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Price discovery in the German equity index derivatives markets
Booth, G. Geoffrey; So, Raymond W.; Tse, Yiuman - In: The journal of futures markets 19 (1999) 6, pp. 619-643
Persistent link: https://www.econbiz.de/10001410389
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Short selling, unwinding, and mispricing
Kempf, Alexander - In: The journal of futures markets 18 (1998) 8, pp. 903-923
Persistent link: https://www.econbiz.de/10001352413
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Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates : reply
Ghosh, Dilip K. - In: The journal of futures markets 19 (1999) 1, pp. 121-125
Persistent link: https://www.econbiz.de/10001377610
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Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates : comment
Batlin, Carl A. - In: The journal of futures markets 19 (1999) 1, pp. 115-120
Persistent link: https://www.econbiz.de/10001377612
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Trading costs and price discovery across stock index futures and cash markets
Kim, Minho; Szakmary, Andrew C.; Schwarz, Thomas V. - In: The journal of futures markets 19 (1999) 4, pp. 475-498
Persistent link: https://www.econbiz.de/10001378256
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A further look at transaction costs, short sale restrictions, and futures market efficiency : the case of Korean stock index futures
Gay, Gerald D.; Jung, Dae Y. - In: The journal of futures markets 19 (1999) 2, pp. 153-174
Persistent link: https://www.econbiz.de/10001369626
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Arbitrage and price behavior of the Nikkei stock index futures
Lim, Kian-Guan - In: The journal of futures markets 12 (1992) 2, pp. 151-161
Persistent link: https://www.econbiz.de/10001124222
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Liquidity costs and scalping returns in the corn futures market
Brorsen, B. Wade - In: The journal of futures markets 9 (1989) 3, pp. 225-236
Persistent link: https://www.econbiz.de/10001156270
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Futures trading, transaction costs, and stock market volatility
Brorsen, B. Wade - In: The journal of futures markets 11 (1991) 2, pp. 153-163
Persistent link: https://www.econbiz.de/10001102728
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Continuously traded options on discretely traded commodity futures contracts
Webb, Robert I.; Iwata, Gyoichi; Fujiwara, Koichi; … - In: The journal of futures markets 17 (1997) 6, pp. 633-666
Persistent link: https://www.econbiz.de/10001228028