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Stock index futures contracts and separability of returns
Herbst, Anthony F.; Ordway, Nicholas O. - In: Journal of Futures Markets 4 (1984) 1, pp. 87-102
Persistent link: https://www.econbiz.de/10011197096
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Investigation of a lead‐lag relationship between spot stock indices and their futures contracts
Herbst, Anthony F.; McCormack, Joseph P.; West, Elizabeth N. - In: Journal of Futures Markets 7 (1987) 4, pp. 373-381
Persistent link: https://www.econbiz.de/10011197187
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Hedging against Price Index Inflation with Futures Contracts
Herbst, Anthony F. - In: Journal of Futures Markets 5 (1985) 4, pp. 489-504
Persistent link: https://www.econbiz.de/10011197234
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The informational role of end‐of‐the‐day returns in stock index futures
Herbst, Anthony F.; Maberly, Edwin D. - In: Journal of Futures Markets 12 (1992) 5, pp. 595-601
Persistent link: https://www.econbiz.de/10011197307
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A multiperiod model for the selection of a futures portfolio
Marshall, John F.; Herbst, Anthony F. - In: Journal of Futures Markets 12 (1992) 4, pp. 411-428
Persistent link: https://www.econbiz.de/10011197469
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Stock index futures, expiration day volatility, and the “special” friday opening: A note
Herbst, Anthony F.; Maberly, Edwin D. - In: Journal of Futures Markets 10 (1990) 3, pp. 323-325
Persistent link: https://www.econbiz.de/10011197892
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A further investigation of the day‐of‐the‐week effect in the gold market: A comment
Herbst, Anthony F.; Maberly, Edwin D. - In: Journal of Futures Markets 8 (1988) 3, pp. 389-390
Persistent link: https://www.econbiz.de/10011198062
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An alternative methodology for measuring expiration day price effects at Friday's close: The expected price reversal—A note
Herbst, Anthony F.; Maberly, Edwin D. - In: Journal of Futures Markets 11 (1991) 6, pp. 751-754
Persistent link: https://www.econbiz.de/10011198114
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A redetermination of hedging strategies using foreign currency futures contracts and forward markets
Herbst, A. F.; Swanson, P. E.; Caples, S. C. - In: Journal of Futures Markets 12 (1992) 1, pp. 93-104
Persistent link: https://www.econbiz.de/10011198353