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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
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The Split of the S&P 500 Futures Contract: Effects on Liquidity and Market Dynamics
Karagozoglu, Ahmet K.; Martell, Terrence F.; Wang, … - In: Review of quantitative finance and accounting 21 (2003) 4, pp. 323-348
Persistent link: https://www.econbiz.de/10007157051
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Pricing Eurodollar Futures Options Using the BDT Term Structure Model: The Effect of Yield Curve Smoothing
Bali, Turan G.; Karagozoglu, Ahmet K. - In: The journal of futures markets 20 (2000) 3, pp. 293
Persistent link: https://www.econbiz.de/10006839162
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Information asymmetry, speculation and foreign trading activity: Emerging market evidence
Ciner, Cetin; Karagozoglu, Ahmet K. - In: International review of financial analysis 17 (2008) 4, pp. 664-680
Persistent link: https://www.econbiz.de/10008092971
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Information asymmetry, speculation and foreign trading activity: Emerging market evidence
Ciner, Cetin; Karagozoglu, Ahmet K. - In: International review of financial analysis 17 (2008) 4, pp. 664-681
Persistent link: https://www.econbiz.de/10008899437
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IMPLEMENTATION OF THE BDT MODEL WITH DIFFERENT VOLATILITY ESTIMATORS: APPLICATIONS TO EURODOLLAR FUTURES OPTIONS
Bali, Turan G.; Karagozoglu, Ahmet K. - In: The journal of fixed income 8 (1999) 4, pp. 24-34
Persistent link: https://www.econbiz.de/10007341217
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Explicit versus Implicit Contracts: The Case of DIFF and CROSS Futures
Karagozoglu, Ahmet K. - In: The financial review : the official publication of the … 34 (1999) 1, pp. 101-118
Persistent link: https://www.econbiz.de/10007342348
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DERIVATIVE USAGE IN THE GOLD MARKET AND ITS IMPACT ON SPOT GOLD
Gehr Jr, Adam K.; Martell, Terrence F. - In: The journal of derivatives : the official publication … 1 (1994) 4, pp. 68-79
Persistent link: https://www.econbiz.de/10006002345
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A new look at hedging with derivatives: Will firms reduce market risk exposure?
Bali, Turan G.; Hume, Susan R.; Martell, Terrence F. - In: The journal of futures markets 27 (2007) 11, pp. 1053-1084
Persistent link: https://www.econbiz.de/10007795845
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The performance of stocks that are reverse split
Martell, Terrence F.; Webb, Gwendolyn P. - In: Review of quantitative finance and accounting 30 (2008) 3, pp. 253-280
Persistent link: https://www.econbiz.de/10007911856