Market uncertainty and market orders in futures markets-Reference-Cited by-同舟云学术

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Market uncertainty and market orders in futures markets

Published:2018-04-17 Issue:8 Volume:38 Page:865-880
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Chang Matthew C.¹^ORCID,Tsai Chih-Ling²,Wu Rebecca Chung-Fern³,Zhu Ning²⁴⁵

Affiliation:

1. Department of International Business Administration; College of Business, Chinese Culture University; Yang-Ming-Shan Taipei Taiwan

2. Graduate School of Management; University of California; Davis, Davis California

3. Department of Accounting; College of Management, National Taiwan University; Taipei Taiwan

4. PBC School of Finance; Tsinghua University; Beijing China

5. Shanghai Advanced Institute of Finance (SAIF); Shanghai Jiaotong University; Shanghai China

Funder

National Natural Science Foundation of China

Ministry of Science and Technology, Taiwan

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference28 articles.

1. Empirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders;Anand;Journal of Financial Markets,2005

2. Institutional trading and stock resiliency: Evidence from the 2007-2009 financial crisis;Anand;Journal of Financial Economics,2013

3. All that glitters: The effect of attention and news on the buying behavior of individual and institutional investors;Barber;Review of Financial Studies,2008

4. Do retail trades move markets;Barber;Review of Financial Studies,2009

5. An empirical analysis of the limit order book and the order flow in the Paris Bourse;Biais;Journal of Finance,1995

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Identifying the influential factors of commodity futures prices through a new text mining approach;Quantitative Finance;2020-10-15

2. The role of uncertainty on agricultural futures markets momentum trading and volatility;Studies in Nonlinear Dynamics & Econometrics;2019-07-20

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