Trading and information in futures markets-Reference-Cited by-同舟云学术

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Trading and information in futures markets

Published:2019-12-03 Issue:8 Volume:40 Page:1231-1263
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Llorente Guillermo¹^ORCID,Wang Jiang²

Affiliation:

1. Facultad de C. EconómicasUniversidad Autónoma de Madrid Madrid Spain

2. Sloan School of Management, CAFR and NBERMassachusetts Institute of Technology Cambridge Massachusetts

Funder

Ministerio de Economía y Competitividad

Fundación BBVA

Publisher

Wiley

Subject

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

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22079

Reference61 articles.

1. Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets

2. Time-varying risk premia and forecastable returns in futures markets

3. Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets

4. The pricing of commodity contracts

5. Trader Survival: Evidence from the Energy Futures Markets

Cited by 5 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. Frequent Trading and Investment Performance: Evidence From the KOSPI 200 Futures Market;Journal of Futures Markets;2024-09-10

2. A Review of China's Financial Markets;Annual Review of Financial Economics;2022-11-01

3. Marionettes behind co-movement of commodity prices: Roles of speculative and hedging activities;Energy Economics;2022-11

4. An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event;Energy Economics;2021-12

5. B: Financial Instruments and Markets;World Banking Abstracts;2020-11-21

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