An Alternative Methodology for Measuring Expiration Day Price Effects at Friday's lose: The....
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 6, p. 751, doi. 10.1002/fut.3990110609
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1991 AND VI 11 AND IP 6
Results: 8
1
2
Multiperiod Hedging Using Futures: A Risk Minimization Approach in the Presence of Autocorrelation.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 6, p. 697, doi. 10.1002/fut.3990110605
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- Publication type:
- Article
3
Price-Risk Management with Options: Optimal Market Positions and Institutional Value.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 6, p. 737, doi. 10.1002/fut.3990110608
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- Publication type:
- Article
4
&ldqou;Chaos” in Futures Markets? A Nonlinear Dynamical Analysis.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 6, p. 711, doi. 10.1002/fut.3990110606
- By:
- Publication type:
- Article
5
An Empirical Test for Parities between Metal Prices at the LME.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 6, p. 729, doi. 10.1002/fut.3990110607
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- Publication type:
- Article
6
Price Discovery and Cointegration for Live Hogs.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 6, p. 685, doi. 10.1002/fut.3990110604
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- Publication type:
- Article
7
Dynamic Efficiency and Price Leadership in Stock Index Cash and Futures Markets.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 6, p. 669, doi. 10.1002/fut.3990110603
- By:
- Publication type:
- Article
8
The Behavior of 'False' Futures Prices.
- Published in:
- Journal of Futures Markets, 1991, v. 11, n. 6, p. 651, doi. 10.1002/fut.3990110602
- By:
- Publication type:
- Article