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