Liquidity and Price Discovery in the European CO2 Futures Market: An Intraday Analysis

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Eva A. Benz | Jördis Hengelbrock

Price Discovery and Liquidity in the European CO2 Futures Market: An Intraday Analysis

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Eva A. Benz | Jördis Hengelbrock

Liquidity and Price Discovery in the European C02 Futures Market: An Intraday Analysis

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Eva A. Benz | Jördis Hengelbrock

Liquidity and Price Discovery of Algorithmic Trading: An Intraday Analysis on the SPI Futures Contract

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Tina Viljoen | Hui Zheng | P. Joakim Westerholm

Algorithmic Trading, Liquidity, and Price Discovery: An Intraday Analysis of the SPI 200 Futures

JOURNAL ARTICLE published May 2014 in Financial Review

Authors: Tina Viljoen | P. Joakim Westerholm | Hui Zheng

Price Discovery at the Extreme Points: Study of DAX and Its Futures Market Liquidity

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Nonna Sorokina

Determinants of intraday market liquidity: an empirical analysis of Indian futures market using high frequency data

JOURNAL ARTICLE published 2020 in International Journal of Management Practice

Authors: Moonis Shakeel | Bhavana Srivastava

Determinants of intraday market liquidity: an empirical analysis of Indian futures market using high frequency data

JOURNAL ARTICLE published 2020 in International Journal of Management Practice

Authors: Bhavana Srivastava | Moonis Shakeel

Does Liquidity Matter When Crisis Is Brewing? Equity Returns and Intraday Liquidity in DAX Futures Market

JOURNAL ARTICLE published 15 February 2022 in Journal of Accounting and Finance

Price and Liquidity Discovery in European Sovereign Bonds and Futures

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Ruggero Jappelli | Konrad Lucke | Loriana Pelizzon

The Impact of Futures Trading on Intraday Spot Volatility and Liquidity: Evidence from Bitcoin Market

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Shimeng Shi

Price Dynamics and Market Liquidity: An Intraday Event Study on Euronext

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Paolo Mazza

Intraday Price Dynamics between EUAs and CERs in the European Carbon Futures Market

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Vicente Medina | Ángel Pardo Tornero | Roberto Pascual

The evolving nature of intraday price discovery in the Chinese CSI 300 index futures market

JOURNAL ARTICLE published June 2017 in Empirical Economics

Authors: Qiang Liu | Gaoxiu Qiao

Intraday Price Discovery in Emerging European Stock Markets

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Jan Hanousek | Evzen Kocenda

Liquidity and Volatility in the Chinese Commodity Futures Market: Evidence from Intraday Data

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Ying Jiang | Shamim Ahmed | Xiaoquan Liu

Price discovery in Indian stock index futures market: new evidence based on intraday data

JOURNAL ARTICLE published 2017 in International Journal of Indian Culture and Business Management

Authors: Sarveshwar Kumar Inani

Bank Capital Redux: Solvency, Liquidity, and Crisis

JOURNAL ARTICLE published 23 March 2017 in Federal Reserve Bank of San Francisco, Working Paper Series

Authors: Òscar Jordà | Federal Reserve Bank of San Francisco | Björn Richter | Moritz Schularick | Alan M. Taylor | University of Bonn | University of Bonn | University of California, Davis

Price discovery in Indian stock index futures market: new evidence based on intraday data

JOURNAL ARTICLE published 2017 in International Journal of Indian Culture and Business Management

Authors: Sarveshwar Kumar Inani

Economic News, Price Discovery and Liquidity in the Foreign Exchange Market

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Wing Wah Tham