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How price discovery by futures impacts the cash market
Witherspoon, James T. - In: The journal of futures markets 13 (1993) 5, pp. 469-496
Persistent link: https://www.econbiz.de/10001145978
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The soybean complex spread : an examination of market efficiency from the viewpoint of a production process
Johnson, Robert L. (contributor) - In: The journal of futures markets 11 (1991) 1, pp. 25-37
Persistent link: https://www.econbiz.de/10001101544
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Time-dependent barrier option values
Hui, Cho H. - In: The journal of futures markets 17 (1997) 6, pp. 667-688
Persistent link: https://www.econbiz.de/10001228027
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Predicting stock market volatility : a new measure
Fleming, Jeff - In: The journal of futures markets 15 (1995) 3, pp. 265-302
Persistent link: https://www.econbiz.de/10001180182
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A time series approach to testing for market linkage : unit root and cointegration tests
Wang, George H. K. - In: The journal of futures markets 14 (1994) 4, pp. 457-474
Persistent link: https://www.econbiz.de/10001169791
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An intraday analysis of bid-ask spreads and price volatility in the S&P 500 index futures market
Wang, George H. K. (contributor) - In: The journal of futures markets 14 (1994) 7, pp. 837-859
Persistent link: https://www.econbiz.de/10001171172
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(Micro) fads in asset prices : evidence from the futures market
Gay, Gerald D. (contributor) - In: The journal of futures markets 14 (1994) 6, pp. 637-659
Persistent link: https://www.econbiz.de/10001171312
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Forwards or options? : Nesting procedures for "fire and forget" commodity hedging
Bowden, Roger J. - In: The journal of futures markets 14 (1994) 8, pp. 891-913
Persistent link: https://www.econbiz.de/10001173368
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Valuation of a European futures option in the BIFFEX market
Tvedt, Jostein - In: The journal of futures markets 18 (1998) 2, pp. 167-175
Persistent link: https://www.econbiz.de/10001239195
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A graphical note on European put thetas
Alexander, Gordon J. - In: The journal of futures markets 16 (1996) 2, pp. 201-209
Persistent link: https://www.econbiz.de/10001198882