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The effect of index futures trading on volatility : three markets for Chinese stocks

Bohl, Martin T.; Diesteldorf, Jeanne; Siklos, Pierre L. - In: China economic review : an international journal 34 (2015), pp. 207-224

Persistent link: https://www.econbiz.de/10011459709

Determinants of gold futures trading volume : a study of Thailand futures exchange

Woradee Jongadsayakul - In: Afro-Asian Journal of Finance and Accounting : AAJFA 12 (2022) 6, pp. 679-690

Persistent link: https://www.econbiz.de/10014230069

The behavior of bid-ask spreads and volume in options markets during the competition for listings in 1999

Fontnouvelle, Patrick de; Fishe, Raymond P. H.; Harris, … - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2437-2464

Persistent link: https://www.econbiz.de/10001845795

Essays on price formation in futures markets

Onayev, Zhan - 2005

Persistent link: https://www.econbiz.de/10003380108

Informed futures trading and price discovery : evidence from Taiwan futures and stock markets

Lee, Yi-tsung; Wu, Wei-shao; Yang, Yun Hong - In: Asia-Pacific financial markets 20 (2013) 3, pp. 219-242

Persistent link: https://www.econbiz.de/10010187917

The impacts of large trades by trader types on intraday futures prices : evidence from the Taiwan futures exchange

Chou, Robin K.; Wang, George H. K.; Wang, Yun-Yi; … - In: Pacific-Basin finance journal 19 (2011) 1, pp. 41-70

Persistent link: https://www.econbiz.de/10009271751

Open interest, volume, and volatility : evidence from Taiwan futures markets

Yen, Stéphane M.; Chen, Ming-hsiang - In: Journal of economics and finance 34 (2010) 2, pp. 113-141

Persistent link: https://www.econbiz.de/10008660612

Activity in futures : does underlying market size relate to futures trading volume?

Frino, Alex; Jarnecic, Elvis; Zheng, Hui - In: Review of quantitative finance and accounting 34 (2010) 3, pp. 313-325

Persistent link: https://www.econbiz.de/10003970042

Trade size clustering in the E-Mini index futures markets

Wang, Qin; Zhang, Jun - In: The journal of financial research 39 (2016) 3, pp. 247-261

Persistent link: https://www.econbiz.de/10011547625

The Impacts of Large Trades by Trader Types on Intraday Futures Prices : Evidence from the Taiwan Futures Exchange

Chou, Robin K. - 2010

This paper employs a unique data set to investigate the total price, liquidity and information effects of large institutional trades versus individual trades on three futures contracts traded on the Taiwan Futures Exchange. Several interesting results are obtained. We find that, for the entire...

Persistent link: https://www.econbiz.de/10013139181