Intelligent design: stablecoins (in)stability and collateral during market turbulence von De Blasis, Riccardo, Galati, Luca, Webb, Alexander, Webb, Robert I.

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REFLECTIONS ON EDITING THE JOURNAL OF FUTURES MARKETS AND FACTORS INFLUENCING DERIVATIVES MARKETS RESEARCH von Webb, Robert I.

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Does a higher hashrate strengthen Bitcoin network security? von Kim, Daehan, Ryu, Doojin, Webb, Robert I.

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Investors’ net buying pressure and implied volatility dynamics von Ryu, Doojin, Webb, Robert I., Yang, Heejin, Yu, Jinyoung

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Price discovery in China's crude oil futures markets: An emerging Asian benchmark? von Yu, Ziliang, Yang, Jian, Webb, Robert I.

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The impact of latency sensitive trading on high frequency arbitrage opportunities von Frino, Alex, Mollica, Vito, Webb, Robert I., Zhang, Shunquan

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Who pays the liquidity cost? Central bank announcements and adverse selection von Ryu, Doojin, Webb, Robert I., Yu, Jinyoung

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Frequent Trading and Investment Performance: Evidence From the KOSPI 200 Futures Market von Ryu, Doojin, Webb, Robert I., Yu, Jinyoung

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Central bank digital currency: Payment choices and commercial bank profitability von Son, Jaemin, Ryu, Doojin, Webb, Robert I.

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Volatility dynamics under an endogenous Markov-switching framework: a cross-market approach von Song, Wonho, Ryu, Doojin, Webb, Robert I.

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Determination of equilibrium transaction fees in the Bitcoin network: A rank-order contest von Kim, Daehan, Ryu, Doojin, Webb, Robert I.

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Recent Advances in the Literature: Asia-Pacific Derivative Markets von Webb, Robert I.

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Oil stocks, risk factors, and tail behavior von Lian, Ziying, Cai, Jun, Webb, Robert I.

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The effects of overnight events on daytime trading sessions von Ham, Hyuna, Ryu, Doojin, Webb, Robert I.

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Evolving roles of energy futures markets: A survey von Kim, Ahhyun, Ryu, Doojin, Webb, Robert I.

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Yesterday’s Tomorrows: Past Visions of Future Financial Markets von Webb, Robert I.

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Overseas market shocks and VKOSPI dynamics: A Markov-switching approach von Song, Wonho, Ryu, Doojin, Webb, Robert I.

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Connectivity costs and price efficiency: An event study von Frino, Alex, Kovacevic, Ognjen, Mollica, Vito, Webb, Robert I.

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The price impact of futures trades and their intraday seasonality von Webb, Robert I., Ryu, Doojin, Ryu, Doowon, Han, Joongho

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Do Derivative Markets Contain Useful Information for Signaling “Hot Money” Flows? von Fung, Joseph K. W., Webb, Robert I., Chan, Wing H.

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