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How are derivatives used? : Evidence from the mutual fund industry
Koski, Jennifer L.; Pontiff, Jeffrey - In: The journal of finance : the journal of the American … 54 (1999) 2, pp. 791-816
Persistent link: https://www.econbiz.de/10001367866
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[Rezension von: Stein, Jerome L., The economics of futures markets]
Kamara, Avraham - In: Journal of economic literature 28 (1990) 1, pp. 95-97
Persistent link: https://www.econbiz.de/10001344157
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New evidence on the Monday seasonal in stock returns
Kamara, Avraham - In: The journal of business : B 70 (1997) 1, pp. 63-84
Persistent link: https://www.econbiz.de/10001213197
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Issues in futures markets : a survey
Kamara, Avraham - In: The journal of futures markets 2 (1982) 3, pp. 261-294
Persistent link: https://www.econbiz.de/10001080714
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The effect of futures trading on the stability of Standard and Poor 500 returns
Kamara, Avraham - In: The journal of futures markets 12 (1992) 6, pp. 645-658
Persistent link: https://www.econbiz.de/10001133906
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The effects of randomizing the opening time on the performance of a stock market under stress
Hauser, Shmuel; Kamara, Avraham; Shurki, Itzik - In: Journal of financial markets 15 (2012) 4, pp. 392-415
Persistent link: https://www.econbiz.de/10009655269
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The nontradability premium of derivatives contracts
Eldor, Rafi; Hauser, Shmuel; Kahn, Michael; Kamara, Avraham - In: The journal of business : B 79 (2006) 4, pp. 2067-2097
Persistent link: https://www.econbiz.de/10003378537