Capital Markets Cooperative Research Centre (CMCRC)

Fingerprint The fingerprint is based on mining the text of the scientific documents related to the associated persons. Based on that an index of weighted terms is created, which defines the key subjects of research unit

grammar Social Sciences
performance Social Sciences
language Social Sciences
Futures markets Business & Economics
Traders Business & Economics
learning Social Sciences
segmentation Social Sciences
spoken language Social Sciences

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Projects 2017 2021

Research Output 1991 2019

  • 33 Article
  • 22 Conference proceeding contribution
  • 2 Chapter

Depths and spreads in futures markets: Relationship with order execution, submission, and cancellation

Frino, A., Kovačević, O. & Mollica, V., 22 Jan 2019, In : Journal of Futures Markets.

Research output: Contribution to journalArticleResearchpeer-review

Cancellation
Futures markets
Limit orders
Bid/ask spread
Queue

Short selling restrictions and index futures pricing: Evidence from China

Lepone, A., Wen, J., Wong, J. B. & Yang, J. Y., 2019, In : International Review of Economics and Finance. 61, p. 179-187 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Short selling
Underpricing
Futures pricing
China
Assets

A new perspective on performance persistence: evidence using portfolio holdings

Bennett, S., Gallagher, D. R., Harman, G., Warren, G. J. & Xi, Y., Mar 2018, In : Accounting and Finance. 58, 1, p. 91-125 35 p.

Research output: Contribution to journalArticleResearchpeer-review

Persistence
Performance persistence
Equity
Security selection
Momentum

Prizes

graduate
industry
supervision
leadership
performance