791. Trading around the clock: Revisit volatility spillover between crude oil and equity markets in different trading sessions. Issue 6 (3rd April 2023) Authors: Hao, Jing; He, Feng; Ma, Feng; Fu, Tong Journal: Journal of futures markets Issue: Volume 43:Issue 6(2023) Page Start: 771 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
792. Trading behavior in bitcoin futures: Following the "smart money". Issue 7 (27th April 2022) Authors: Baur, Dirk G.; Smales, Lee A. Journal: Journal of futures markets Issue: Volume 42:Issue 7(2022) Page Start: 1304 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
793. Trading Patience, Order Flows, and Liquidity in an Index Futures Market. Issue 8 (5th March 2014) Authors: Xu, Caihong Journal: Journal of futures markets Issue: Volume 34:Issue 8(2014:Aug.) Page Start: 731 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
794. Trading protocols and price discovery: Implicit transaction costs in Indian single stock futures. Issue 11 (19th June 2020) Authors: Curran, Edward; Hunt, Jack; Mollica, Vito Journal: Journal of futures markets Issue: Volume 40:Issue 11(2020) Page Start: 1793 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
795. Trading the VIX Futures Roll and Volatility Premiums with VIX Options. Issue 2 (6th May 2016) Authors: Simon, David P. Journal: Journal of futures markets Issue: Volume 37:Issue 2(2017) Page Start: 184 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
796. Transmigration Across Price Discovery Categories: Evidence from the U.S. CDS and Equity Markets1. Issue 6 (22nd February 2013) Authors: Xiang, Vincent; Chng, Michael; Fang, Victor Journal: Journal of futures markets Issue: Volume 33:Issue 6(2013:Jun.) Page Start: 573 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
797. Two Order Books are Better than One? Trading at Settlement (TAS) in VIX Futures. Issue 6 (1st December 2014) Authors: Huskaj, Bujar; Nordén, Lars L. Journal: Journal of futures markets Issue: Volume 35:Issue 6(2015:Jun.) Page Start: 506 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
798. Uncertainty and the volatility forecasting power of option‐implied volatility. Issue 7 (27th March 2020) Authors: Jeon, Byounghyun; Seo, Sung Won; Kim, Jun Sik Journal: Journal of futures markets Issue: Volume 40:Issue 7(2020) Page Start: 1109 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
799. Understanding intraday momentum strategies. Issue 12 (8th September 2022) Authors: Rosa, Carlo Journal: Journal of futures markets Issue: Volume 42:Issue 12(2022) Page Start: 2218 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
800. US experience with futures transaction taxes. Issue 3 (1st October 2021) Authors: Mixon, Scott Journal: Journal of futures markets Issue: Volume 42:Issue 3(2022) Page Start: 413 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗