
International Journal of Financial Markets and Derivatives
2021 Vol.8 No.1
Pages | Title and author(s) |
1-22 | Informed trading or liquidity trading: a theoretical formulationRebecca Abraham DOI: 10.1504/IJFMD.2021.113866 |
23-49 | Liquidity in high resolution in limit order marketsSudhanshu Pani DOI: 10.1504/IJFMD.2021.113844 |
50-64 | Transition and measurement noise correlation in affine and Gaussian models: the case of oil pricesCarla Gomes Costa De Souza; Fernando Antonio Lucena Aiube DOI: 10.1504/IJFMD.2021.113858 |
65-78 | Co-skewness, co-kurtosis and their implications on asset pricing of cryptocurrenciesNagy Bálint Zsolt; Benedek Botond DOI: 10.1504/IJFMD.2021.113860 |
79-99 | Volatility transmissions between commodity futures contracts in short, medium and long termMathias Schneid Tessmann; Régis Augusto Ely; Mário Duarte Canever DOI: 10.1504/IJFMD.2021.113870 |