Search Results

Search Results

• Comprehensive market microstructure model: considering the inventory holding costs

  Doojin Ryu

  Abstract 914 | PDF Downloads 1304 | DOI https://doi.org/10.3846/16111699.2017.1286380

  Page 183-201
  

  2017-04-21

• Research on futures trend trading strategy based on short term chart pattern

  Saulius Masteika, Aleksandras Vytautas Rutkauskas

  Abstract 1504 | PDF Downloads 4312 | DOI https://doi.org/10.3846/16111699.2012.705252

  Page 915-930
  

  2012-10-04

• Does China’s iron ore futures market have price discovery function? Analysis based on VECM and State-space perspective

  Yongbo Ge, Tingting Cao, Ruchuan Jiang, Peide Liu, Hengxin Xie

  Abstract 2266 | PDF Downloads 1991 | DOI https://doi.org/10.3846/jbem.2019.10604

  Page 1083-1101
  

  2019-08-27

• Volatility smile at the Russian option market

  D. Golembiovsky, I. Baryshnikov

  Abstract 701 | PDF Downloads 430 | DOI https://doi.org/10.3846/16111699.2006.9636116

  Page 9-15
  

  2006-03-31

• Information content of inter-transaction time: A structural approach

  Doojin Ryu

  Abstract 870 | PDF Downloads 633 | DOI https://doi.org/10.3846/16111699.2013.804873

  Page 697-711
  

  2015-09-10

• Exploring the asymmetric effects of economic policy uncertainty and implied volatilities on energy futures returns: novel insights from quantile-on-quantile regression

  Ahmed Bossman , Ştefan Cristian Gherghina, Emmanuel Asafo-Adjei , Anokye Mohammed Adam, Samuel Kwaku Agyei

  Abstract 1091 | PDF Downloads 811 | DOI https://doi.org/10.3846/jbem.2022.18282

  Page 1351–1376
  

  2022-12-29

• Impact of exchange rate derivatives on stocks in emerging markets

  L. Arturo Bernal-Ponce , Claudia Estrella Castillo-Ramírez, Francisco Venegas-Martínez

  Abstract 2468 | PDF Downloads 2357 | DOI https://doi.org/10.3846/jbem.2020.12220

  Page 610-626
  

  2020-04-10