The January Effect, Arbitrage Opportunities, and Derivative Securities: Has Anything Changed?
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 2, p. 253, doi. 10.1002/fut.3990110210
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1991 AND VI 11 AND IP 2
Results: 9
1
2
Testing Index Futures Market Efficiency Using Price Differences: A Critical Analysis.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 2, p. 239, doi. 10.1002/fut.3990110209
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- Publication type:
- Article
3
Margin Requirements and the Demand for Futures Contracts.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 2, p. 213, doi. 10.1002/fut.3990110208
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- Publication type:
- Article
4
Tailing the Hedge: Why and How.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 2, p. 201, doi. 10.1002/fut.3990110207
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- Publication type:
- Article
5
Stock Price Volatility: Some Evidence from an ARCH Model.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 2, p. 191, doi. 10.1002/fut.3990110206
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- Publication type:
- Article
6
A Test of Two Models in Forecasting Stock Index Futures Price Volatility.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 2, p. 179, doi. 10.1002/fut.3990110205
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- Publication type:
- Article
7
Risk Premia and Price Volatility in Futures Markets.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 2, p. 165, doi. 10.1002/fut.3990110204
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- Publication type:
- Article
8
Futures Trading Transaction Costs, and Stock Market Volatility.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 2, p. 153, doi. 10.1002/fut.3990110203
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- Publication type:
- Article
9
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
- By:
- Publication type:
- Article