Order Imbalance, Market Returns and Macroeconomic News: Evidence from the Australian Interest Rate Futures Market

SSRN Electronic Journal ◽

10.2139/ssrn.1960223 ◽

2011 ◽

Author(s):

Lee A. Smales

Keyword(s):

Interest Rate ◽

Futures Market ◽

Market Returns ◽

Macroeconomic News ◽

Order Imbalance ◽

Interest Rate Futures

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Order imbalance, market returns and macroeconomic news

Research in International Business and Finance ◽

10.1016/j.ribaf.2012.04.001 ◽

2012 ◽

Vol 26 (3) ◽

pp. 410-427 ◽

Cited By ~ 6

Author(s):

Lee A. Smales

Keyword(s):

Market Returns ◽

Macroeconomic News ◽

Order Imbalance

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Inventive Activity in Futures Markets: A Case Study of the Development of the First Interest Rate Futures Market

American Journal of Agricultural Economics ◽

10.2307/1240310 ◽

1980 ◽

Vol 62 (5) ◽

pp. 1044-1044 ◽

Cited By ~ 1

Author(s):

Richard L. Sandor ◽

Howard Sosin

Keyword(s):

Interest Rate ◽

Futures Markets ◽

Futures Market ◽

Inventive Activity ◽

Interest Rate Futures

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Impact study on the interest rate futures market

The Quarterly Review of Economics and Finance ◽

10.1016/j.qref.2006.06.001 ◽

2006 ◽

Vol 46 (4) ◽

pp. 495-512

Author(s):

Hyunyoung Choi ◽

Joseph Finnerty

Keyword(s):

Interest Rate ◽

Futures Market ◽

Impact Study ◽

Interest Rate Futures ◽

The Interest Rate

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Maturity effects in the Mexican interest rate futures market

Journal of Futures Markets ◽

10.1002/fut.20477 ◽

2011 ◽

Vol 31 (4) ◽

pp. 371-393 ◽

Cited By ~ 5

Author(s):

Pedro Gurrola ◽

Renata Herrerías

Keyword(s):

Interest Rate ◽

Futures Market ◽

Interest Rate Futures

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CHAPTER I : THE INTEREST RATE FUTURES MARKET

Interest Rate Futures Markets and Capital Market Theory ◽

10.1515/9783110903300.17 ◽

1986 ◽

Keyword(s):

Interest Rate ◽

Futures Market ◽

Interest Rate Futures ◽

The Interest Rate

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An Examination of the Differential Impact of Monetary Policy Announcements and Explanatory Minutes Releases on the Australian Interest Rate Futures Market

SSRN Electronic Journal ◽

10.2139/ssrn.2312254 ◽

2013 ◽

Author(s):

Bronwyn McCredie ◽

Paul Docherty ◽

Stephen Andrew Easton ◽

Katherine Uylangco

Keyword(s):

Monetary Policy ◽

Interest Rate ◽

Futures Market ◽

Differential Impact ◽

Interest Rate Futures

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Impact Analysis on the Interest Rate Futures Market

SSRN Electronic Journal ◽

10.2139/ssrn.686174 ◽

2005 ◽

Author(s):

Hyunyoung Choi ◽

Joseph E. Finnerty

Keyword(s):

Interest Rate ◽

Impact Analysis ◽

Futures Market ◽

Interest Rate Futures ◽

The Interest Rate

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Anomalies in the Mexican Interest Rate Futures Market

SSRN Electronic Journal ◽

10.2139/ssrn.954602 ◽

2007 ◽

Author(s):

Pedro Gurrola ◽

Renata Herrerias

Keyword(s):

Interest Rate ◽

Futures Market ◽

Interest Rate Futures

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The differential impact of monetary policy announcements and explanatory minutes releases on the Australian interest rate futures market

Pacific-Basin Finance Journal ◽

10.1016/j.pacfin.2014.05.001 ◽

2014 ◽

Vol 29 ◽

pp. 261-271 ◽

Cited By ~ 5

Author(s):

Bronwyn McCredie ◽

Paul Docherty ◽

Steve Easton ◽

Katherine Uylangco

Keyword(s):

Monetary Policy ◽

Interest Rate ◽

Futures Market ◽

Differential Impact ◽

Interest Rate Futures

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'Interest Rate Futures' Market in India - Heading for a Second Death!

SSRN Electronic Journal ◽

10.2139/ssrn.1751471 ◽

2010 ◽

Author(s):

Jagannadham Thunuguntla

Keyword(s):

Interest Rate ◽

Futures Market ◽

Interest Rate Futures

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