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    Determinants of Trading Activity on the Single-Stock Futures Market: Evidence from the Eurex Exchange (2012)

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    Type of Content
    Journal Article
    UC Permalink
    https://hdl.handle.net/10092/103874
    
    Publisher's DOI/URI
    http://doi.org/10.3905/jod.2012.19.3.029
    
    Publisher
    Pageant Media US
    ISSN
    1074-1240
    2168-8524
    Language
    en
    Collections
    • Business: Journal Articles [270]
    Authors
    Jakubowski J
    Bialkowski, Jedrzej cc
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    Citation
    Bialkowski J, Jakubowski J (2012). Determinants of Trading Activity on the Single-Stock Futures Market: Evidence from the Eurex Exchange. Journal of Derivatives. 19(3). 29-47.
    This citation is automatically generated and may be unreliable. Use as a guide only.
    ANZSRC Fields of Research
    35 - Commerce, management, tourism and services::3502 - Banking, finance and investment::350208 - Investment and risk management
    35 - Commerce, management, tourism and services::3502 - Banking, finance and investment::350203 - Financial econometrics
    Rights
    All rights reserved unless otherwise stated
    http://hdl.handle.net/10092/17651

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    • Determinants of Trading Activity on Single Stock Futures Market-Evidences from Eurex Exchange 

      Bialkowski, J.; Jakubowski, J. (Social Science Research NetworkUniversity of Canterbury. Department of Economics and Finance, 2010)
      This paper investigates to what extent underlying specific properties together with contract design determine level of trading activity on the Eurex derivative exchange. The study looks beyond systematic reasons extensively ...
    • Determinants of Trading Activity on Single Stock Futures Market-Evidences from Eurex Exchange 

      Bialkowski, J.; Jakubowski, J. (University of Canterbury. Department of Economics and Finance, 2010)
      This paper investigates to what extent underlying specific properties together with contract design determine level of trading activity on Eurex derivative exchange. Therefore the study looks beyond systematic reasons ...
    • Reducing the risk of VWAP orders execution: A new approach to modelling intra-day volume 

      Darolles S; Le Fol G; Bialkowski, Jedrzej (2012)
      In an era of increasing competition in financial services, financial institutions are spending more resources on broadening the array and reducing the price of products offered to clients. This also applies to broking ...
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