Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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1 |
Material Type: Article
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Futures trading costs and market microstructure invariance: Identifying bet activityThe journal of futures markets, 2024-06 [Peer Reviewed Journal]ISSN: 1096-9934 ;ISSN: 0270-7314 ;EISSN: 1096-9934 ;DOI: 10.1002/fut.22496Digital Resources/Online E-Resources |
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2 |
Material Type: Article
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Do Jumps Matter for Volatility Forecasting? Evidence from Energy MarketsThe 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: JFMADTFull text available |
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3 |
Material Type: Article
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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: JFMADTFull text available |
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4 |
Material Type: Article
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Hawkes Process: Fast Calibration, Application to Trade Clustering, and Diffusive LimitThe 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: JFMADTFull text available |
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5 |
Material Type: Article
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Who Sets the Price of Gold? London or New YorkThe 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: JFMADTFull text available |
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6 |
Material Type: Article
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The Information Content of Trades: An Analysis of KOSPI 200 Index DerivativesThe 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: JFMADTFull text available |
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7 |
Material Type: Article
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The Predictive Content of Commodity FuturesThe 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: JFMADTFull text available |
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8 |
Material Type: Article
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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: JFMADTFull text available |
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9 |
Material Type: Article
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Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from ChinaThe 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: JFMADTFull text available |
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10 |
Material Type: Article
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The Return-Volatility Relation in Commodity Futures MarketsThe 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.21717Full text available |
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11 |
Material Type: Article
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Tests on the Monotonicity Properties of KOSPI 200 Options PricesThe 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: JFMADTFull text available |
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12 |
Material Type: Article
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Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility ModelsThe 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: JFMADTFull text available |
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13 |
Material Type: Article
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On the Intraday Relation Between the VIX and its FuturesThe 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: JFMADTFull text available |
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14 |
Material Type: Article
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Spillovers and Directional Predictability with a Cross-Quantilogram Analysis: The Case of U.S. and Chinese Agricultural FuturesThe 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: JFMADTFull text available |
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15 |
Material Type: Article
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Fundamentals, Derivatives Market Information and Oil Price VolatilityThe 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: JFMADTFull text available |
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16 |
Material Type: Article
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Impact of crude oil volatility jumps on sustainable investments: Evidence from IndiaThe 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.22442Digital Resources/Online E-Resources |
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17 |
Material Type: 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: JFMADTFull text available |
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18 |
Material Type: Article
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Pricing Vulnerable Options with Correlated Credit Risk Under Jump-Diffusion ProcessesThe 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: JFMADTFull text available |
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19 |
Material Type: Article
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Rational repricing of risk during COVID-19: Evidence from Indian single stock options marketJournal 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.22240Digital Resources/Online E-Resources |
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20 |
Material Type: Article
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High Frequency Trading in the Korean Index Futures MarketThe 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: JFMADTFull text available |