851. Who and what drives informed options trading after the market opens?. Issue 3 (20th December 2021) Authors: Kang, Jongho; Kang, Jangkoo; Lee, Jaeram Journal: Journal of futures markets Issue: Volume 42:Issue 3(2022) Page Start: 338 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
852. Who has an edge in trading index derivatives?. Issue 3 (30th November 2022) Authors: Jang, Jeewon; Kang, Jangkoo; Lee, Jaeram Journal: Journal of futures markets Issue: Volume 43:Issue 3(2023) Page Start: 325 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
853. Who leads in intraday gold price discovery and volatility connectedness: Spot, futures, or exchange‐traded fund?. Issue 7 (1st June 2021) Authors: Sehgal, Sanjay; Sobti, Neharika; Diesting, Florent Journal: Journal of futures markets Issue: Volume 41:Issue 7(2021) Page Start: 1092 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
854. Who Makes Markets? Liquidity Providers Versus Algorithmic Traders. Issue 5 (20th March 2012) Authors: Chae, Joon; Khil, Jaeuk; Lee, Eun Jung Journal: Journal of futures markets Issue: Volume 33:Issue 5(2013:May) Page Start: 397 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
855. Who Sets the Price of Gold? London or New York. Issue 6 (22nd February 2016) Authors: Hauptfleisch, Martin; Putniņš, Tālis J.; Lucey, Brian Journal: Journal of futures markets Issue: Volume 36:Issue 6(2016:Jun.) Page Start: 564 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
856. Why and how do foreign institutional investors outperform domestic investors in futures trading: Evidence from Taiwan. Issue 3 (31st October 2018) Authors: Chuang, Yi‐Wei; Lin, Yu‐Fen; Weng, Pei‐Shih Journal: Journal of futures markets Issue: Volume 39:Issue 3(2019) Page Start: 279 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
857. Why are the prices of European‐style derivatives greater than the prices of American‐style derivatives?. Issue 9 (21st March 2022) Authors: Jin, Xuejun; Zhao, Jingyu; Luo, Xingguo Journal: Journal of futures markets Issue: Volume 42:Issue 9(2022) Page Start: 1772 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
858. Withdrawn: Yan, C, Zhao, B. (2018). A general jump‐diffusion process to price volatility derivatives. J Futures Markets, 39, 15–37. https://doi.org/10.1002/fut.21962. Issue 8 (13th August 2020) Journal: Journal of futures markets Issue: Volume 42:Issue 8(2022) Page Start: 1639 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
859. Yield curve risks in currency carry forwards. Issue 4 (31st January 2020) Authors: Baek, Seungho; Lee, Jeong Wan; Oh, Kyong Joo; Lee, Myoungji Journal: Journal of futures markets Issue: Volume 40:Issue 4(2020) Page Start: 651 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗