Order Flow Toxicity and Informed Trading around Known Market Manipulation Events: Evidence from Interest Rate Futures

2016 ◽  
Author(s):  
Pongsutti Phuensane ◽  
Julian M. Williams
Keyword(s):  
Interest Rate ◽  
Informed Trading ◽  
Market Manipulation ◽  
Order Flow ◽  
Interest Rate Futures

Was There Informed Trading in LIBOR Referenced Interest Rate Futures?

2016 ◽  
Author(s):  
Pongsutti Phuensane ◽  
Julian M. Williams
Keyword(s):  
Interest Rate ◽  
Informed Trading ◽  
Interest Rate Futures

Short-Term Interest Rate Futures as Monetary Policy Forecasts

2008 ◽  
Author(s):  
Giuseppe Ferrero ◽  
Andrea Nobili
Keyword(s):  
Monetary Policy ◽  
Interest Rate ◽  
Short Term ◽  
Interest Rate Futures

Interest Rate Futures

Derivatives ◽  
2017 ◽  
pp. 88-112
Keyword(s):  
Interest Rate ◽  
Interest Rate Futures

scholarly journals Interest Rate Futures: Estimation of Volatility Parameters in an Arbitrage-Free Framework

1995 ◽  
Author(s):  
Ramaprasad Bhar ◽  
Carl Chiarella
Keyword(s):  
Interest Rate ◽  
Interest Rate Futures

Market structure and microstructure, in international interest rate futures markets

2010 ◽  
Vol 24 (3) ◽  
pp. 253-266 ◽  
Author(s):  
Frank McGroarty ◽  
Owain ap Gwilym ◽  
Steve Thomas
Keyword(s):  
Interest Rate ◽  
Market Structure ◽  
Futures Markets ◽  
Interest Rate Futures ◽  
Structure And Microstructure

Interest rate futures and bank hedging

OR Spectrum ◽  
1999 ◽  
Vol 21 (1-2) ◽  
pp. 71-80 ◽  
Author(s):  
Udo Broll ◽  
Timothy W. Guinnane
Keyword(s):  
Interest Rate ◽  
Interest Rate Futures

Interest rate futures

2020 ◽  
pp. 236-280
Author(s):  
Kedar Nath Mukherjee
Keyword(s):  
Interest Rate ◽  
Interest Rate Futures

scholarly journals Order flow dynamics for prediction of order cancelation and applications to detect market manipulation

2019 ◽  
Vol 2 (1) ◽  
pp. 4-36
Author(s):  
Enrique Martínez Miranda ◽  
Steve Phelps ◽  
Matthew J. Howard
Keyword(s):  
Flow Dynamics ◽  
Market Manipulation ◽  
Order Flow
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