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Standard & Poor's 500 Index futures volatility and price changes around the New York Stock Exchange close
Chang, Eric Chieh, (1995)
New trading practices and short-run market efficiency
Froot, Kenneth, (1995)
Order characteristics and stock price evolution : an application to program trading
Hasbrouck, Joel, (1996)
Crisis dynamics of implied default recovery ratios : evidence from Russia and Argentina
Merrick, John J., (2001)
Pascal spreading of short-term interest rate contracts
Merrick, John J., (2000)
Merrick, John J., (1999)