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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

https://doi.org/10.1504/ijmp.2020.105672 Actions

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

https://doi.org/10.1504/ijmp.2020.10027280 Actions

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

https://doi.org/10.1504/ijicbm.2017.080758 Actions

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

https://doi.org/10.1504/ijicbm.2017.10000830 Actions

Intraday price discovery in Indian stock index futures market: new evidence from neural network approach

JOURNAL ARTICLE published 2017 in International Journal of Financial Markets and Derivatives

Authors: Saurabh Kumar | Sarveshwar Kumar Inani

https://doi.org/10.1504/ijfmd.2017.086743 Actions

Intraday price discovery in Indian stock index futures market: new evidence from neural network approach

JOURNAL ARTICLE published 2017 in International Journal of Financial Markets and Derivatives

Authors: Sarveshwar Kumar Inani | Saurabh Kumar

https://doi.org/10.1504/ijfmd.2017.10007830 Actions

Reanalysing Price Asymmetries in the Nordic Intraday Market

PROCEEDINGS ARTICLE published June 2018 in 2018 15th International Conference on the European Energy Market (EEM)

Authors: Jonas K. Sekamane

https://doi.org/10.1109/eem.2018.8469977 Actions

Stochastic Multistage Bidding Optimisation in an Intraday Market with Limited Liquidity

PROCEEDINGS ARTICLE published June 2018 in 2018 15th International Conference on the European Energy Market (EEM)

Authors: Edda Engmark | Hanne Sandven | Stein-Erik Fleten | Gro Klaeboe

https://doi.org/10.1109/eem.2018.8469997 Actions

Price Discovery and Market Efficiency of Commodities Futures Market in India- A Cointegration and Causality Analysis

JOURNAL ARTICLE published 2015 in International Journal of Financial Management

Authors: Shaik Masood | T. Satyanarayana Chary

https://doi.org/10.21863/ijfm/2015.5.2.008 Actions

Power balance control with utilization of intraday balancing energy market

PROCEEDINGS ARTICLE published May 2009 in 2009 6th International Conference on the European Energy Market

Authors: P. Havel

https://doi.org/10.1109/eem.2009.5207195 Actions

Liquidity and resolution of uncertainty in the European carbon futures market

JOURNAL ARTICLE published January 2015 in International Review of Financial Analysis

Authors: Iordanis Angelos Kalaitzoglou | Boulis Maher Ibrahim

https://doi.org/10.1016/j.irfa.2014.11.006 Actions

Intraday price discovery analysis in the foreign exchange market of an emerging economy: Mexico

JOURNAL ARTICLE published October 2018 in Research in International Business and Finance

Authors: Valeria Martinez | Yiuman Tse

https://doi.org/10.1016/j.ribaf.2017.07.159 Actions

Intraday price discovery and volatility transmission between the dual-listed stock index futures and spot markets – new evidence from India

JOURNAL ARTICLE published 8 August 2023 in International Journal of Emerging Markets

Authors: Sivakumar Sundararajan | Senthil Arasu Balasubramanian

https://doi.org/10.1108/ijoem-07-2022-1097 Actions

Analysis of Intraday Financial Market Using ML and Neural Networks for GBP/USD Currency Pair Price Forecasting

PROCEEDINGS ARTICLE published 2024 in Proceedings of the 16th International Conference on Agents and Artificial Intelligence

Authors: Melis Zhalalov | Vitaliy Milke

https://doi.org/10.5220/0012386700003636 Actions

The relation between index futures intraday price discovery and exchanges regulations

PROCEEDINGS ARTICLE published September 2012 in 2012 International Conference on Management Science & Engineering 19th Annual Conference Proceedings

Authors: Fang Yu | Yi Kou | Wei-min Tong | Qiang Ye

https://doi.org/10.1109/icmse.2012.6414364 Actions

Revealing Intraday Market Efficiency -- Estimating Diurnal Price Densities in Limit Order Books

PROCEEDINGS ARTICLE published April 2009 in 2009 International Conference on Information and Financial Engineering

Authors: Jian Jiang | Wing Lon Ng

https://doi.org/10.1109/icife.2009.27 Actions

Intraday price jumps, market liquidity, and the magnet effect of circuit breakers

JOURNAL ARTICLE published November 2020 in International Review of Economics & Finance

Research funded by National Social Science Foundation of China (19BJL062)

Authors: Zhihong Jian | Zhican Zhu | Jie Zhou | Shuai Wu

https://doi.org/10.1016/j.iref.2020.06.029 Actions

Zonal price analysis of the Italian wholesale electricity market

PROCEEDINGS ARTICLE published May 2009 in 2009 6th International Conference on the European Energy Market

Authors: A. Gianfreda | L. Grossi

https://doi.org/10.1109/eem.2009.5207198 Actions

Price discovery in index futures and spot market in China: Based on HS300 stock index futures

PROCEEDINGS ARTICLE published May 2011 in 2011 International Conference on Business Management and Electronic Information

https://doi.org/10.1109/icbmei.2011.5914877 Actions

PRICE DISCOVERY IN CRUDE OIL MARKETS: INTRADAY VOLATILITY INTERACTIONS BETWEEN CRUDE OIL FUTURES AND ENERGY EXCHANGE TRADED FUNDS

JOURNAL ARTICLE published 15 March 2020 in International Journal of Energy Economics and Policy

Authors: Caner Ozdurak | Veysel Ulusoy

https://doi.org/10.32479/ijeep.9014 Actions
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