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Kurov, Alexander's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,860 |
Total
Citations
60 |
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1.
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Price Dynamics in the Regular and E-mini Futures Markets
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Versions (2)
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Kurov, Alexander
West Virginia University - College of Business & Economics Lasser, Dennis
SUNY at Binghamton - School of Management
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Posted:
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07 May 03
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Last Revised:
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06 Jun 03
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397
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20
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Kurov, Alexander
West Virginia University - College of Business & Economics Lasser, Dennis
SUNY at Binghamton - School of Management
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Futures, Electronic trading, Exchange locals, Price discovery
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Kurov, Alexander
West Virginia University - College of Business & Economics Lasser, Dennis
SUNY at Binghamton - School of Management
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397
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Futures, Electronic trading, Exchange locals, Price discovery
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2.
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Basistha, Arabinda
West Virginia University - College of Business & Economics Kurov, Alexander
West Virginia University - College of Business & Economics
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365
(38,519)
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13
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Monetary policy, stock market, business cycle, credit channel
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3.
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Kurov, Alexander
West Virginia University - College of Business & Economics
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08 Jul 09
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Last Revised:
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08 Jun 11
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311
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9
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Monetary policy, Stock market, Investor sentiment
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4.
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Erenburg, Grigori
University of Western Ontario - King's University College Kurov, Alexander
West Virginia University - College of Business & Economics Lasser, Dennis
SUNY at Binghamton - School of Management
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200
(75,527)
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7
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Macroeconomic announcements, futures, trading, exchange locals
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5.
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Kurov, Alexander
West Virginia University - College of Business & Economics
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22 Jan 08
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Last Revised:
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26 Mar 08
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169
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1
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market microstructure, futures markets, price discovery, transitory volatility
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6.
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Kurov, Alexander
West Virginia University - College of Business & Economics Zabotina, Tatyana
University of Illinois at Springfield
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146
(101,274)
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4
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Tick size, Spreads, Liquidity, Futures, Electronic trading
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7.
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Kurov, Alexander
West Virginia University - College of Business & Economics
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101
(135,552)
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Monetary policy, FOMC statements, Stock market, Business cycle
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8.
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Boyd, Naomi E.
West Virginia University Kurov, Alexander
West Virginia University - College of Business & Economics
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13 Apr 11
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Last Revised:
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03 Jun 13
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58
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Survival, Financial Markets, Market Structure, Futures Markets, Microstructure
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9.
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Basistha, Arabinda
West Virginia University - College of Business & Economics Kurov, Alexander
West Virginia University - College of Business & Economics
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09 Dec 09
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Last Revised:
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17 Dec 09
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53
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Valuation ratios, Unobserved components model
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10.
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Investor Sentiment, Trading Behavior and Informational Efficiency in Index Futures Markets
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View 3 Versions |
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- Financial Review, Vol. 43, No. 1, pp. 107-127, February 2008
- Financial Review, Vol. 43, No. 1, pp. 107-127, February 2008
- The Financial Review, Vol. 43, No. 1, February 2008
Investor Sentiment, Trading Behavior and Informational Efficiency in Index Futures Markets
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Versions (3)
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hide multiple versions |
Export Bibliographic Info |
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Kurov, Alexander
West Virginia University - College of Business & Economics
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Posted:
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03 Dec 07
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Last Revised:
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15 Mar 08
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40
(221,958)
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6
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Kurov, Alexander
West Virginia University - College of Business & Economics
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20
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6
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Kurov, Alexander
West Virginia University - College of Business & Economics
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20
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Kurov, Alexander
West Virginia University - College of Business & Economics
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0
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feedback trading, investor sentiment, informational efficiency, market microstructure, futures markets
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11.
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Halova, Marketa W.
Washington State University - School of Economic Sciences Kurov, Alexander
West Virginia University - College of Business & Economics Kucher, Oleg
Frostburg State University
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07 Jun 13
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Last Revised:
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08 Jun 13
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20
(281,343)
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futures markets, energy prices, inventory announcements, event study, measurement error
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12.
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Kurov, Alexander
West Virginia University - College of Business & Economics
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Execution quality, Bid-ask spreads, Liquidity, Futures, Order submission strategies
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