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Putting on the crush : day trading the soybean complex spread
Rechner, Dominic - In: The journal of futures markets 13 (1993) 1, pp. 61-75
Persistent link: https://www.econbiz.de/10001136842
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Empirical test of valuation models for options on t-note and t-bond futures
Cakici, Nusret - In: The journal of futures markets 13 (1993) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10001136845
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An empirical evaluation of treasury-bill futures market efficiency : evidence from forecast efficiency tests
MacDonald, S. Scott - In: The journal of futures markets 13 (1993) 2, pp. 199-211
Persistent link: https://www.econbiz.de/10001141883
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Cointegration and error correction models : intertemporal causality between index and futures prices
Ghosh, Asim K. - In: The journal of futures markets 13 (1993) 2, pp. 193-198
Persistent link: https://www.econbiz.de/10001141884
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Nonlinear dynamics of daily futures prices : conditional heteroskedasticity or chaos?
Yang, Seung-ryong - In: The journal of futures markets 13 (1993) 2, pp. 175-191
Persistent link: https://www.econbiz.de/10001141886
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The effects of USDA reports in futures and options markets
Fortenbery, T. Randall - In: The journal of futures markets 13 (1993) 2, pp. 157-173
Persistent link: https://www.econbiz.de/10001141888
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Reducing the bias in empirical studies due to limit moves
Sutrick, Kenneth H. - In: The journal of futures markets 13 (1993) 5, pp. 527-543
Persistent link: https://www.econbiz.de/10001145977
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Seasonal effects in S&P 100 index option returns
Cotner, John S. - In: The journal of futures markets 13 (1993) 5, pp. 453-467
Persistent link: https://www.econbiz.de/10001145979
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Scalper behavior in futures markets : an empirical examination
Kuserk, Gregory J. - In: The journal of futures markets 13 (1993) 4, pp. 409-431
Persistent link: https://www.econbiz.de/10001145980
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Prudential margin policy in a futures-style settlement system
Fenn, George W. - In: The journal of futures markets 13 (1993) 4, pp. 389-408
Persistent link: https://www.econbiz.de/10001145981