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Brorsen, Wade
12
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The journal of futures markets
5
Journal of agricultural and applied economics : JAEE
2
Applied financial economics
1
Canadian journal of agricultural economics : CJAE
1
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1
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
14
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
The cost of forward contracting in the CIF NOLA export bid market
McKenzie, Andrew M.
;
Isbell, Bradley J.
;
Brorsen, Wade
- In:
Journal of agricultural and applied economics : JAEE
51
(
2019
)
1
,
pp. 164-181
Persistent link: https://www.econbiz.de/10012040664
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