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There are 11700 results for: content related to: An examination of the complementary volume–volatility information theories

  1. 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

  2. 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

  3. Persistence of volatility in futures markets

    Journal of Futures Markets

    Volume 26, Issue 6, June 2006, Pages: 571–594, Zhiyao Chen, Robert T. Daigler and Ali M. Parhizgari

    Version of Record online : 4 APR 2006, DOI: 10.1002/fut.20210

  4. Volume, Volatility, Price, and Profit When All Traders Are Above Average

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 1887–1934, Terrance Odean

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00078

  5. 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

  6. Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 579–611, MARCO PAGANO and AILSA RÖELL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02695.x

  7. How Do Ambiguity and Risk Aversion Affect Price Volatility under Asymmetric Information?

    Asia-Pacific Journal of Financial Studies

    Volume 44, Issue 4, August 2015, Pages: 616–634, Guangsug Hahn and Joon Yeop Kwon

    Version of Record online : 19 AUG 2015, DOI: 10.1111/ajfs.12101

  8. Momentum, Reversal, and Uninformed Traders in Laboratory Markets

    The Journal of Finance

    Volume 64, Issue 6, December 2009, Pages: 2535–2558, ROBERT J. BLOOMFIELD, WILLIAM B. TAYLER and FLORA (HAILAN) ZHOU

    Version of Record online : 25 NOV 2009, DOI: 10.1111/j.1540-6261.2009.01510.x

  9. Information Diversity and Complementarities in Trading and Information Acquisition

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1723–1765, ITAY GOLDSTEIN and LIYAN YANG

    Version of Record online : 23 JUL 2015, DOI: 10.1111/jofi.12226

  10. Predicting the permeability of sediments entering subduction zones

    Geophysical Research Letters

    Volume 42, Issue 13, 16 July 2015, Pages: 5219–5226, Hugh Daigle and Elizabeth J. Screaton

    Version of Record online : 3 JUL 2015, DOI: 10.1002/2015GL064542

  11. Presidential Address: Liquidity and Price Discovery

    The Journal of Finance

    Volume 58, Issue 4, August 2003, Pages: 1335–1354, Maureen O'Hara

    Version of Record online : 15 JUL 2003, DOI: 10.1111/1540-6261.00569

  12. Exchange-Traded Barrier Option and VPIN: Evidence from Hong Kong

    Journal of Futures Markets

    Volume 35, Issue 6, June 2015, Pages: 561–581, William M. Cheung, Robin K. Chou and Adrian C.H. Lei

    Version of Record online : 21 MAR 2015, DOI: 10.1002/fut.21719

  13. Trade Timing, Price Volatility and Serial Correlation

    European Financial Management

    Volume 19, Issue 5, November 2013, Pages: 911–934, Ming-Chang Wang and Lon-Ping Zu

    Version of Record online : 3 MAY 2011, DOI: 10.1111/j.1468-036X.2011.00614.x

  14. 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

  15. The Allocation of Informed Trading Across Related Markets: An Analysis of the Impact of Changes in Equity-Option Margin Requirements

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1635–1653, STEWART MAYHEW, ATULYA SARIN and KULDEEP SHASTRI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05191.x

  16. Efficiency of the IBEX spot–futures basis: The impact of the mini-futures

    Journal of Futures Markets

    Volume 28, Issue 4, April 2008, Pages: 398–415, David G. McMillan and Raquel Quiroga Garcia

    Version of Record online : 5 FEB 2008, DOI: 10.1002/fut.20308

  17. Volume and Volatility Surrounding Quarterly Redesignation of the Lead S&P 500 Futures Contract

    Journal of Futures Markets

    Volume 21, Issue 12, December 2001, Pages: 1119–1149, Ira G. Kawaller, Paul D. Koch and John E. Peterson

    Version of Record online : 5 OCT 2001, DOI: 10.1002/fut.2202

  18. Adaptive Traders and the Design of Financial Markets

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 2835–2863, SEBASTIEN POUGET

    Version of Record online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01294.x

  19. The Impact of Trader Type on the Futures Volatility-Volume Relation

    The Journal of Finance

    Volume 54, Issue 6, December 1999, Pages: 2297–2316, Robert T. Daigler and Marilyn K. Wiley

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00189

  20. Market for Information and Identity Disclosure in an Experimental Open Limit Order Book

    Economic Notes

    Volume 35, Issue 1, February 2006, Pages: 97–119, Pietro Perotti and Barbara Rindi

    Version of Record online : 10 MAY 2006, DOI: 10.1111/j.0391-5026.2006.00160.x