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Volume 27; Issue 12
Main
Journal of Futures Markets
Volume 27; Issue 12
Journal of Futures Markets
Volume 27; Issue 12
1
Order imbalance and the dynamics of index and futures prices
Joseph K.W. Fung
,
Philip L.H. Yu
Journal:
Journal of Futures Markets
Year:
2007
Language:
english
File:
PDF, 381 KB
Your tags:
english, 2007
2
Market microstructure effects on volatility at the TAIFEX
Robert I. Webb
,
Jayaram Muthuswamy
,
Reuben Segara
Journal:
Journal of Futures Markets
Year:
2007
Language:
english
File:
PDF, 323 KB
Your tags:
english, 2007
3
Transactions in futures markets: Informed or uninformed?
Alex Frino
,
Jennifer Kruk
,
Andrew Lepone
Journal:
Journal of Futures Markets
Year:
2007
Language:
english
File:
PDF, 267 KB
Your tags:
english, 2007
4
Pricing VIX futures: Evidence from integrated physical and risk-neutral probability measures
Yueh-Neng Lin
Journal:
Journal of Futures Markets
Year:
2007
Language:
english
File:
PDF, 499 KB
Your tags:
english, 2007
5
Editor's note
Robert I. Webb
Journal:
Journal of Futures Markets
Year:
2007
File:
PDF, 25 KB
Your tags:
2007
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