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The efficiency of the US dollar index futures market
Harpaz, Giora, (1990)
Estimating multiperiod hedge ratios in cointegrated markets
Lien, Da-hsiang Donald, (1993)
Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies
Malliaris, Anastasios G., (1991)
Market volatility and trading strategies
Krull, Steven Brian, (1990)
Testing for liquidity gains in the market reaction to Nasdaq National Market System phase-ins
Viswanathan, K. G., (1997)
A valuation of the CRB futures contract : theory and evidence
Harpaz, Giora, (1991)