This paper contributes to the literature on the coronavirus (COVID-19) pandemic impacts on
the Bitcoin futures (BTCF) market and to the ongoing consideration of the dynamic …

This study cracks the multidimensional asymmetric relationship between trading activity
(volume and open interest) and commodity futures prices to analyze the short-term dynamics …

The generalized autoregressive conditional heteroscedastic model (GARCH) is used to
estimate volatility for Nifty Index futures on day trades. The purpose is to find out if a …

The dynamics between trading volume and volatility for seven agricultural futures markets
are examined by drawing on the large literature for equity markets and by allowing for …

Behavioral finance researches suggest that futures trading behavior exerts obvious over-
speculation bias to impact future prices. In this paper, we systematically investigate how …

Using the Korean stock market data between 2000 and 2017, this paper examines the order
imbalances of different investors around monetary policy announcements. In line with the …

This paper examines the effect of financialisation of futures markets has on the relationship
between crude oil futures and equities by using the VAR-DCC-GARCH model. Specifically …

본 연구는 투자자의 거래행태 (trading behavior) 에 닻내림 효과 (anchoring effect)(Tversky
and Kahneman, 1974) 와 같은 인지편향이 존재한다고 가정한다. 즉, 투자자는 시장 수익률 …