Found: 5
Select item for more details and to access through your institution.
EFFICIENT USE OF COMMODITY FUTURES IN DIVERSIFIED PORTFOLIOS.
- Published in:
- Journal of Futures Markets, 2000, v. 20, n. 5, p. 489, doi. 10.1002/(SICI)1096-9934(200005)20:5<489::AID-FUT5>3.0.CO;2-A
- By:
- Publication type:
- Article
THE LEAD-LAG RELATIONSHIP BETWEEN EQUITIES AND STOCK INDEX FUTURES MARKETS AROUND INFORMATION RELEASES.
- Published in:
- Journal of Futures Markets, 2000, v. 20, n. 5, p. 467, doi. 10.1002/(SICI)1096-9934(200005)20:5<467::AID-FUT4>3.0.CO;2-L
- By:
- Publication type:
- Article
EXAMINING FUTURES PRICE CHANGES AND VOLATILITY ON THE TRADING DAY AFTER A LIMIT-LOCK DAY.
- Published in:
- Journal of Futures Markets, 2000, v. 20, n. 5, p. 445, doi. 10.1002/(SICI)1096-9934(200005)20:5<445::AID-FUT3>3.0.CO;2-W
- By:
- Publication type:
- Article
LOWER-BOUNDARY VIOLATIONS AND MARKET EFFICIENCY: EVIDENCE FROM THE GERMAN DAX-INDEX OPTIONS MARKET.
- Published in:
- Journal of Futures Markets, 2000, v. 20, n. 5, p. 405, doi. 10.1002/(SICI)1096-9934(200005)20:5<405::AID-FUT1>3.0.CO;2-5
- By:
- Publication type:
- Article
INTRA-DAY VOLATILITY COMPONENTS IN FTSE-100 STOCK INDEX FUTURES.
- Published in:
- Journal of Futures Markets, 2000, v. 20, n. 5, p. 425, doi. 10.1002/(SICI)1096-9934(200005)20:5<425::AID-FUT2>3.0.CO;2-0
- By:
- Publication type:
- Article