(Micro) fads in asset prices: Evidence from the futures market.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 6, p. 637, doi. 10.1002/fut.3990140603
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1994 AND VI 14 AND IP 6
Results: 5
1
2
Further evidence on parity relationships in options on S&P 500 index futures.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 6, p. 757, doi. 10.1002/fut.3990140607
- By:
- Publication type:
- Article
3
The gold-silver spread: Integration, cointegration, predictability, and ex-ante arbitrage.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 6, p. 709, doi. 10.1002/fut.3990140606
- By:
- Publication type:
- Article
4
A new measure to compare the hedging effectiveness of foreign currency futures versus options.
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 6, p. 685, doi. 10.1002/fut.3990140605
- By:
- Publication type:
- Article
5
Should actively traded futures contracts come under the dual-trading ban?
- Published in:
- Journal of Futures Markets, 1994, v. 14, n. 6, p. 661, doi. 10.1002/fut.3990140604
- By:
- Publication type:
- Article