Journal of Futures Markets

Cover image for Vol. 37 Issue 7

Edited By: Robert I. Webb

Impact Factor: 1.291

ISI Journal Citation Reports © Ranking: 2016: 41/96 (Business Finance)

Online ISSN: 1096-9934

Research on Trading


Local trader profitability in futures markets: Liquidity and position taking profits
Alex Frino, Elvis Jarnecic, Roger Feletto
Volume 30, Issue 1
January 2010

Informed trading around merger and acquisition announcements: Evidence from the UK equity and options markets
Spyros Spyrou, Andrianos Tsekrekos, Georgia Siougle
Volume 31, Issue 8
August 2011

Trader survival: Evidence from the energy futures markets
Naomi E. Boyd, Alexander Kurov

Who Makes Markets? Liquidity Providers Versus Algorithmic Traders
Joon Chae, Jaeuk Khil, Eun Jung Lee

The new market for volatility trading
Jin E. Zhang, Jinghong Shu, Menachem Brenner
Volume 30, Issue 9
September 2010

Further analysis of the speed of response to large trades in interest rate futures
James Richard Cummings, Alex Frino
Volume 30, Issue 8
August 2010

The impact of off-market trading on liquidity: Evidence from the Australian options market
Andrew Lepone, Jin Young Yang
Volume 30, Issue 4
April 2010

A reality check on technical trading rule profits in the U.S. futures markets
Cheol-Ho Park, Scott H. Irwin
Volume 30, Issue 7
July 2010

A random walk down the options market
George J. Jiang, Yisong S. Tian

Why do expiring futures and cash prices diverge for grain markets?
Nicole M. Aulerich, Raymond P. H. Fishe, Jeffrey H. Harris
Volume 31, Issue 6
June 2011

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