Trading Activity and Rate of Convergence in Commodity Futures Markets
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Futures Markets"
DOI: 10.1002/fut.21831
Abstract: We analyze whether and how the trading activity of different trader types impacts the rate of convergence between spot and futures markets for a broad range of commodity futures markets over the 1999–2014 period. There… read more here.
Keywords: futures markets; trading activity; rate convergence; commodity ... See more keywords
Monday mornings: Individual investor trading on days of the week and times within a day
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Behavioral and Experimental Finance"
DOI: 10.1016/j.jbef.2019.02.009
Abstract: Abstract Individual investors’ demand for trading activity will vary over time according to their availability and desire to trade. Academic research has primarily investigated market wide trading activity, showing low trading activity on Mondays and… read more here.
Keywords: trading; monday mornings; activity; individual investors ... See more keywords
Thou shalt not trade—An analysis of the violations of no-trade predictions in experimental asset markets
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Behavioral and Experimental Finance"
DOI: 10.1016/j.jbef.2021.100590
Abstract: Abstract In several studies on asset markets in a laboratory environment, observed trading activity is inconsistent with theoretical no-trade predictions. In a series of treatments, we systematically analyze violations and violators of the no-trade prediction… read more here.
Keywords: trading activity; trade predictions; asset markets; asset ... See more keywords
Do aggressive orders affect liquidity? An evidence from an emerging market
Sign Up to like & getrecommendations! Published in 2020 at "Research in International Business and Finance"
DOI: 10.1016/j.ribaf.2020.101307
Abstract: Abstract This paper investigates how aggressive orders affect spreads and trading activity measures on the stock market. Based on a sample of stocks listed on the Warsaw Stock Exchange this study finds that spreads and… read more here.
Keywords: liquidity; orders affect; market; trading activity ... See more keywords
Traders’ motivation and hedging pressure in commodity futures markets
Sign Up to like & getrecommendations! Published in 2022 at "Research in International Business and Finance"
DOI: 10.1016/j.ribaf.2021.101529
Abstract: Abstract This study seeks to explain the major drivers of trading activity in commodity futures markets and gage the effect of trading activity on commodity prices. Rather than concentrating on a specific commodity subgroup or… read more here.
Keywords: futures markets; motivation hedging; trading activity; commodity futures ... See more keywords