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~isPartOf:"The journal of futures markets"
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The journal of futures markets
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1
Equity option implied probability of default and equity recovery rate
Chang, Bo Young
;
Orosi, Greg
- In:
The journal of futures markets
37
(
2017
)
6
,
pp. 599-613
Persistent link: https://www.econbiz.de/10011950847
Saved in:
2
The effect of CME Rule 552 on dual traders
Chang, Eric Chieh
- In:
The journal of futures markets
14
(
1994
)
4
,
pp. 493-510
Persistent link: https://www.econbiz.de/10001169789
Saved in:
3
Should actively traded futures contracts come under the dual-trading ban?
Chakravarty, Sugato
- In:
The journal of futures markets
14
(
1994
)
6
,
pp. 661-684
Persistent link: https://www.econbiz.de/10001171309
Saved in:
4
Equally open and competitive : regulatory approval of automated trade execution in the futures markets
Domowitz, Ian
- In:
The journal of futures markets
13
(
1993
)
1
,
pp. 93-113
Persistent link: https://www.econbiz.de/10001136840
Saved in:
5
Regulatory oversight and automated trading design : elements of consideration
Corcoran, Andrea M.
- In:
The journal of futures markets
13
(
1993
)
2
,
pp. 213-222
Persistent link: https://www.econbiz.de/10001141881
Saved in:
6
Prudential margin policy in a futures-style settlement system
Fenn, George W.
- In:
The journal of futures markets
13
(
1993
)
4
,
pp. 389-408
Persistent link: https://www.econbiz.de/10001145981
Saved in:
7
Circuit breakers and stock market volatility
Santoni, Gary James
- In:
The journal of futures markets
13
(
1993
)
3
,
pp. 261-277
Persistent link: https://www.econbiz.de/10001145993
Saved in:
8
Futures margins and stock price volatility : is there any link?
Kupiec, Paul H.
- In:
The journal of futures markets
13
(
1993
)
6
,
pp. 677-691
Persistent link: https://www.econbiz.de/10001149382
Saved in:
9
Short sales restrictions and the temporal relationship between stock index cash and derivatives markets
Puttonen, Vesa
- In:
The journal of futures markets
13
(
1993
)
6
,
pp. 645-664
Persistent link: https://www.econbiz.de/10001149383
Saved in:
10
The effects of amendments to Rule 80A on liquidity, volatility, and price efficiency in the S&P 500 futures
Kuserk, Gregory J.
- In:
The journal of futures markets
12
(
1992
)
4
,
pp. 383-409
Persistent link: https://www.econbiz.de/10001128526
Saved in:
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