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Sheep in wolves' clothing? : Speculators and price volatility in petroleum futures
Weiner, Robert J. - In: The quarterly review of economics and finance : journal … 42 (2002) 2, pp. 391-400
Persistent link: https://www.econbiz.de/10001712155
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Wavelet domain correlation between the futures prices of natural gas and oil
Tonn, Victor Lux; Li, H. C.; McCarthy, Joseph - In: The quarterly review of economics and finance : journal … 50 (2010) 4, pp. 408-414
Persistent link: https://www.econbiz.de/10009247691
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Odd-lot trading in U.S. equities
Roseman, Brian S.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 125-133
Persistent link: https://www.econbiz.de/10012035003
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The impact of margins in futures markets : evidence from the gold and silver markets
Chatrath, Arjun; Adrangi, Bahram; Allender, Mary Elizabeth - In: The quarterly review of economics and finance : journal … 41 (2001) 2, pp. 279-294
Persistent link: https://www.econbiz.de/10001579686
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Aggressive dealer pricing
Locke, Peter R.; Pattarake Sarajoti - In: The quarterly review of economics and finance : journal … 44 (2004) 4, pp. 559-573
Persistent link: https://www.econbiz.de/10002375626
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Extreme-value and margin setting with and without price limits
Broussard, John Paul - In: The quarterly review of economics and finance : journal … 41 (2001) 3, pp. 365-385
Persistent link: https://www.econbiz.de/10001602994
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Commodity futures prices : more evidence on forecast power, risk premia and the theory of storage
Brooks, Chris; Prokopczuk, Marcel; Wu, Yingying - In: The quarterly review of economics and finance : journal … 53 (2013) 1, pp. 73-85
Persistent link: https://www.econbiz.de/10009721369
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A semiparametric estimation of the optimal hedge ratio
Ai, Chunrong; Chatrath, Arjun; Song, Frank M. - In: The quarterly review of economics and finance : journal … 47 (2007) 2, pp. 366-381
Persistent link: https://www.econbiz.de/10003492932
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Do the pure martingale and joint normality hypotheses hold for futures contracts? : implications for the optimal hedge ratios
Chen, Sheng-syan; Lee, Cheng F.; Shrestha, Keshab - In: The quarterly review of economics and finance : journal … 48 (2008) 1, pp. 153-174
Persistent link: https://www.econbiz.de/10003683377
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An alternative specification for intraday simultaneity in spot and futures markets
Mercer, Jeffrey M. - In: The quarterly review of economics and finance : journal … 37 (1997) 3, pp. 667-682
Persistent link: https://www.econbiz.de/10001230617