HEDGE PERFORMANCE OF SPX INDEX OPTIONS AND S&P 500 FUTURES.
- Published in:
- Journal of Futures Markets, 1995, v. 15, n. 6, p. 691, doi. 10.1002/fut.3990150607
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1995 AND VI 15 AND IP 6
Results: 6
1
2
VOLATILITY, VOLUME, AND THE NOTION OF BALANCE IN THE S&P 500 CASH AND FUTURES MARKET.
- Published in:
- Journal of Futures Markets, 1995, v. 15, n. 6, p. 677, doi. 10.1002/fut.3990150606
- By:
- Publication type:
- Article
3
A TRADING SIMULATION TEST FOR WEAK-FORM EFFICIENCY IN LIVE CATTLE FUTURES.
- Published in:
- Journal of Futures Markets, 1995, v. 15, n. 6, p. 649, doi. 10.1002/fut.3990150605
- By:
- Publication type:
- Article
4
DO FUTURES PRICES FOR COMMODITIES EMBODY RISK PREMIUMS?
- Published in:
- Journal of Futures Markets, 1995, v. 15, n. 6, p. 637, doi. 10.1002/fut.3990150604
- By:
- Publication type:
- Article
5
MEAN-GINI HEDGING IN FUTURES MARKETS.
- Published in:
- Journal of Futures Markets, 1995, v. 15, n. 6, p. 617, doi. 10.1002/fut.3990150603
- By:
- Publication type:
- Article
6
FINNISH TURN-OF-THE-MONTH EFFECTS: RETURNS, VOLUME, AND IMPLIED VOLATILITY.
- Published in:
- Journal of Futures Markets, 1995, v. 15, n. 6, p. 605, doi. 10.1002/fut.3990150602
- By:
- Publication type:
- Article