On the public citation graph
Trader Type Effects on the Volatility-Volume Relationship: Evidence from the KOSPI 200 Index Futures Market
0 signed · 58 inferred · view as graph
Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.
Is this your work? Sign in with ORCID and put your name on the
claims that are yours.
Reference health. See whether every reference in this work resolves to a
known work and none has been retracted — and get a dated CiteStamped
badge you can embed.
What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/(sici)1096-9934(199802)18:1<91::aid-fut5>3.0.co;2-6openalex-snapshot
Volume relationships among types of traders in the financial futures markets
inferredcites →https://doi.org/10.1007/978-1-4612-3926-0_2openalex-snapshot
Longitudinal Data and Regression Models
inferredcites →https://doi.org/10.1007/978-1-4899-0004-3openalex-snapshot
Time Series: Theory and Methods
inferredcites →https://doi.org/10.1007/bf01213623openalex-snapshot
Dynamic price formation in a futures market via double auctions
inferredcites →https://doi.org/10.1016/0304-405x(81)90003-9openalex-snapshot
A continuous time equilibrium model of forward prices and futures prices in a multigood economy
inferredcites →https://doi.org/10.1016/0304-405x(85)90044-3openalex-snapshot
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
inferredcites →https://doi.org/10.1016/0304-405x(87)90029-8openalex-snapshot
Price, trade size, and information in securities markets
inferredcites →https://doi.org/10.1016/0304-405x(94)90032-9openalex-snapshot
Information, trading, and volatility
inferredcites →https://doi.org/10.1016/s0927-5398(97)00005-4openalex-snapshot
The information content of the trading process
inferredcites →https://doi.org/10.1080/01621459.1979.10481038openalex-snapshot
Robust Locally Weighted Regression and Smoothing Scatterplots
inferredcites →https://doi.org/10.1086/209650openalex-snapshot
Drift Independent Volatility Estimation Based on High, Low, Open, and Close Prices
inferredcites →https://doi.org/10.1086/261703openalex-snapshot
Noise Trader Risk in Financial Markets
inferredcites →https://doi.org/10.1086/296072openalex-snapshot
On the Estimation of Security Price Volatilities from Historical Data
inferredcites →https://doi.org/10.1086/296188openalex-snapshot
Variances of Security Price Returns Based on High, Low, and Closing Prices
inferredcites →https://doi.org/10.1086/296523openalex-snapshot
The Survival of Noise Traders in Financial Markets
inferredcites →https://doi.org/10.1086/505249openalex-snapshot
Daily Return Volatility, Bid‐Ask Spreads, and Information Flow: Analyzing the Information Content of Volume*
inferredcites →https://doi.org/10.1093/rfs/1.1.3openalex-snapshot
A Theory of Intraday Patterns: Volume and Price Variability
inferredcites →https://doi.org/10.1093/rfs/2.4.495openalex-snapshot
Trade and the Revelation of Information through Prices and Direct Disclosure
inferredcites →https://doi.org/10.1093/rfs/3.1.77openalex-snapshot
Stock Volatility and the Crash of '87
inferredcites →https://doi.org/10.1093/rfs/5.3.473openalex-snapshot
Differences of Opinion Make a Horse Race
inferredcites →https://doi.org/10.1093/rfs/6.2.405openalex-snapshot
Volume, Volatility, and the Dispersion of Beliefs
inferredcites →https://doi.org/10.1111/0022-1082.00045openalex-snapshot
Is There Private Information in the FX Market? The Tokyo Experiment
inferredcites →https://doi.org/10.1111/0022-1082.00189openalex-snapshot
The Impact of Trader Type on the Futures Volatility‐Volume Relation
inferredcites →https://doi.org/10.1111/0022-1082.00233openalex-snapshot
A Model of Returns and Trading in Futures Markets
inferredcites →https://doi.org/10.1111/1540-6261.00454openalex-snapshot
Range‐Based Estimation of Stochastic Volatility Models
inferredcites →https://doi.org/10.1111/j.1540-6261.1990.tb03695.xopenalex-snapshot
Positive Feedback Investment Strategies and Destabilizing Rational Speculation
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04695.xopenalex-snapshot
Futures‐Trading Activity and Stock Price Volatility
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04750.xopenalex-snapshot
How Markets Process Information: News Releases and Volatility
inferredcites →https://doi.org/10.1111/j.1540-6261.1994.tb04424.xopenalex-snapshot
Market Statistics and Technical Analysis: The Role of Volume
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05206.xopenalex-snapshot
Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01517.xopenalex-snapshot
A Rational Expectations Equilibrium with Informative Trading Volume
inferredcites →https://doi.org/10.1111/j.1540-6288.1986.tb01120.xopenalex-snapshot
LIQUIDITY AND PRICE VARIABILITY IN FUTURES MARKETS
inferredcites →https://doi.org/10.1142/9789814566926_0002openalex-snapshot
Proof that Properly Anticipated Prices Fluctuate Randomly
inferredcites →https://doi.org/10.1162/003465399558454openalex-snapshot
Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series
inferredcites →https://doi.org/10.1201/9780203748725openalex-snapshot
Local Polynomial Modelling and Its Applications
inferredcites →https://doi.org/10.1214/aoap/1177005835openalex-snapshot
Estimating Variance From High, Low and Closing Prices
inferredcites →https://doi.org/10.1515/9781400875528openalex-snapshot
Spectral Analysis of Economic Time Series. (PSME-1)
inferredcites →https://doi.org/10.2307/1268867openalex-snapshot
Nonparametric Regression Analysis of Longitudinal Data
inferredcites →https://doi.org/10.2307/1912002openalex-snapshot
The Price Variability-Volume Relationship on Speculative Markets
inferredcites →https://doi.org/10.2307/1912726openalex-snapshot
The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis
inferredcites →https://doi.org/10.2307/1913210openalex-snapshot
Continuous Auctions and Insider Trading
inferredcites →https://doi.org/10.2307/1913889openalex-snapshot
A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
inferredcites →https://doi.org/10.2307/2234676openalex-snapshot
Information and Normal Backwardation as Determinants of Trading Performance: Evidence From the North Sea Oil Forward Market
inferredcites →https://doi.org/10.2307/2297415openalex-snapshot
The Time Pattern of Hedging and the Volatility of Futures Prices
inferredcites →https://doi.org/10.2307/2330874openalex-snapshot
The Relation Between Price Changes and Trading Volume: A Survey
inferredcites →https://doi.org/10.2307/2331149openalex-snapshot
Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets
inferredcites →https://doi.org/10.2307/2331256openalex-snapshot
The Short-Run Dynamics of the Price Adjustment to New Information
inferredcites →https://doi.org/10.2307/2552747openalex-snapshot
Spectral Analysis of Economic Time Series.
inferredcites →https://doi.org/10.3386/w2880openalex-snapshot
Positive Feedback Investment Strategies and Destabilizing Rational Speculation
inferredcites →https://doi.org/10.3386/w5752openalex-snapshot
Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns
inferredcites →https://doi.org/10.3386/w5936openalex-snapshot
Is There Private Information in the FX Market? The Tokyo Experiment
Editorial review for independent work. ICSAC — the Institute for Complexity
Science and Advanced Computing — runs a structured editorial panel for researchers
publishing outside journals, and publishes on CiteStamp rails. Submission is free
and goes through ORCID: icsacinstitute.org/submit.