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The relationship between volume and price variability in futures markets
Cornell, Bradford, (2000)
An analysis of own account trading by dual traders in futures markets :a Bayesian approach
Chakravarty, Sugato, (1999)
An analysis of own account trading by dual traders in futures markets : a Bayesian approach
Chakravarty, Sugato, (2000)
Price discovery in the foreign exchange futures market
Tse, Yiuman, (2006)
Price discovery and volatility spillovers in the DJIA index and futures markets
Tse, Yiuman, (1999)
Round-the-clock market efficiency and home bias : evidence from the international Japanese government bonds futures markets