Works matching IS 02707314 AND DT 1991 AND VI 11 AND IP 2
Results: 9
The January Effect, Arbitrage Opportunities, and Derivative Securities: Has Anything Changed?
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- Journal of Futures Markets, 1991, v. 11, n. 2, p. 253, doi. 10.1002/fut.3990110210
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- Article
Testing Index Futures Market Efficiency Using Price Differences: A Critical Analysis.
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- Journal of Futures Markets, 1991, v. 11, n. 2, p. 239, doi. 10.1002/fut.3990110209
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- Article
Margin Requirements and the Demand for Futures Contracts.
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- Journal of Futures Markets, 1991, v. 11, n. 2, p. 213, doi. 10.1002/fut.3990110208
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- Article
Tailing the Hedge: Why and How.
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- Journal of Futures Markets, 1991, v. 11, n. 2, p. 201, doi. 10.1002/fut.3990110207
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- Article
Stock Price Volatility: Some Evidence from an ARCH Model.
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- Journal of Futures Markets, 1991, v. 11, n. 2, p. 191, doi. 10.1002/fut.3990110206
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- Article
A Test of Two Models in Forecasting Stock Index Futures Price Volatility.
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- Journal of Futures Markets, 1991, v. 11, n. 2, p. 179, doi. 10.1002/fut.3990110205
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- Article
Risk Premia and Price Volatility in Futures Markets.
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- Journal of Futures Markets, 1991, v. 11, n. 2, p. 165, doi. 10.1002/fut.3990110204
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- Article
Futures Trading Transaction Costs, and Stock Market Volatility.
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- Journal of Futures Markets, 1991, v. 11, n. 2, p. 153, doi. 10.1002/fut.3990110203
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- Article
The Effects of Regulations on Trading Activity and Return Volatility in Futures Markets.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 2, p. 135, doi. 10.1002/fut.3990110202
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- Article