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A test of the cost-of-carry relationship using the London Metal Exchange lead contract

Heaney, Richard A. - In: The journal of futures markets 18 (1998) 2, pp. 177-200

Persistent link: https://www.econbiz.de/10001239193

Pricing of Australian all ordinaries share price index futures contract

Heaney, Richard A. - In: Advances in Pacific Basin financial markets 2 (1996), pp. 35-49

Persistent link: https://www.econbiz.de/10001208748

Does knowledge of the cost of carry model improve commodity futures prices forecasting ability? : A case study using the London Metal Exchange lead contract

Heaney, Richard A. - In: International journal of forecasting 18 (2002) 1, pp. 45-65

Persistent link: https://www.econbiz.de/10001641600

Excess volatility? the Australian stock market from 1883 to 1999

Heaney, Richard - In: Managerial Finance 29 (2003) 10, pp. 76-94

Are share markets too volatile? While it is difficult to ignore share market volatility it is important to determine whether volatility is excessive. This paper replicates the Shiller (1981) test as well as applying standard time series analysis to annual Australian stock market data for the...

Persistent link: https://www.econbiz.de/10014939689