Futures Option Expirations and Volatility in the Stick Index Futures Market.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 3, p. 319, doi. 10.1002/fut.3990110306
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1991 AND VI 11 AND IP 3
Results: 9
1
2
A Note on the Effects of the Initiation of Major Market Index Futures on the Daily Returns of the Component Stocks.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 3, p. 313, doi. 10.1002/fut.3990110305
- By:
- Publication type:
- Article
3
The Intraday Ex Post and Ex Ante Profitability of Index Arbitrage.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 3, p. 291, doi. 10.1002/fut.3990110304
- By:
- Publication type:
- Article
4
The Impact of the Lengths of Estimation Periods and Hedging Horizons on the Effectiveness of a Hedge: Evidence from Foreign Currency Futures.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 3, p. 271, doi. 10.1002/fut.3990110303
- By:
- Publication type:
- Article
5
Cold Fusion--Hot Metal: An Analysis of the Metals Futures Market Reactions to the Cold Fusion Announcement.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 3, p. 385, doi. 10.1002/fut.3990110310
- By:
- Publication type:
- Article
6
Reduction in Hedging Risk from Adjusting for Autocorrelation in the Residuals of a Price Level Regression.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 3, p. 371, doi. 10.1002/fut.3990110309
- By:
- Publication type:
- Article
7
Hedging Strategies for Exports of Cereals and Cereal Products to the European Community.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 3, p. 347, doi. 10.1002/fut.3990110308
- By:
- Publication type:
- Article
8
Measuring Seasonalities in Commodity Markets and the Half-Month Effect.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 3, p. 331, doi. 10.1002/fut.3990110307
- By:
- Publication type:
- Article
9
Portfolio Analysis of Stocks, Bonds, and managed Futures Using Compromise Stochastic Dominance.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 3, p. 259, doi. 10.1002/fut.3990110302
- By:
- Publication type:
- Article