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There are 18182 results for: content related to: Trader Survival: Evidence from the Energy Futures Markets

  1. Price Discovery in Futures and Options Markets

    Journal of Futures Markets

    Volume 34, Issue 9, September 2014, Pages: 853–867, Naomi Boyd and Peter Locke

    Version of Record online : 21 MAY 2013, DOI: 10.1002/fut.21623

  2. The Profitability of Volatility Spread Trading on ASX Equity Options

    Journal of Futures Markets

    Volume 36, Issue 2, February 2016, Pages: 107–126, Binh Huu Do, Anthony Foster and Philip Gray

    Version of Record online : 22 APR 2015, DOI: 10.1002/fut.21729

  3. 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

  4. The Impact of a Premium-Based Tick Size on Equity Option Liquidity

    Journal of Futures Markets

    Volume 36, Issue 4, April 2016, Pages: 397–417, Thanos Verousis, Owain ap Gwilym and Nikolaos Voukelatos

    Version of Record online : 13 AUG 2015, DOI: 10.1002/fut.21734

  5. Investor Attention and Macroeconomic News Announcements: Evidence from Stock Index Futures

    Journal of Futures Markets

    Volume 36, Issue 3, March 2016, Pages: 240–266, Jing Chen, Yu-Jane Liu, Lei Lu and Ya Tang

    Version of Record online : 22 APR 2015, DOI: 10.1002/fut.21727

  6. The Effect of the Hedge Horizon on Optimal Hedge Size and Effectiveness When Prices are Cointegrated

    Journal of Futures Markets

    Volume 32, Issue 9, September 2012, Pages: 837–876, Ted Juhl, Ira G. Kawaller and Paul D. Koch

    Version of Record online : 16 SEP 2011, DOI: 10.1002/fut.20544

  7. Liquidity Considerations in Estimating Implied Volatility

    Journal of Futures Markets

    Volume 32, Issue 8, August 2012, Pages: 714–741, Rohini Grover and Susan Thomas

    Version of Record online : 10 FEB 2012, DOI: 10.1002/fut.21543

  8. Order Aggressiveness, Trading Patience, and Trader Types in a Limit Order Market

    Journal of Futures Markets

    Junmao Chiu, Huimin Chung and George H. K. Wang

    Version of Record online : 21 DEC 2016, DOI: 10.1002/fut.21832

  9. A Convenience Yield Approximation Model for Mean-Reverting Commodities

    Journal of Futures Markets

    Volume 35, Issue 7, July 2015, Pages: 625–654, Engelbert J. Dockner, Zehra Eksi and Margarethe Rammerstorfer

    Version of Record online : 8 JUL 2014, DOI: 10.1002/fut.21670

  10. Information Content of Trading Activity in Precious Metals Futures Markets

    Journal of Futures Markets

    Volume 36, Issue 5, May 2016, Pages: 421–456, Elina Pradkhan

    Version of Record online : 21 SEP 2015, DOI: 10.1002/fut.21755

  11. The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market

    Journal of Futures Markets

    Volume 35, Issue 2, February 2015, Pages: 105–126, Bart Frijns and Yiuman Tse

    Version of Record online : 17 FEB 2014, DOI: 10.1002/fut.21652

  12. Time Pro-rata Matching: Evidence of a Change in LIFFE STIR Futures

    Journal of Futures Markets

    Volume 35, Issue 6, June 2015, Pages: 522–541, Angelo Aspris, Sean Foley, Drew Harris and Peter O'Neill

    Version of Record online : 12 JAN 2015, DOI: 10.1002/fut.21708

  13. Do Option Strategy Traders Have a Disadvantage? Evidence from the Australian Options Market

    Journal of Futures Markets

    Volume 34, Issue 9, September 2014, Pages: 838–852, Anthony Flint, Andrew Lepone and Jin Young Yang

    Version of Record online : 22 JUL 2013, DOI: 10.1002/fut.21634

  14. The impact of a pro-rata algorithm on liquidity: Evidence from the NYSE LIFFE

    Journal of Futures Markets

    Volume 32, Issue 7, July 2012, Pages: 660–682, Andrew Lepone and Jin Young Yang

    Version of Record online : 21 JUN 2011, DOI: 10.1002/fut.20536

    Corrected by:

    Erratum: Erratum: The impact of a pro-rata algorithm on liquidity: Evidence from the NYSE LIFFE

    Vol. 32, Issue 8, 807, Version of Record online: 1 JUN 2012

  15. High Frequency Trading in the Korean Index Futures Market

    Journal of Futures Markets

    Volume 35, Issue 1, January 2015, Pages: 31–51, Eun Jung Lee

    Version of Record online : 23 AUG 2013, DOI: 10.1002/fut.21640

  16. VPIN, Jump Dynamics and Inventory Announcements in Energy Futures Markets

    Journal of Futures Markets

    Volume 37, Issue 6, June 2017, Pages: 542–577, Johan Bjursell, George H. K. Wang and Hui Zheng

    Version of Record online : 2 MAR 2017, DOI: 10.1002/fut.21839

  17. Noisy Inventory Announcements and Energy Prices

    Journal of Futures Markets

    Volume 34, Issue 10, October 2014, Pages: 911–933, Marketa W. Halova, Alexander Kurov and Oleg Kucher

    Version of Record online : 12 JUL 2013, DOI: 10.1002/fut.21633

  18. 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

  19. Are Derivative Warrants Overpriced?

    Journal of Futures Markets

    Volume 32, Issue 12, December 2012, Pages: 1144–1170, Joseph K. W. Fung and Ted Z. X. Zeng

    Version of Record online : 16 AUG 2012, DOI: 10.1002/fut.21578

  20. The Impacts of Individual and Institutional Trading on Futures Returns and Volatility: Evidence from Emerging Index Futures Markets

    Journal of Futures Markets

    Volume 35, Issue 3, March 2015, Pages: 222–244, Wen-Hsiu Kuo, San-Lin Chung and Chiao-Yi Chang

    Version of Record online : 20 JUN 2014, DOI: 10.1002/fut.21683