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

Richard L. Sandor; Howard Sosin

doi:10.2307/1240310

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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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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Market structure and microstructure, in international interest rate futures markets

Research in International Business and Finance ◽

10.1016/j.ribaf.2009.12.005 ◽

2010 ◽

Vol 24 (3) ◽

pp. 253-266 ◽

Cited By ~ 2

Author(s):

Frank McGroarty ◽

Owain ap Gwilym ◽

Steve Thomas

Keyword(s):

Interest Rate ◽

Market Structure ◽

Futures Markets ◽

Interest Rate Futures ◽

Structure And Microstructure

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Jumps and Trading Activity in Interest Rate Futures Markets: The Response to Macroeconomic Announcements

SSRN Electronic Journal ◽

10.2139/ssrn.1570824 ◽

2010 ◽

Cited By ~ 2

Author(s):

C. Johan Bjursell ◽

George H. K. Wang ◽

Robert I. Webb

Keyword(s):

Interest Rate ◽

Futures Markets ◽

Trading Activity ◽

Macroeconomic Announcements ◽

Interest Rate Futures

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Interest-Rate Futures Markets and Applications to Sukuks

Islamic Capital Markets ◽

10.1002/9781119199106.ch10 ◽

2015 ◽

pp. 317-351

Keyword(s):

Interest Rate ◽

Futures Markets ◽

Interest Rate Futures

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Interest Rate Futures Markets and Capital Market Theory

10.1515/9783110903300 ◽

1986 ◽

Cited By ~ 1

Author(s):

Klaus Kobold

Keyword(s):

Interest Rate ◽

Capital Market ◽

Futures Markets ◽

Market Theory ◽

Interest Rate Futures ◽

Capital Market Theory

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The jump component of the volatility structure of interest rate futures markets: An international comparison

Journal of Futures Markets ◽

10.1002/fut.10105 ◽

2003 ◽

Vol 23 (12) ◽

pp. 1125-1158 ◽

Cited By ~ 8

Author(s):

Carl Chiarella ◽

Thuy-Duong Tô

Keyword(s):

Interest Rate ◽

International Comparison ◽

Futures Markets ◽

Interest Rate Futures

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Long memory in interest rate futures markets: A fractional cointegration analysis

Journal of Futures Markets ◽

10.1002/fut.3990150505 ◽

1995 ◽

Vol 15 (5) ◽

pp. 573-584 ◽

Cited By ~ 34

Author(s):

G. Geoffrey Booth ◽

Yiuman Tse

Keyword(s):

Interest Rate ◽

Long Memory ◽

Futures Markets ◽

Cointegration Analysis ◽

Fractional Cointegration ◽

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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Jumps and Trading Activity in Interest Rate Futures Markets: The Response to Macroeconomic Announcements

Asia-Pacific Journal of Financial Studies ◽

10.1111/ajfs.12028 ◽

2013 ◽

Vol 42 (5) ◽

pp. 689-723 ◽

Cited By ~ 5

Author(s):

Johan Bjursell ◽

George H. K. Wang ◽

Robert I. Webb

Keyword(s):

Interest Rate ◽

Futures Markets ◽

Trading Activity ◽

Macroeconomic Announcements ◽

Interest Rate Futures

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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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