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The intra-day effect of program trades on stock returns : evidence from October 1987
Neal, Robert S., (1994)
Order characteristics and stock price evolution : an application to program trading
Hasbrouck, Joel, (1996)
Program trading and individual stock returns : ingredients of the triple-witching brew
Stoll, Hans R., (1990)
Bid-ask spreads in financial futures
Laux, Paul A., (1992)
Hedging floating-rate liabilities with Eurodollar futures and options
Senchack, Andrew J., (1991)
Economic considerations in the use of interest rate futures
Franckle, Charles Travers, (1982)