121 results on '"Webb, Robert I."'
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2. Evolving roles of energy futures markets: A Survey
3. Market behaviors around bankruptcy and frozen funds withdrawal: Trading stranded assets on FTX
4. Fear of missing out and market stability: A networked minority game approach
5. ESG controversy as a potential asset-pricing factor
6. Central bank digital currency: Payment choices and commercial bank profitability
7. Gold-mining stocks, risk factors, and tail patterns
8. How do investors react to overnight returns? Evidence from Korea
9. Intelligent design: stablecoins (in)stability and collateral during market turbulence
10. Who pays the liquidity cost? Central bank announcements and adverse selection
11. Determination of equilibrium transaction fees in the Bitcoin network: A rank-order contest
12. Access to Fintech Halted Through Finance: Evidence from the Ftx Failure
13. You Can Trade Anything You Like, But Funds Can Never Leave: An Analysis of Trading Behavior Around the Ftx Withdrawal Halt
14. Trading Stranded Assets on the Ftx Exchange
15. Central Bank Digital Currency: Payment Choices and Commercial Bank Profitability
16. Markets Behaviours Around Frozen Funds Withdrawal: Trading Stranded Assets on FTX
17. Foreign institutions and the behavior of liquidity following macroeconomic announcements
18. Price discovery in China's crude oil futures markets: An emerging Asian benchmark?
19. The effects of overnight events on daytime trading sessions
20. Investors’ net buying pressure and implied volatility dynamics
21. Funding liquidity shocks and market liquidity providers
22. REFLECTIONS ON EDITING THE JOURNAL OF FUTURES MARKETS AND FACTORS INFLUENCING DERIVATIVES MARKETS RESEARCH
23. Editor's note
24. Intelligent Design: Stablecoins (In)stability and Collateral During Market Turbulence
25. Determination of Transaction Fees in the Bitcoin Network
26. Determination of Transaction Fees in the Bitcoin Network
27. Editor's Note
28. Connectivity costs and price efficiency: An event study
29. Editor's Note
30. Liquidity-adjusted value-at-risk: a comprehensive extension with microstructural liquidity components
31. Editor's Note
32. Liquidity, investor attention, and adverse selection around macroeconomic announcements
33. Creating an Asian Benchmark for Crude Oil
34. Editor's Note
35. Oil stocks, risk factors, and tail behavior
36. The sensitivity of trading to the cost of information
37. Editor's Note
38. Editor's Note
39. Bank sensitivity to international regulatory reform: The case of Korea
40. Editor's Note
41. Connectivity Costs and Price Efficiency: An Event Study
42. The behavior of speculative prices and the consistency of economic models (1985)
43. Financial Markets and the Euro
44. Editor's Note
45. Editor's Note
46. Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures
47. Editor's Note
48. The Sensitivity of Trading to the Cost of Information
49. Editor's Note
50. Volatility dynamics under an endogenous Markov-switching framework: a cross-market approach
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