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SYMPOSIUM PAPERS ON THE MICROSTRUCTURE OF SECURITIES MARKETS - Changing the Size of a Futures Contract: Liquidity and Microstructure Effects

Karagozoglu, Ahmet K.; Martell, Terrence F. - In: The financial review : the official publication of the … 34 (1999) 4, pp. 75-94

Persistent link: https://www.econbiz.de/10005963183

[Besprechung von:] McMillan, Lawrence G.: Options as a strategic investment. New York 1980

Martell, Terrence F. - In: Journal of banking & finance 7 (1983) 1, pp. 152-155

Persistent link: https://www.econbiz.de/10002463332

Inventory announcements, jump dynamics, volatility and trading volume in U.S. energy futures markets

Bjursell, Johan; Gentle, James E.; Wang, George H.K. - In: Energy Economics 48 (2015) C, pp. 336-349

This paper applies nonparametric methods to identify jumps in daily futures prices and intraday jumps surrounding inventory announcements of crude oil, heating oil and natural gas contracts traded on the New York Mercantile Exchange. The sample period of our intraday data covers January 1990 to...

Persistent link: https://www.econbiz.de/10011208289

Thrift institution failures: causes and policy issues

Barth, James R.; Brumbaugh, R. Dan; Sauerhaft, Daniel; … - Federal Reserve Bank of Chicago - 1985

Persistent link: https://www.econbiz.de/10010724052

An Intraday Analysis of Bid-Ask Spreads and Price Volatility in the S&P 500 Index Futures Market

Wang, George H.K.; Michalski, Raphael J.; Jordan, James V. - In: The journal of futures markets 14 (1994) 7, pp. 837-860

Persistent link: https://www.econbiz.de/10006866691

A Time Series Approach to Testing for Market Linkage: Unit Root and Cointegration Tests

Wang, George H.K.; Yau, Jot - In: The journal of futures markets 14 (1994) 4, pp. 457-474

Persistent link: https://www.econbiz.de/10006866708

Contract modifications and the basis behavior of live cattle futures

Newsome, James E.; Wang, George H.K.; Boyd, M.E.; … - In: The journal of futures markets 24 (2004) 6, pp. 557-590

Persistent link: https://www.econbiz.de/10006818047

THE JOURNAL OF FUTURES MARKETS - SPECIAL ISSUE ON TRADING - Trading Volume, Bid-Ask Spread, and Price Volatility in Futures Markets

Wang, George H.K.; Yau, Jot - In: The journal of futures markets 20 (2000) 10, pp. 943-970

Persistent link: https://www.econbiz.de/10006835723

Asymmetric volatility of basis and the theory of storage

Gao, Andre H.; Wang, George H.K. - In: The journal of futures markets 25 (2005) 4, pp. 399

Persistent link: https://www.econbiz.de/10006809629

Information transmission in electronic versus open-outcry trading systems: An analysis of U.S. equity index futures markets

Ates, Aysegul; Wang, George H.K. - In: The journal of futures markets 25 (2005) 7, pp. 679

Persistent link: https://www.econbiz.de/10006813149