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There are 85555 results for: content related to: Derivative Markets

  1. Trader Survival: Evidence from the Energy Futures Markets

    Journal of Futures Markets

    Volume 32, Issue 9, September 2012, Pages: 809–836, Naomi E. Boyd and Alexander Kurov

    Version of Record online : 5 AUG 2011, DOI: 10.1002/fut.20543

  2. The Impacts of Individual Day Trading Strategies on Market Liquidity and Volatility: Evidence from the Taiwan Index Futures Market

    Journal of Futures Markets

    Volume 35, Issue 5, May 2015, Pages: 399–425, Robin K. Chou, George H. K. Wang and Yun-Yi Wang

    Version of Record online : 6 APR 2014, DOI: 10.1002/fut.21665

  3. Market making with price limits

    Journal of Futures Markets

    Volume 16, Issue 6, September 1996, Pages: 677–696, Gregory J. Kuserk and Peter R. Locke

    Version of Record online : 7 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199609)16:6<677::AID-FUT4>3.0.CO;2-C

  4. Interdealer trading in futures markets

    Journal of Futures Markets

    Volume 24, Issue 10, October 2004, Pages: 923–944, Peter R. Locke and Pattarake Sarajoti

    Version of Record online : 29 JUL 2004, DOI: 10.1002/fut.20115

  5. Strategic order splitting, order choice, and aggressiveness: Evidence from the Taiwan futures exchange

    Journal of Futures Markets

    Volume 29, Issue 12, December 2009, Pages: 1102–1129, Robin K. Chou and Yun-Yi Wang

    Version of Record online : 31 JUL 2009, DOI: 10.1002/fut.20416

  6. Local trader profitability in futures markets: Liquidity and position taking profits

    Journal of Futures Markets

    Volume 30, Issue 1, January 2010, Pages: 1–24, Alex Frino, Elvis Jarnecic and Roger Feletto

    Version of Record online : 27 JUL 2009, DOI: 10.1002/fut.20393

  7. Scalper behavior in futures markets: An empirical examination

    Journal of Futures Markets

    Volume 13, Issue 4, June 1993, Pages: 409–431, Gregory J. Kuserk and Peter R. Locke

    Version of Record online : 28 AUG 2006, DOI: 10.1002/fut.3990130407

  8. Dynamic trading value at risk: Futures floor trading

    Journal of Futures Markets

    Volume 26, Issue 12, December 2006, Pages: 1217–1234, Jongdoo Lee and Peter Locke

    Version of Record online : 18 OCT 2006, DOI: 10.1002/fut.20239

  9. Hidden Liquidity: Some New Light on Dark Trading

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 2227–2274, ROBERT BLOOMFIELD, MAUREEN O'HARA and GIDEON SAAR

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12301

  10. The Effects of Margin Changes on the Composition of Traders and Market Liquidity: Evidence from the Taiwan Futures Exchange

    Journal of Futures Markets

    Volume 35, Issue 10, October 2015, Pages: 894–915, Robin K. Chou, George H. K. Wang and Yun-Yi Wang

    Version of Record online : 18 MAR 2015, DOI: 10.1002/fut.21718

  11. How Different Types of Traders Behave in the Taiwan Futures Market

    Journal of Futures Markets

    Volume 33, Issue 12, December 2013, Pages: 1097–1117, Hung Chih Li, Chao Hsien Lin, Teng Yuan Cheng and Syouching Lai

    Version of Record online : 20 NOV 2012, DOI: 10.1002/fut.21588

  12. What Makes Circuit Breakers Attractive to Financial Markets? A Survey

    Financial Markets, Institutions & Instruments

    Volume 13, Issue 3, August 2004, Pages: 109–146, by Yong H. Kim and J. Jimmy Yang

    Version of Record online : 29 JUL 2004, DOI: 10.1111/j.0963-8008.2004.00074.x

  13. The effect of net positions by type of trader on volatility in foreign currency futures markets

    Journal of Futures Markets

    Volume 22, Issue 5, May 2002, Pages: 427–450, Changyun Wang

    Version of Record online : 7 MAR 2002, DOI: 10.1002/fut.10021

  14. Entry cost, the Tobin tax, and noise trading in the foreign exchange market

    Canadian Journal of Economics/Revue canadienne d'économique

    Volume 42, Issue 4, November / novembre 2009, Pages: 1501–1526, Kang Shi and Juanyi Xu

    Version of Record online : 7 OCT 2009, DOI: 10.1111/j.1540-5982.2009.01555.x

  15. Natural Selection and Market Efficiency in a Futures Market with Random Shocks

    Journal of Futures Markets

    Volume 21, Issue 6, June 2001, Pages: 489–516, Guo Ying Luo

    Version of Record online : 25 APR 2001, DOI: 10.1002/fut.1601

  16. Nonlinear dynamics and competing behavioral interpretations: Evidence from intra-day FTSE-100 index and futures data

    Journal of Futures Markets

    Volume 26, Issue 4, April 2006, Pages: 343–368, David G. McMillan and Alan E. H. Speight

    Version of Record online : 9 FEB 2006, DOI: 10.1002/fut.20203

  17. Volume relationships among types of traders in the financial futures markets

    Journal of Futures Markets

    Volume 18, Issue 1, February 1998, Pages: 91–113, Marilyn K. Wiley and Robert T. Daigler

    Version of Record online : 7 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199802)18:1<91::AID-FUT5>3.0.CO;2-6

  18. Is it time to reduce the minimum tick sizes of the E-mini futures?

    Journal of Futures Markets

    Volume 25, Issue 1, January 2005, Pages: 79–104, Alexander Kurov and Tatyana Zabotina

    Version of Record online : 16 NOV 2004, DOI: 10.1002/fut.20119

  19. Futures market transaction costs

    Journal of Futures Markets

    Volume 17, Issue 2, April 1997, Pages: 229–245, Peter R. Locke and P. C. Venkatesh

    Version of Record online : 7 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199704)17:2<229::AID-FUT5>3.0.CO;2-L

  20. The effect of CME rule 552 on dual traders

    Journal of Futures Markets

    Volume 14, Issue 4, June 1994, Pages: 493–510, Eric C. Chang, Peter R. Locke and Steven C. Mann

    Version of Record online : 28 AUG 2006, DOI: 10.1002/fut.3990140409