Journal of Financial Markets

Green Table of Contents

Volume 47

January 2020

Price discovery in stock and options markets

Vinay Patel, Tālis J. Putniņš, David Michayluk, Sean Foley

Article 100524

Link to preprint

Trading aggressiveness and market efficiency

Olga Klein

Article 100515

Link to preprint

The network nature of over-the-counter interest rates

Edoardo Rainone

Article 100525

Link to preprint

Too much of a good thing? Speculative effects on commodity futures curves

Sophie van Huellen

Article 100480

Link to preprint

The memory of stock return volatility: Asset pricing implications

Duc Binh Benno Nguyen, Marcel Prokopczuk, Philipp Sibbertsen

Article 100487

Link to preprint

Estimating unknown arbitrage costs: Evidence from a 3-regime threshold vector error correction model

Kristyna Ters, Jörg Urban

Article 100503

Link to preprint