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~isPartOf:"The journal of futures markets"
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Lien, Da-hsiang Donald
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,438
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414
European journal of operational research : EJOR
357
The American economic review
308
American journal of agricultural economics
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153
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115
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115
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108
Journal of economic dynamics & control
108
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
105
Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
111
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1
A theoretical analysis of the volatility premium in the dollar index contract
Redfield, Corey B.
- In:
The journal of futures markets
6
(
1986
)
4
,
pp. 619-627
Persistent link: https://www.econbiz.de/10001135347
Saved in:
2
Options on futures contracts : a comparison of European and American pricing models
Shastri, Kuldeep
- In:
The journal of futures markets
6
(
1986
)
4
,
pp. 593-618
Persistent link: https://www.econbiz.de/10001135348
Saved in:
3
Cointegration and error correction models : intertemporal causality between index and futures prices
Ghosh, Asim K.
- In:
The journal of futures markets
13
(
1993
)
2
,
pp. 193-198
Persistent link: https://www.econbiz.de/10001141884
Saved in:
4
Reducing the bias in empirical studies due to limit moves
Sutrick, Kenneth H.
- In:
The journal of futures markets
13
(
1993
)
5
,
pp. 527-543
Persistent link: https://www.econbiz.de/10001145977
Saved in:
5
State space modeling of price and volume dependence : evidence from currency futures
McCarthy, Joseph
- In:
The journal of futures markets
13
(
1993
)
4
,
pp. 335-344
Persistent link: https://www.econbiz.de/10001145984
Saved in:
6
Two-step testing procedure for price discovery role of futures prices
Quan, Jing
- In:
The journal of futures markets
12
(
1992
)
2
,
pp. 139-149
Persistent link: https://www.econbiz.de/10001124224
Saved in:
7
Is normal backwardation normal?
Kolb, Robert W.
- In:
The journal of futures markets
12
(
1992
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10001124727
Saved in:
8
Supplementary information and Markov processes in soybean futures trading
Turner, Steven C.
- In:
The journal of futures markets
12
(
1992
)
1
,
pp. 61-74
Persistent link: https://www.econbiz.de/10001124728
Saved in:
9
Minimum variance hedge ratios for stock index futures : duration and expiration effects
Lindahl, Mary
- In:
The journal of futures markets
12
(
1992
)
1
,
pp. 33-53
Persistent link: https://www.econbiz.de/10001124729
Saved in:
10
Constructing accurate cash settlement indices : the role of index specifications
Cita, John
- In:
The journal of futures markets
12
(
1992
)
3
,
pp. 339-360
Persistent link: https://www.econbiz.de/10001125669
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