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
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
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
english, 2007
5

Editor's note

Robert I. Webb
Journal:
Journal of Futures Markets
Year:
2007
File:
PDF, 25 KB
2007