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There are 63517 results for: content related to: Does International Order Flow Contribute to Price Discovery in Futures Markets?

  1. The Term Structure of VIX

    Journal of Futures Markets

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

    Version of Record online : 16 AUG 2012, DOI: 10.1002/fut.21572

  2. Price Discovery in Interrelated Markets

    Journal of Futures Markets

    Volume 34, Issue 3, March 2014, Pages: 203–219, Donald Lien and Keshab Shrestha

    Version of Record online : 11 DEC 2012, DOI: 10.1002/fut.21593

  3. Pythagorean Fuzzy Information Measures and Their Applications

    International Journal of Intelligent Systems

    Xindong Peng, Huiyong Yuan and Yong Yang

    Version of Record online : 20 FEB 2017, DOI: 10.1002/int.21880

  4. Stochastic maximum weight forest problem

    Networks

    Volume 65, Issue 4, July 2015, Pages: 289–305, Pablo Adasme, Rafael Andrade, Marc Letournel and Abdel Lisser

    Version of Record online : 20 MAR 2015, DOI: 10.1002/net.21610

  5. Transmigration Across Price Discovery Categories: Evidence from the U.S. CDS and Equity Markets

    Journal of Futures Markets

    Volume 33, Issue 6, June 2013, Pages: 573–599, Vincent Xiang, Michael Chng and Victor Fang

    Version of Record online : 22 FEB 2013, DOI: 10.1002/fut.21599

  6. Estimation of Market Information Shares: A Comparison

    Journal of Futures Markets

    Volume 36, Issue 11, November 2016, Pages: 1108–1124, Donald Lien and Zijun Wang

    Version of Record online : 2 MAR 2016, DOI: 10.1002/fut.21781

  7. 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

    Version of Record online : 15 MAR 2012, DOI: 10.1002/fut.21550

  8. Fully dynamic update of arc-flags

    Networks

    Volume 63, Issue 3, May 2014, Pages: 243–259, Gianlorenzo D'Angelo, Mattia D'Emidio and Daniele Frigioni

    Version of Record online : 27 JAN 2014, DOI: 10.1002/net.21542

  9. Optimal Futures Hedging Under Multichain Markov Regime Switching

    Journal of Futures Markets

    Volume 34, Issue 2, February 2014, Pages: 173–202, Her-Jiun Sheu and Hsiang-Tai Lee

    Version of Record online : 9 NOV 2012, DOI: 10.1002/fut.21583

  10. Production and Anticipatory Hedging under Time-Inconsistent Preferences

    Journal of Futures Markets

    Volume 35, Issue 10, October 2015, Pages: 961–985, Donald Lien and Chia-Feng (Jeffrey) Yu

    Version of Record online : 24 OCT 2014, DOI: 10.1002/fut.21697

  11. Conditional Density Approximations with Mixtures of Polynomials

    International Journal of Intelligent Systems

    Volume 30, Issue 3, March 2015, Pages: 236–264, Gherardo Varando, Pedro L. López-Cruz, Thomas D. Nielsen, Pedro Larrañaga and Concha Bielza

    Version of Record online : 24 DEC 2014, DOI: 10.1002/int.21699

  12. A branch-and-price algorithm for the (k,c)-coloring problem

    Networks

    Volume 65, Issue 4, July 2015, Pages: 353–366, Enrico Malaguti, Isabel Méndez-Díaz, Juan José Miranda-Bront and Paula Zabala

    Version of Record online : 27 NOV 2014, DOI: 10.1002/net.21579

  13. Convenience Yields and Risk Premiums in the EU-ETS—Evidence from the Kyoto Commitment Period

    Journal of Futures Markets

    Volume 36, Issue 6, June 2016, Pages: 587–611, Stefan Trück and Rafał Weron

    Version of Record online : 15 APR 2016, DOI: 10.1002/fut.21780

  14. Long Memory in Asymmetric Dependence Between LME and Chinese Aluminum Futures

    Journal of Futures Markets

    Volume 36, Issue 3, March 2016, Pages: 267–294, Yuting Gong and Xu Zheng

    Version of Record online : 31 MAR 2015, DOI: 10.1002/fut.21722

  15. 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

  16. Critical nodes for distance-based connectivity and related problems in graphs

    Networks

    Volume 66, Issue 3, October 2015, Pages: 170–195, Alexander Veremyev, Oleg A. Prokopyev and Eduardo L. Pasiliao

    Version of Record online : 22 JUL 2015, DOI: 10.1002/net.21622

  17. Market Reaction to Information Shocks—Does the Bloomberg and Briefing.com Survey Matter?

    Journal of Futures Markets

    Volume 33, Issue 10, October 2013, Pages: 939–964, Linda H. Chen, George J. Jiang and Qin Wang

    Version of Record online : 12 JUN 2012, DOI: 10.1002/fut.21564

  18. Intraday Liquidity Provision by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures

    Journal of Futures Markets

    Volume 34, Issue 2, February 2014, Pages: 145–172, Junmao Chiu, Huimin Chung and George H. K. Wang

    Version of Record online : 28 NOV 2012, DOI: 10.1002/fut.21586

  19. Investigating the Information Content of the Model-Free Volatility Expectation by Monte Carlo Methods

    Journal of Futures Markets

    Volume 33, Issue 11, November 2013, Pages: 1071–1095, Yuanyuan Zhang, Stephen J. Taylor and Lili Wang

    Version of Record online : 25 JUN 2012, DOI: 10.1002/fut.21570

  20. Branch-and-cut and Branch-and-cut-and-price algorithms for the adjacent only quadratic minimum spanning tree problem

    Networks

    Volume 65, Issue 4, July 2015, Pages: 367–379, Dilson Lucas Pereira, Michel Gendreau and Alexandre Salles da Cunha

    Version of Record online : 2 FEB 2015, DOI: 10.1002/net.21580