Browse by Subject STOCK INDEX FUTURES

Showing results 1 to 5 of 5

1
Asymmetric Mispricing and Regime-dependent Dynamics in Futures and Options Markets

Lee, Jaeram; Ryu, Doojin, ASIAN ECONOMIC JOURNAL, v.30, no.1, pp.47 - 65, 2016-03

2
Essays on the behavior of nikkei 225 futures prices = Nikkei 225 先物價格의 行態에 관한 硏究link

Noh, Seok-Kyun; 노석균; et al, 한국과학기술원, 2004

3
Intraday price dynamics in spot and derivatives markets

Kim, Jun Sik; Ryu, Doojin, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.394, pp.247 - 253, 2014-01

4
Learning multi-market microstructure from order book data

Ju, Geonhwan; Kim, Kyoung-Kuk; Lim, Dong Young, QUANTITATIVE FINANCE, v.19, no.9, pp.1517 - 1529, 2019-09

5
Market microstructure effects on volatility at the TAIFEX

Webb, Robert I; Muthuswamy, Jayaram; Segara, Reuben, JOURNAL OF FUTURES MARKETS, v.27, no.12, pp.1219 - 1243, 2007-12

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