Narrow search
Showing 1 - 10 of 47
Cover Image
Volume and price relationships : hypothesis and testing for agricultural futures
Malliaris, Anastasios G. - In: The journal of futures markets 18 (1998) 1, pp. 53-72
Persistent link: https://www.econbiz.de/10001234360
Cover Image
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
Cover Image
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
Cover Image
(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
Cover Image
Empirical properties, information flow, and trading strategies of China's soybean crush spread
Liu, Qingfeng Wilson; Sono, Hui He - In: The journal of futures markets 36 (2016) 11, pp. 1057-1075
Persistent link: https://www.econbiz.de/10011569015
Cover Image
Estimation of market information shares : a comparison
Lien, Da-hsiang Donald; Wang, Zijun - In: The journal of futures markets 36 (2016) 11, pp. 1108-1124
Persistent link: https://www.econbiz.de/10011569017
Cover Image
Option pricing under skewness and kurtois using a Cornish-Fisher expansion
Aboura, Sofiane; Maillard, Didier - In: The journal of futures markets 36 (2016) 12, pp. 1194-1209
Persistent link: https://www.econbiz.de/10011665615
Cover Image
A stochastic dynamic program for valuing options on futures
Ayadi, Mohamed A.; Ben-Ameur, Hatem; Kirillov, Tymur; … - In: The journal of futures markets 34 (2014) 12, pp. 1185-1201
Persistent link: https://www.econbiz.de/10010508671
Cover Image
Stochastic skew in the interest rate cap market
Leung, Kwai S.; Ng, Hon Y.; Wong, Hoi Ying - In: The journal of futures markets 34 (2014) 12, pp. 1146-1169
Persistent link: https://www.econbiz.de/10010508673
Cover Image
The pattern of price linkages among commodities
Dorfman, Jeffrey H.; Karali, Berna - In: The journal of futures markets 34 (2014) 11, pp. 1062-1076
Persistent link: https://www.econbiz.de/10010508679