Studies in Economics and Finance: Volume 37 Issue 3

Assessing the relationship between closing prices and trading volume in the US livestock futures markets: A quantile regressions methodology

Dimitrios Panagiotou, Alkistis Tseriki

The purpose of this paper is to examine the relationship between closing prices and trading volume in the livestock futures markets of lean hogs, live cattle and feeder cattle.

Hedging positions in US wheat markets: a disaggregated data analysis

Nam Hoang, Terrance Grieb

This study aims to spot wheat data and disaggregated commitment of trader data for CME traded wheat futures to examine the effect of exogenous shocks for hedging positions of…

Returns and volume: Kernel causality in the US futures markets for agricultural, energy and metal commodities

Panos Fousekis

The relationship between returns and trading volume is central in financial economics because it has both a theoretical interest and important practical implications with regard…

A framework for screening and portfolio selection in corporate venture capital

Tim Alexander Herberger, Felix Reinle

The purpose of this paper is to outline and demonstrate a method for screening and selection of potential portfolio companies (PCs) during the screening phase in corporate venture…

Spoofing: effective market power building through perception alignment

Viktoria Dalko, Bryane Michael, Michael Wang

This paper aims to show that market power exists in financial markets and analyze how spoofing is used by a high-frequency trader to build market power by taking advantage of both…

The spillover effects of economic policy uncertainty on financial markets: a time-varying analysis

Canh Phuc Nguyen, Thanh Dinh Su, Udomsak Wongchoti, Christophe Schinckus

This study aims to examine the spillover effects of trans-Atlantic macroeconomic uncertainties on the local stock market returns in the USA and eight selected European countries…

One size does not fit all: external driver of the cryptocurrency world

Yaman Omer Erzurumlu, Tunc Oygur, Alper Kirik

Considering the different motivation for the creation of each of these cryptocurrencies, the purpose of this paper is to examine whether there is a dominant external factor in the…

Interrelation and spillover effects between stocks and bonds: cross-market and cross-asset evidence

David G. McMillan

This paper aims to examine the behaviour, both contemporaneous and causal, of stock and bond markets across four major international countries.