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A time series approach to testing for market linkage : unit root and cointegration tests
Wang, George H. K. - In: The journal of futures markets 14 (1994) 4, pp. 457-474
Persistent link: https://www.econbiz.de/10001169791
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An intraday analysis of bid-ask spreads and price volatility in the S&P 500 index futures market
Wang, George H. K. (contributor) - In: The journal of futures markets 14 (1994) 7, pp. 837-859
Persistent link: https://www.econbiz.de/10001171172
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Contract modifications and the basis behavior of Live Cattle Futures
Newsome, James E.; Wang, George H. K.; Boyd, M. E.; … - In: The journal of futures markets 24 (2004) 6, pp. 557-590
Persistent link: https://www.econbiz.de/10002059384
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Asymmetric volatility of basis and the theory of storage
Gao, Andre H.; Wang, George H. K. - In: The journal of futures markets 25 (2005) 4, pp. 399-418
Persistent link: https://www.econbiz.de/10002647873
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Trading volume, bid-ask spread, and price volatility in futures markets
Wang, George H. K.; Yau, Jot - In: The journal of futures markets 20 (2000) 10, pp. 943-970
Persistent link: https://www.econbiz.de/10001530842