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Spreads, information flows and transparency across trading systems

Kofman, Paul; Moser, James T. - 1995

Persistent link: https://www.econbiz.de/10000925251

Is there LIF(F)E after DTB?

Kofman, Paul; Bouwman, Tony; Moser, James T. - 1994

Persistent link: https://www.econbiz.de/10000912206

Stock margins and the conditional probability of price reversals

Kofman, Paul; Moser, James T. - In: Economic perspectives 25 (2001) 3, pp. 2-12

Persistent link: https://www.econbiz.de/10001603014

Spreads, information flows and transparency across trading systems

Kofman, Paul - In: Applied financial economics 7 (1997) 3, pp. 281-294

Persistent link: https://www.econbiz.de/10001227553

Is there lif(f)e after DTB? : competitive aspects of cross listed futures contracts on synchronous markets

Kofman, Paul; Bouwman, Tony; Moser, James T. - 1993

Persistent link: https://www.econbiz.de/10000892090

GARCH effects on a test of cointegration

Franses, Philip Hans; Kofman, Paul; Moser, James T. - 1993

Persistent link: https://www.econbiz.de/10000893748

GARCH effects on a test of cointegration

Franses, Philip H.; Kofman, Paul; Moser, James T. - 1992

Persistent link: https://www.econbiz.de/10000122460

Reversing the lead, or a series of unfortunate events? : NYMEX, ICE, and Amaranth

Kofman, Paul; Michayluk, David; Moser, James T. - In: The journal of futures markets 29 (2009) 12, pp. 1130-1160

Persistent link: https://www.econbiz.de/10003900984

Stock Margins and the Conditional Probability of Price Reversals

Moser, James T. - 2006

We study the conditional probability of stock price reversals. The key conditioning variable is the level of margin required. We find that low margin levels are significantly related increased probability of price reversals

Persistent link: https://www.econbiz.de/10012779911

Evidence on the impact of futures margin specifications on the performance of futures and cash markets

Moser, James T. - 1990 - Rev

Persistent link: https://www.econbiz.de/10000811292