Information Flow, Trading Activity and Commodity Futures Volatility
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- repec:eee:intfin:v:53:y:2018:i:c:p:50-75 is not listed on IDEAS
- repec:eee:appene:v:196:y:2017:i:c:p:152-161 is not listed on IDEAS
- repec:eee:jrpoli:v:58:y:2018:i:c:p:111-124 is not listed on IDEAS
- Ahmed, Walid M.A., 2017. "The impact of foreign equity flows on market volatility during politically tranquil and turbulent times: The Egyptian experience," Research in International Business and Finance, Elsevier, vol. 40(C), pages 61-77.
- Füss, Roland & Grabellus, Markus & Mager, Ferdinand & Stein, Michael, 2018.
"Something in the air: Information density, news surprises, and price jumps,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 53(C), pages 50-75.
- Fuess, Roland & Grabellus, Markus & Mager, Ferdinand & Stein, Michael, 2015. "Something in the Air: Information Density, News Surprises, and Price Jumps," Working Papers on Finance 1517, University of St. Gallen, School of Finance.
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