{"id":"https://openalex.org/W2124961960","doi":"https://doi.org/10.3233/rda-2008-0006","title":"Screen based trading, the cost of carry, and futures market efficiency","display_name":"Screen based trading, the cost of carry, and futures market efficiency","publication_year":2009,"publication_date":"2009-01-01","ids":{"openalex":"https://openalex.org/W2124961960","doi":"https://doi.org/10.3233/rda-2008-0006","mag":"2124961960"},"language":"en","primary_location":{"id":"doi:10.3233/rda-2008-0006","is_oa":false,"landing_page_url":"https://doi.org/10.3233/rda-2008-0006","pdf_url":null,"source":{"id":"https://openalex.org/S2764680446","display_name":"Risk and Decision Analysis","issn_l":"1569-7371","issn":["1569-7371","1875-9173"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Risk and Decision Analysis","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5049121740","display_name":"Lorne N. Switzer","orcid":"https://orcid.org/0000-0001-6830-018X"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Lorne N. Switzer","raw_affiliation_strings":["Concordia University,"],"affiliations":[{"raw_affiliation_string":"Concordia University,","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5024003612","display_name":"Haibo Fan","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Haibo Fan","raw_affiliation_strings":[],"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5049121740"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.21933199,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"1","issue":"1","first_page":"57","last_page":"71"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.9927999973297119,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/futures-contract","display_name":"Futures contract","score":0.8752326965332031},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.6608932018280029},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.5985550880432129},{"id":"https://openalex.org/keywords/dividend","display_name":"Dividend","score":0.5662312507629395},{"id":"https://openalex.org/keywords/dividend-yield","display_name":"Dividend yield","score":0.5540717840194702},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.5502873659133911},{"id":"https://openalex.org/keywords/futures-market","display_name":"Futures market","score":0.5324289202690125},{"id":"https://openalex.org/keywords/forward-market","display_name":"Forward market","score":0.525515079498291},{"id":"https://openalex.org/keywords/carry","display_name":"Carry (investment)","score":0.5103742480278015},{"id":"https://openalex.org/keywords/maturity","display_name":"Maturity (psychological)","score":0.4957069158554077},{"id":"https://openalex.org/keywords/convenience-yield","display_name":"Convenience yield","score":0.4891274571418762},{"id":"https://openalex.org/keywords/yield","display_name":"Yield (engineering)","score":0.4794660806655884},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.4729746878147125},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.41516047716140747},{"id":"https://openalex.org/keywords/spot-contract","display_name":"Spot contract","score":0.2719907760620117},{"id":"https://openalex.org/keywords/dividend-policy","display_name":"Dividend policy","score":0.11491745710372925},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.06919226050376892}],"concepts":[{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.8752326965332031},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6608932018280029},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.5985550880432129},{"id":"https://openalex.org/C116168712","wikidata":"https://www.wikidata.org/wiki/Q181201","display_name":"Dividend","level":2,"score":0.5662312507629395},{"id":"https://openalex.org/C184530449","wikidata":"https://www.wikidata.org/wiki/Q2706107","display_name":"Dividend yield","level":4,"score":0.5540717840194702},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5502873659133911},{"id":"https://openalex.org/C2983622608","wikidata":"https://www.wikidata.org/wiki/Q2298435","display_name":"Futures market","level":3,"score":0.5324289202690125},{"id":"https://openalex.org/C52837651","wikidata":"https://www.wikidata.org/wiki/Q5473279","display_name":"Forward market","level":3,"score":0.525515079498291},{"id":"https://openalex.org/C2776299755","wikidata":"https://www.wikidata.org/wiki/Q432449","display_name":"Carry (investment)","level":2,"score":0.5103742480278015},{"id":"https://openalex.org/C101433766","wikidata":"https://www.wikidata.org/wiki/Q3543263","display_name":"Maturity (psychological)","level":2,"score":0.4957069158554077},{"id":"https://openalex.org/C141100683","wikidata":"https://www.wikidata.org/wiki/Q748644","display_name":"Convenience yield","level":4,"score":0.4891274571418762},{"id":"https://openalex.org/C134121241","wikidata":"https://www.wikidata.org/wiki/Q899301","display_name":"Yield (engineering)","level":2,"score":0.4794660806655884},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.4729746878147125},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.41516047716140747},{"id":"https://openalex.org/C175223733","wikidata":"https://www.wikidata.org/wiki/Q1047888","display_name":"Spot contract","level":3,"score":0.2719907760620117},{"id":"https://openalex.org/C59399099","wikidata":"https://www.wikidata.org/wiki/Q5284040","display_name":"Dividend policy","level":3,"score":0.11491745710372925},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.06919226050376892},{"id":"https://openalex.org/C191897082","wikidata":"https://www.wikidata.org/wiki/Q11467","display_name":"Metallurgy","level":1,"score":0.0},{"id":"https://openalex.org/C138496976","wikidata":"https://www.wikidata.org/wiki/Q175002","display_name":"Developmental psychology","level":1,"score":0.0},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","level":0,"score":0.0},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.3233/rda-2008-0006","is_oa":false,"landing_page_url":"https://doi.org/10.3233/rda-2008-0006","pdf_url":null,"source":{"id":"https://openalex.org/S2764680446","display_name":"Risk and Decision Analysis","issn_l":"1569-7371","issn":["1569-7371","1875-9173"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Risk and Decision Analysis","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":18,"referenced_works":["https://openalex.org/W1968142583","https://openalex.org/W1998808530","https://openalex.org/W1999144312","https://openalex.org/W2010131442","https://openalex.org/W2013109882","https://openalex.org/W2016806043","https://openalex.org/W2029113271","https://openalex.org/W2050117316","https://openalex.org/W2061160212","https://openalex.org/W2078338311","https://openalex.org/W2083403051","https://openalex.org/W2113238983","https://openalex.org/W2119085807","https://openalex.org/W2141542557","https://openalex.org/W2168261877","https://openalex.org/W3121685421","https://openalex.org/W3121876275","https://openalex.org/W3122902448"],"related_works":["https://openalex.org/W2061018361","https://openalex.org/W2001134447","https://openalex.org/W1509488274","https://openalex.org/W3125068574","https://openalex.org/W3124189739","https://openalex.org/W2377325909","https://openalex.org/W2071492582","https://openalex.org/W2255786044","https://openalex.org/W2388405525","https://openalex.org/W3146513395"],"abstract_inverted_index":{"This":[0],"study":[1],"examines":[2],"the":[3,6,19,24,30,38],"effects":[4],"of":[5,8,32],"introduction":[7],"screen":[9],"trading":[10],"on":[11,29],"futures":[12,21,26],"markets":[13],"pricing":[14],"efficiency.":[15],"Using":[16],"differences":[17],"between":[18],"observed":[20],"price":[22,27],"and":[23],"theoretical":[25],"based":[28],"cost":[31],"carry":[33],"model,":[34],"we":[35],"found":[36],"that":[37],"po":[39]},"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
