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Refined by: Journal Title: The Journal Of Futures Markets remove
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1
Futures trading costs and market microstructure invariance: Identifying bet activity
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Futures trading costs and market microstructure invariance: Identifying bet activity

The journal of futures markets, 2024-06 [Peer Reviewed Journal]

ISSN: 1096-9934 ;ISSN: 0270-7314 ;EISSN: 1096-9934 ;DOI: 10.1002/fut.22496

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2
Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets
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Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets

The journal of futures markets, 2016-08, Vol.36 (8), p.758-792 [Peer Reviewed Journal]

2015 Wiley Periodicals, Inc. ;2016 Wiley Periodicals, Inc. ;ISSN: 0270-7314 ;EISSN: 1096-9934 ;DOI: 10.1002/fut.21759 ;CODEN: JFMADT

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3
Do Momentum-Based Trading Strategies Work in the Commodity Futures Markets?
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Do Momentum-Based Trading Strategies Work in the Commodity Futures Markets?

The journal of futures markets, 2015-09, Vol.35 (9), p.868-891 [Peer Reviewed Journal]

2014 Wiley Periodicals, Inc. ;Copyright Wiley Periodicals Inc. Sep 2015 ;ISSN: 0270-7314 ;EISSN: 1096-9934 ;DOI: 10.1002/fut.21685 ;CODEN: JFMADT

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4
Hawkes Process: Fast Calibration, Application to Trade Clustering, and Diffusive Limit
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Hawkes Process: Fast Calibration, Application to Trade Clustering, and Diffusive Limit

The journal of futures markets, 2014-06, Vol.34 (6), p.548-579 [Peer Reviewed Journal]

2013 Wiley Periodicals, Inc. ;Copyright Wiley Periodicals Inc. Jun 2014 ;ISSN: 0270-7314 ;EISSN: 1096-9934 ;DOI: 10.1002/fut.21644 ;CODEN: JFMADT

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5
Who Sets the Price of Gold? London or New York
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Article
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Who Sets the Price of Gold? London or New York

The journal of futures markets, 2016-06, Vol.36 (6), p.564-586 [Peer Reviewed Journal]

2016 Wiley Periodicals, Inc. ;ISSN: 0270-7314 ;EISSN: 1096-9934 ;DOI: 10.1002/fut.21775 ;CODEN: JFMADT

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6
The Information Content of Trades: An Analysis of KOSPI 200 Index Derivatives
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The Information Content of Trades: An Analysis of KOSPI 200 Index Derivatives

The journal of futures markets, 2015-03, Vol.35 (3), p.201-221 [Peer Reviewed Journal]

2013 Wiley Periodicals, Inc. ;Copyright Wiley Periodicals Inc. Mar 2015 ;ISSN: 0270-7314 ;EISSN: 1096-9934 ;DOI: 10.1002/fut.21637 ;CODEN: JFMADT

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7
The Predictive Content of Commodity Futures
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Article
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The Predictive Content of Commodity Futures

The journal of futures markets, 2014-07, Vol.34 (7), p.607-636 [Peer Reviewed Journal]

2013 Wiley Periodicals, Inc. ;Copyright Wiley Periodicals Inc. Jul 2014 ;ISSN: 0270-7314 ;EISSN: 1096-9934 ;DOI: 10.1002/fut.21615 ;CODEN: JFMADT

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8
Does Futures Speculation Destabilize Commodity Markets?
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Does Futures Speculation Destabilize Commodity Markets?

The journal of futures markets, 2015-08, Vol.35 (8), p.696-714 [Peer Reviewed Journal]

2015 Wiley Periodicals, Inc. ;Copyright Wiley Periodicals Inc. Aug 2015 ;ISSN: 0270-7314 ;EISSN: 1096-9934 ;DOI: 10.1002/fut.21716 ;CODEN: JFMADT

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9
Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China
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Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China

The journal of futures markets, 2012-02, Vol.32 (2), p.99-121 [Peer Reviewed Journal]

2011 Wiley Periodicals, Inc. ;Copyright Wiley Periodicals Inc. Feb 2012 ;ISSN: 0270-7314 ;EISSN: 1096-9934 ;DOI: 10.1002/fut.20514 ;CODEN: JFMADT

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10
The Return-Volatility Relation in Commodity Futures Markets
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The Return-Volatility Relation in Commodity Futures Markets

The journal of futures markets, 2016-02, Vol.36 (2), p.127-152 [Peer Reviewed Journal]

2015 Wiley Periodicals, Inc. ;ISSN: 0270-7314 ;EISSN: 1096-9934 ;DOI: 10.1002/fut.21717

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11
Tests on the Monotonicity Properties of KOSPI 200 Options Prices
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Article
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Tests on the Monotonicity Properties of KOSPI 200 Options Prices

The journal of futures markets, 2016-07, Vol.36 (7), p.625-646 [Peer Reviewed Journal]

2015 Wiley Periodicals, Inc. ;2016 Wiley Periodicals, Inc. ;ISSN: 0270-7314 ;EISSN: 1096-9934 ;DOI: 10.1002/fut.21763 ;CODEN: JFMADT

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12
Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models
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Article
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Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models

The journal of futures markets, 2016-12, Vol.36 (12), p.1127-1163 [Peer Reviewed Journal]

2016 Wiley Periodicals, Inc. ;ISSN: 0270-7314 ;EISSN: 1096-9934 ;DOI: 10.1002/fut.21783 ;CODEN: JFMADT

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13
On the Intraday Relation Between the VIX and its Futures
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On the Intraday Relation Between the VIX and its Futures

The journal of futures markets, 2016-09, Vol.36 (9), p.870-886 [Peer Reviewed Journal]

2015 Wiley Periodicals, Inc. ;2016 Wiley Periodicals, Inc. ;ISSN: 0270-7314 ;EISSN: 1096-9934 ;DOI: 10.1002/fut.21762 ;CODEN: JFMADT

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14
Spillovers and Directional Predictability with a Cross-Quantilogram Analysis: The Case of U.S. and Chinese Agricultural Futures
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Article
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Spillovers and Directional Predictability with a Cross-Quantilogram Analysis: The Case of U.S. and Chinese Agricultural Futures

The journal of futures markets, 2016-12, Vol.36 (12), p.1231-1255 [Peer Reviewed Journal]

2016 Wiley Periodicals, Inc. ;ISSN: 0270-7314 ;EISSN: 1096-9934 ;DOI: 10.1002/fut.21779 ;CODEN: JFMADT

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15
Fundamentals, Derivatives Market Information and Oil Price Volatility
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Article
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Fundamentals, Derivatives Market Information and Oil Price Volatility

The journal of futures markets, 2016-04, Vol.36 (4), p.317-344 [Peer Reviewed Journal]

Published 2015. This article is a U.S. Government work and is in the public domain in the USA ;2016 Wiley Periodicals, Inc. ;ISSN: 0270-7314 ;EISSN: 1096-9934 ;DOI: 10.1002/fut.21732 ;CODEN: JFMADT

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16
Impact of crude oil volatility jumps on sustainable investments: Evidence from India
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Article
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Impact of crude oil volatility jumps on sustainable investments: Evidence from India

The journal of futures markets, 2023-10, Vol.43 (10), p.1450 [Peer Reviewed Journal]

ISSN: 1096-9934 ;ISSN: 0270-7314 ;EISSN: 1096-9934 ;DOI: 10.1002/fut.22442

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17
Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?
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Article
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Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?

The journal of futures markets, 2016-09, Vol.36 (9), p.851-869 [Peer Reviewed Journal]

2015 Wiley Periodicals, Inc. ;2016 Wiley Periodicals, Inc. ;ISSN: 0270-7314 ;EISSN: 1096-9934 ;DOI: 10.1002/fut.21760 ;CODEN: JFMADT

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18
Pricing Vulnerable Options with Correlated Credit Risk Under Jump-Diffusion Processes
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Article
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Pricing Vulnerable Options with Correlated Credit Risk Under Jump-Diffusion Processes

The journal of futures markets, 2014-10, Vol.34 (10), p.957-979 [Peer Reviewed Journal]

2013 Wiley Periodicals, Inc. ;Copyright Wiley Periodicals Inc. Oct 2014 ;ISSN: 0270-7314 ;EISSN: 1096-9934 ;DOI: 10.1002/fut.21629 ;CODEN: JFMADT

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19
Rational repricing of risk during COVID-19: Evidence from Indian single stock options market
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Article
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Rational repricing of risk during COVID-19: Evidence from Indian single stock options market

Journal of Futures Markets, 2021-10 [Peer Reviewed Journal]

2021. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the associated terms available at https://novel-coronavirus.onlinelibrary.wiley.com ;DOI: 10.1002/fut.22240

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20
High Frequency Trading in the Korean Index Futures Market
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Article
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High Frequency Trading in the Korean Index Futures Market

The journal of futures markets, 2015-01, Vol.35 (1), p.31-51 [Peer Reviewed Journal]

2013 Wiley Periodicals, Inc. ;Copyright Wiley Periodicals Inc. Jan 2015 ;ISSN: 0270-7314 ;EISSN: 1096-9934 ;DOI: 10.1002/fut.21640 ;CODEN: JFMADT

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