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Persistence in US Treasury bonds
Abakah, Emmanuel Joel Aikins, (2022)
Usefulness of treasury bill futures as hedging instruments
Cicchetti, Paul, (1981)
Conversion factor risk and hedging in the treasury-bond futures market
Kane, Alex, (1984)
The relationship of trading volume to the probability distribution of speculative price changes
Pitts, Mark, (1980)
The Price Variability-Volume Relationship on Speculative Markets.
Tauchen, George E, (1983)
Interest rate futures and options
Pitts, Mark, (1990)