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Australian journal of management
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267
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1
Do higher order moments of return distribution provide better decisions in minimum-variance hedging? : evidence from US stock index futures
Hou, Yang
;
Holmes, Mark J.
- In:
Australian journal of management
45
(
2020
)
2
,
pp. 240-265
Persistent link: https://www.econbiz.de/10012216958
Saved in:
2
Tax effects on the pricing of Australian stock index futures
Cummings, James Richard
;
Frino, Alex
- In:
Australian journal of management
33
(
2008/09
)
2
,
pp. 391-406
Persistent link: https://www.econbiz.de/10003829031
Saved in:
3
The pricing of Australian index futures contracts with taxes and transaction costs
Twite, Garry
- In:
Australian journal of management
23
(
1998
)
1
,
pp. 57-81
Persistent link: https://www.econbiz.de/10001256318
Saved in:
4
Expiration-day effects of the all ordinaries share price index futures : empirical evidence and alternative settlement procedures
Stoll, Hans R.
- In:
Australian journal of management
22
(
1997
)
2
,
pp. 139-174
Persistent link: https://www.econbiz.de/10001256332
Saved in:
5
Mispricing in stock index futures : a re-examination using the SPI
Brailsford, Timothy J.
- In:
Australian journal of management
22
(
1997
)
1
,
pp. 21-45
Persistent link: https://www.econbiz.de/10001256337
Saved in:
6
Valuing bonds with embedded average price options
Easton, Stephen Andrew
- In:
Australian journal of management
21
(
1996
)
1
,
pp. 29-40
Persistent link: https://www.econbiz.de/10001208266
Saved in:
7
A test of the cost carry relationship using 90-Day Bank accepted bills and the all ordinaries share price index
Heaney, Richard A.
- In:
Australian journal of management
20
(
1995
)
1
,
pp. 75-104
Persistent link: https://www.econbiz.de/10001192131
Saved in:
8
Australian all ordinaries share price index futures and random walks
Heaney, Richard A.
- In:
Australian journal of management
15
(
1990
)
1
,
pp. 129-149
Persistent link: https://www.econbiz.de/10001119095
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