Narrow search
Showing 1 - 9 of 9
Cover Image
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
Cover Image
Market making with price limits
Kuserk, Gregory J. - In: The journal of futures markets 16 (1996) 6, pp. 677-696
Persistent link: https://www.econbiz.de/10001206956
Cover Image
The effect of CME Rule 552 on dual traders
Chang, Eric Chieh - In: The journal of futures markets 14 (1994) 4, pp. 493-510
Persistent link: https://www.econbiz.de/10001169789
Cover Image
Futures market transaction costs
Locke, Peter R. - In: The journal of futures markets 17 (1997) 2, pp. 229-245
Persistent link: https://www.econbiz.de/10001218561
Cover Image
The effects of amendments to Rule 80A on liquidity, volatility, and price efficiency in the S&P 500 futures
Kuserk, Gregory J. - In: The journal of futures markets 12 (1992) 4, pp. 383-409
Persistent link: https://www.econbiz.de/10001128526
Cover Image
Liquidity supply and volatility : futures market evidence
Locke, Peter R.; Sarkar, Asani - In: The journal of futures markets 21 (2001) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10001537231
Cover Image
Interdealer inference and price discovery
Huang, Tzu-man; Locke, Peter R. - In: The journal of futures markets 28 (2008) 2, pp. 131-154
Persistent link: https://www.econbiz.de/10003647689
Cover Image
Dynamic trading value at risk : futures floor trading
Lee, Jongdoo; Locke, Peter R. - In: The journal of futures markets 26 (2006) 12, pp. 1217-1234
Persistent link: https://www.econbiz.de/10003392011
Cover Image
Price discovery in futures and options markets
Boyd, Naomi E.; Locke, Peter R. - In: The journal of futures markets 34 (2014) 9, pp. 853-867
Persistent link: https://www.econbiz.de/10010507931