Works matching IS 02707314 AND DT 1998 AND VI 18 AND IP 3
Results: 7
CONCENTRATED TRADING IN THE FOREIGN EXCHANGE FUTURES MARKETS: DISCRETIONARY LIQUIDITY TRADING OR MARKET CLOSURE?
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- Journal of Futures Markets, 1998, v. 18, n. 3, p. 343, doi. 10.1002/(SICI)1096-9934(199805)18:3<343::AID-FUT7>3.0.CO;2-8
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THE MISPRICING OF CALLABLE U.S. TREASURY BONDS: A NOTE.
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- Journal of Futures Markets, 1998, v. 18, n. 3, p. 329, doi. 10.1002/(SICI)1096-9934(199805)18:3<329::AID-FUT6>3.0.CO;2-W
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THE IMPACT OF WARRANT INTRODUCTIONS ON THE UNDERLYING STOCKS, WITH A COMPARISON TO STOCK OPTIONS.
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- Journal of Futures Markets, 1998, v. 18, n. 3, p. 308
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AN EXAMINATION OF THE RELATIONSHIP BETWEEN STOCK INDEX CASH AND FUTURES MARKETS: A COINTEGRATION APPROACH.
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- Journal of Futures Markets, 1998, v. 18, n. 3, p. 297, doi. 10.1002/(SICI)1096-9934(199805)18:3<297::AID-FUT4>3.0.CO;2-3
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LIQUIDITY WITHOUT VOLUME. II. USING BLOCK ORDERS TO MEASURE MARKET RESILIENCY.
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- Journal of Futures Markets, 1998, v. 18, n. 3, p. 281, doi. 10.1002/(SICI)1096-9934(199805)18:3<281::AID-FUT3>3.0.CO;2-P
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THE INFLUENCE OF DAILY PRICE LIMITS ON TRADING IN NIKKEI FUTURES.
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- Journal of Futures Markets, 1998, v. 18, n. 3, p. 265, doi. 10.1002/(SICI)1096-9934(199805)18:3<265::AID-FUT2>3.0.CO;2-I
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PRICE LIMITS, OVERREACTION, AND PRICE RESOLUTION IN FUTURES MARKETS.
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- Journal of Futures Markets, 1998, v. 18, n. 3, p. 243, doi. 10.1002/(SICI)1096-9934(199805)18:3<243::AID-FUT1>3.0.CO;2-T
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