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Liquidity costs and scalping returns in the corn futures market
Brorsen, Wade - In: The journal of futures markets 9 (1989) 3, pp. 225-236
Persistent link: https://www.econbiz.de/10001156270
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Futures trading, transaction costs, and stock market volatility
Brorsen, Wade - In: The journal of futures markets 11 (1991) 2, pp. 153-163
Persistent link: https://www.econbiz.de/10001102728
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Price limits as an explanation of thin-tailedness in pork bellies futures prices
Yang, Seung-ryong - In: The journal of futures markets 15 (1995) 1, pp. 45-59
Persistent link: https://www.econbiz.de/10001178120
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Conditional heteroskedasticity, asymmetry, and option pricing
Kang, Tae-hoon - In: The journal of futures markets 15 (1995) 8, pp. 901-928
Persistent link: https://www.econbiz.de/10001190835
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Public futures funds
Irwin, Scott H. - In: The journal of futures markets 5 (1985) 2, pp. 149-171
Persistent link: https://www.econbiz.de/10001128569
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The distribution of futures prices : a test of the stable Paretian and mixture of normals hypotheses
Hall, Joyce A. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 1, pp. 105-116
Persistent link: https://www.econbiz.de/10001063196
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A recombining lattice option pricing model that relaxes the assumption of lognormality
Ji, Dasheng; Brorsen, Wade - In: Review of derivatives research 14 (2011) 3, pp. 349-367
Persistent link: https://www.econbiz.de/10009349984
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Using basis, futures price, and futures price spread as barometers for storage decisions
Siaplay, Mounir; Adam, Brian D.; Brorsen, Wade; … - In: International journal of economics and finance 4 (2012) 5, pp. 15-24
Persistent link: https://www.econbiz.de/10009616430
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Are liquidity costs higher in options markets or in futures markets?
Shah, Samarth; Brorsen, Wade - In: Applied financial economics 23 (2013) 7/9, pp. 701-708
Persistent link: https://www.econbiz.de/10009750634
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Cross hedging winter canola
Kim, Seon-Woong; Brorsen, Wade; Yoon, Byung-Sam - In: Journal of agricultural and applied economics : JAEE 47 (2015) 4, pp. 462-481
Persistent link: https://www.econbiz.de/10011618285