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Decimalization, ETFs and futures pricing efficiency.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 2, p. 157, doi. 10.1002/fut.20357
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- Publication type:
- Article
Do futures lead price discovery in electronic foreign exchange markets?
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 2, p. 137, doi. 10.1002/fut.20352
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- Publication type:
- Article
After-hours trading in equity futures markets.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 2, p. 114, doi. 10.1002/fut.20354
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- Publication type:
- Article
On the exit value of a forward contract.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 2, p. 179, doi. 10.1002/fut.20350
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- Publication type:
- Article
Estimation of physical intensity models for default risk.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 2, p. 95, doi. 10.1002/fut.20353
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- Publication type:
- Article