The Case of Fleeting Orders and Flickering Quotes
Fuente:
Wiley Open Access
Saved in:
| Main Authors: | Markus Ulze, Johannes Stadler, Andreas W. Rathgeber |
|---|---|
| Format: | Artículo Open Access |
| Published: |
Wiley
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Feedback Trading: The Intraday Case of Retail Derivatives
by: Rainer Baule, et al.
Published: (2024)
by: Rainer Baule, et al.
Published: (2024)
Investor Attention and Carbon Prices: Evidence From European Union and China
by: Jing Ye, et al.
Published: (2025)
by: Jing Ye, et al.
Published: (2025)
Overnight Reversals of Implied Higher Moments and Their Put‐Call Spreads
by: Geul Lee, et al.
Published: (2025)
by: Geul Lee, et al.
Published: (2025)
Determinants of Price Discovery in Option Markets: An Interpretable Machine Learning Perspective
by: Jufang Liang, et al.
Published: (2025)
by: Jufang Liang, et al.
Published: (2025)
Dynamic Debt With Intensity‐Based Models
by: João Miguel Reis, et al.
Published: (2025)
by: João Miguel Reis, et al.
Published: (2025)
Quantile and Time–Frequency Risk Spillover Between Climate Policy Uncertainty and Grains Commodity Markets
by: Hongjun Zeng, et al.
Published: (2025)
by: Hongjun Zeng, et al.
Published: (2025)
Hedging Climate Change News With Commodity Futures: An Index‐Tracking Approach
by: Tong Fang, et al.
Published: (2025)
by: Tong Fang, et al.
Published: (2025)
Climate Risks in Main Producing Areas and Realized Volatility in Agricultural Futures: Machine Learning Methods Based on High‐Frequency Data
by: Xiaoming Zhang, et al.
Published: (2025)
by: Xiaoming Zhang, et al.
Published: (2025)
Why Don't Farmers Use Futures and Options for Hedging? An Examination of Historical Basis Risk and Cash Constraints
by: Daniel L. Prager, et al.
Published: (2025)
by: Daniel L. Prager, et al.
Published: (2025)
Price Discovery and Efficiency in Uniswap Liquidity Pools
by: Carol Alexander, et al.
Published: (2025)
by: Carol Alexander, et al.
Published: (2025)
A New Star Is Born: Does the VIX1D Render Common Volatility Forecasting Models for the US Equity Market Obsolete?
by: Stefan Albers
Published: (2025)
by: Stefan Albers
Published: (2025)
Lottery Preference and Skewness Risk Premium: Evidence From the Chinese Market
by: Xianjing Zhou, et al.
Published: (2025)
by: Xianjing Zhou, et al.
Published: (2025)
What the Night Tells the Day: Forecasting Realized Volatility in Chinese Commodity Markets
by: Xinyue He, et al.
Published: (2025)
by: Xinyue He, et al.
Published: (2025)
Understanding the Factors Driving the Demand of Structured Investment Products
by: Massimo Guidolin, et al.
Published: (2025)
by: Massimo Guidolin, et al.
Published: (2025)
Journal of Futures Markets: Volume 45, Number 8, August 2025
Published: (2025)
Published: (2025)
Commodity Option Return Predictability
by: Constant Aka, et al.
Published: (2025)
by: Constant Aka, et al.
Published: (2025)
Does Sentiment Measured Through Language Models Encompass a Broader Expanse of Information From the Options Market?
by: Enmao Liu, et al.
Published: (2025)
by: Enmao Liu, et al.
Published: (2025)
Joint Dynamics for the Underlying Asset and Its Implied Volatility Surface: A New Methodology for Option Risk Management
by: Pascal François, et al.
Published: (2025)
by: Pascal François, et al.
Published: (2025)
Untangling Market Links: A QVAR‐TVP VAR Analysis of Precious Metals and Oil Amid the Pandemic
by: Syed Ali Raza, et al.
Published: (2025)
by: Syed Ali Raza, et al.
Published: (2025)
Dynamic Interaction Networks and Frequency Domain Features of Speculation and Volatility in US Energy Futures Markets
by: Jianmin Liu, et al.
Published: (2025)
by: Jianmin Liu, et al.
Published: (2025)
Journal of Futures Markets: Volume 45, Number 5, May 2025
Published: (2025)
Published: (2025)
Detangling Risk Premiums: Common and Idiosyncratic Components of Crude Oil, Corn, and Ethanol Futures
by: Xiaoli Etienne, et al.
Published: (2025)
by: Xiaoli Etienne, et al.
Published: (2025)
Forecasting Oil Price Volatility: Does Oil Price Uncertainty Matter?
by: Athanasios Triantafyllou, et al.
Published: (2025)
by: Athanasios Triantafyllou, et al.
Published: (2025)
Information Flow Across the Futures Term Structure: Evidence From Chinese Corn Futures Market
by: Wei Xie, et al.
Published: (2025)
by: Wei Xie, et al.
Published: (2025)
Journal of Futures Markets: Volume 46, Number 1, January 2026
Published: (2025)
Published: (2025)
Predicting Commodity Returns Through Image‐Based Price Patterns
by: Tianxiang Hao, et al.
Published: (2025)
by: Tianxiang Hao, et al.
Published: (2025)
Spillovers Into the German Electricity Market From the Gas, Coal, and CO2 Emissions Markets
by: Filippos Ioannidis, et al.
Published: (2025)
by: Filippos Ioannidis, et al.
Published: (2025)
An Interconnected Multilayer Network Perspective: Extreme Risk Spillovers in Commodity and Stock Markets
by: Hongyue Guo, et al.
Published: (2025)
by: Hongyue Guo, et al.
Published: (2025)
Modeling the Implied Volatility Smirk in China: Do Non‐Affine Two‐Factor Stochastic Volatility Models Work?
by: Yifan Ye, et al.
Published: (2025)
by: Yifan Ye, et al.
Published: (2025)
Journal of Futures Markets: Volume 45, Number 2, February 2025
Published: (2025)
Published: (2025)
Unveiling Bidirectional Forecasting Between Volatility of VIX and Stock Market: Insights From Asymmetric Jumps and Cojumps
by: Gongyue Jiang, et al.
Published: (2025)
by: Gongyue Jiang, et al.
Published: (2025)
Analytically Pricing Variance Swaps Under the Hawkes Jump‐Diffusion Process With Liquidity Risks
by: Ke Wang, et al.
Published: (2025)
by: Ke Wang, et al.
Published: (2025)
Liquidity and Price Informativeness of Options: Evidence From Extended Trading Hours
by: Liangyi Mu, et al.
Published: (2025)
by: Liangyi Mu, et al.
Published: (2025)
Virtual Commodities and Futures Markets of Tangible Commodities
by: Che‐Chun Lin, et al.
Published: (2025)
by: Che‐Chun Lin, et al.
Published: (2025)
Market Maker or Informed Trader: Who Drive the Relationship Between Option Trading and Underlying Returns? Evidence From Shanghai Stock Exchange 50 ETF Options
by: Haiqiang Chen, et al.
Published: (2025)
by: Haiqiang Chen, et al.
Published: (2025)
Tighter Bounds for Implied Volatility With the Dirac Delta Family Method
by: Zhenyu Cui, et al.
Published: (2025)
by: Zhenyu Cui, et al.
Published: (2025)
The Determinants of Marginal Convenience Yield in Agricultural Commodity Markets
by: Theodora Bermpei, et al.
Published: (2025)
by: Theodora Bermpei, et al.
Published: (2025)
Watching the FedWatch
by: Stefano Bonini, et al.
Published: (2025)
by: Stefano Bonini, et al.
Published: (2025)
Evaluating Trend‐Based Strategies in Chinese Commodity Futures Markets
by: Yiran Zheng, et al.
Published: (2025)
by: Yiran Zheng, et al.
Published: (2025)
The Impact of Derivative Use on Default Probability Among Nonfinancial Firms: Evidence From European Firms
by: Amrit Judge, et al.
Published: (2025)
by: Amrit Judge, et al.
Published: (2025)
Similar Items
-
Feedback Trading: The Intraday Case of Retail Derivatives
by: Rainer Baule, et al.
Published: (2024) -
Investor Attention and Carbon Prices: Evidence From European Union and China
by: Jing Ye, et al.
Published: (2025) -
Overnight Reversals of Implied Higher Moments and Their Put‐Call Spreads
by: Geul Lee, et al.
Published: (2025) -
Determinants of Price Discovery in Option Markets: An Interpretable Machine Learning Perspective
by: Jufang Liang, et al.
Published: (2025) -
Dynamic Debt With Intensity‐Based Models
by: João Miguel Reis, et al.
Published: (2025)