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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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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
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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
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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
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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
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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
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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
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Multiple Transactions Model: A Panel Data Approach to Estimate Housing Market Indices
Gao, Andre H.; Wang, George H.K. - In: The journal of real estate research 29 (2007) 3, pp. 241-266
Persistent link: https://www.econbiz.de/10007862888
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Trading Volume and Transaction Costs in Futures Markets
Wang, George H.K.; Yau, Jot; Baptiste, Tony - In: The journal of futures markets 17 (1997) 7, pp. 757-780
Persistent link: https://www.econbiz.de/10007367516
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Transaction tax and market quality of the Taiwan stock index futures
Chou, Robin K.; Wang, George H.K. - In: The journal of futures markets 26 (2006) 12, pp. 1195-1216
Persistent link: https://www.econbiz.de/10007305374