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There are 242648 results for: content related to: An examination of the complementary volume–volatility information theories

  1. 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

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

  2. 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

    Article first published online : 5 OCT 2001, DOI: 10.1002/fut.2202

  3. Using Four-Moment Tail Risk to Examine Financial and Commodity Instrument Diversification

    Financial Review

    Volume 45, Issue 4, November 2010, Pages: 1101–1123, Leyuan You and Robert T. Daigler

    Article first published online : 11 OCT 2010, DOI: 10.1111/j.1540-6288.2010.00287.x

  4. A Term Structure Model for VIX Futures

    Journal of Futures Markets

    Volume 33, Issue 5, May 2013, Pages: 421–442, Bujar Huskaj and Marcus Nossman

    Article first published online : 15 MAR 2012, DOI: 10.1002/fut.21550

  5. 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

    Article first published online : 4 APR 2006, DOI: 10.1002/fut.20210

  6. 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

    Article first published online : 16 NOV 2004, DOI: 10.1002/fut.20119

  7. Does International Order Flow Contribute to Price Discovery in Futures Markets?

    Journal of Futures Markets

    Volume 32, Issue 12, December 2012, Pages: 1124–1143, Alex Frino, Robert I. Webb and Hui Zheng

    Article first published online : 14 AUG 2012, DOI: 10.1002/fut.21579

  8. A Futures Duration-Convexity Hedging Method

    Financial Review

    Volume 33, Issue 4, November 1998, Pages: 61–80, Robert T. Daigler and Mark Copper

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1998.tb01397.x

  9. Information Flow, Trading Activity and Commodity Futures Volatility

    Journal of Futures Markets

    Adam E. Clements and Neda Todorova

    Article first published online : 13 APR 2015, DOI: 10.1002/fut.21724

  10. Depth Characteristics for the Electronic Futures Limit Order Book

    Journal of Futures Markets

    Volume 35, Issue 6, June 2015, Pages: 542–560, Alexandre Aidov and Robert T. Daigler

    Article first published online : 6 JAN 2015, DOI: 10.1002/fut.21706

  11. Futures bibliography

    Journal of Futures Markets

    Volume 5, Issue 1, Spring 1985, Pages: 131–143, Robert T. Daigler

    Article first published online : 25 AUG 2006, DOI: 10.1002/fut.3990050115

  12. Intraday futures volatility and theories of market behavior

    Journal of Futures Markets

    Volume 17, Issue 1, February 1997, Pages: 45–74, Robert T. Daigler

    Article first published online : 7 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199702)17:1<45::AID-FUT3>3.0.CO;2-G

  13. The limits to stock index arbitrage: Examining S&P 500 futures and SPDRS

    Journal of Futures Markets

    Volume 28, Issue 12, December 2008, Pages: 1182–1205, Nivine Richie, Robert T. Daigler and Kimberly C. Gleason

    Article first published online : 17 OCT 2008, DOI: 10.1002/fut.20365

  14. Futures bibliography

    Journal of Futures Markets

    Volume 2, Issue 2, Summer 1982, Pages: 209–216, Robert T. Daigler

    Article first published online : 25 AUG 2006, DOI: 10.1002/fut.3990020213

  15. 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

    Article first published online : 7 MAR 2002, DOI: 10.1002/fut.10021

  16. Futures bibliography

    Journal of Futures Markets

    Volume 15, Issue 2, April 1995, Pages: 201–209, Robert T. Daigler

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990150207

  17. The Term Structure of VIX

    Journal of Futures Markets

    Volume 32, Issue 12, December 2012, Pages: 1092–1123, Xingguo Luo and Jin E. Zhang

    Article first published online : 16 AUG 2012, DOI: 10.1002/fut.21572

  18. Information, Trading Demand, and Futures Price Volatility

    Financial Review

    Volume 37, Issue 2, May 2002, Pages: 295–315, Changyun Wang

    Article first published online : 7 JAN 2003, DOI: 10.1111/1540-6288.00016

  19. Cash trading and index futures price volatility

    Journal of Futures Markets

    Volume 31, Issue 5, May 2011, Pages: 465–486, Jinliang Li

    Article first published online : 20 JUL 2010, DOI: 10.1002/fut.20478

  20. Futures bibliography

    Journal of Futures Markets

    Volume 11, Issue 6, December 1991, Pages: 755–761, Robert T. Daigler

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990110610