de/10001149515

Laboratory behavior in spot and forward auction markets

Phillips, Owen R.; Menkhaus, Dale J.; Krogmeier, Joseph L. - In: Experimental economics : a journal of the Economic … 4 (2001) 3, pp. 243-256

Persistent link: https://www.econbiz.de/10001639597

Commodity derivatives pricing with inventory effects

Bach, Christian; Dziubinski, Matt P. - 2012

Persistent link: https://www.econbiz.de/10009489591

Hedging costs, liquidity, and inventory management : the evidence from option market makers

Wu, Wei-shao; Liu, Yu-jane; Lee, Yi-tsung; Fok, Robert C. W. - In: Journal of financial markets 18 (2014), pp. 25-48

Persistent link: https://www.econbiz.de/10010442502

Serial inventory systems with Markov-modulated demand : derivative bounds, asymptotic analysis, and insights

Chen, Li; Song, Jing-Sheng; Zhang, Yue - In: Operations research 65 (2017) 5, pp. 1231-1249

Persistent link: https://www.econbiz.de/10011757371

Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning

Guterding, Daniel - In: The Journal of finance and data science : JFDS 7 (2021), pp. 126-142

The VSTOXX index tracks the expected 30-day volatility of the EURO STOXX 50 equity index. Futures on the VSTOXX index can, therefore, be used to hedge against economic uncertainty. We investigate the effect of trader inventory on the price of VSTOXX futures through a combination of stochastic...

Persistent link: https://www.econbiz.de/10013162887