Similar Search Results

Narrow search

Determinants of the Dollar Value of Default Risk: A Put Option Perspective

Chu, Quentin C.; Lin, Yun-Yung - In: Review of quantitative finance and accounting 16 (2001) 2, pp. 131-148

Persistent link: https://www.econbiz.de/10007174472

Bid-Ask Bounce and Spreads in the Foreign Exchange Futures Market.

Chu, Quentin C; Ding, David K; Pyun, C S - In: Review of Quantitative Finance and Accounting 6 (1996) 1, pp. 19-37

Persistent link: https://www.econbiz.de/10005808777

FIXED INCOME - When Do TIPS Prices Adjust to Inflation Information?

Chu, Quentin C; Pittman, Deborah N; Yu, Linda Q - In: Financial analysts' journal : FAJ 67 (2011) 2, pp. 59-74

Persistent link: https://www.econbiz.de/10008930410

Standard & Poor's Depositary Receipts and the Market Quality of S&P 500 Index Futures

Chu, Quentin C - 2008

This study examines the market quality of Samp;P 500 index futures in 150-day periods before and after the introduction of Standard amp; Poor's Depositary Receipts, SPDRs, on January 29, 1993. In a preliminary test of structure change, results fail to reject the null hypothesis that the...

Persistent link: https://www.econbiz.de/10012770599