THE BID-ASK SPREAD ON STOCK OPTIONS: AN ORDERED PROBIT ANALYSIS.
- Published in:
- Journal of Futures Markets, 1998, v. 18, n. 4, p. 467, doi. 10.1002/(SICI)1096-9934(199806)18:4<467::AID-FUT6>3.0.CO;2-R
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1998 AND VI 18 AND IP 4
Results: 6
1
2
HEDGING HARD RED WINTER WHEAT: KANSAS CITY VERSUS CHICAGO.
- Published in:
- Journal of Futures Markets, 1998, v. 18, n. 4, p. 449, doi. 10.1002/(SICI)1096-9934(199806)18:4<449::AID-FUT5>3.0.CO;2-Q
- By:
- Publication type:
- Article
3
THE EMERGENCE OF A FUTURES MARKET: MUNGBEANS ON THE CHINA ZHENGZHOU COMMODITY EXCHANGE.
- Published in:
- Journal of Futures Markets, 1998, v. 18, n. 4, p. 427, doi. 10.1002/(SICI)1096-9934(199806)18:4<427::AID-FUT4>3.0.CO;2-0
- By:
- Publication type:
- Article
4
RETURN-VOLUME DYNAMICS IN FUTURES MARKETS.
- Published in:
- Journal of Futures Markets, 1998, v. 18, n. 4, p. 399, doi. 10.1002/(SICI)1096-9934(199806)18:4<399::AID-FUT3>3.0.CO;2-U
- By:
- Publication type:
- Article
5
A BIVARIATE GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY-IN-MEAN STUDY OF THE RELATIONSHIP BETWEEN RETURN VARIABILITY AND TRADING VOLUME IN INTERNATIONAL FUTURES MARKETS.
- Published in:
- Journal of Futures Markets, 1998, v. 18, n. 4, p. 379, doi. 10.1002/(SICI)1096-9934(199806)18:4<379::AID-FUT2>3.0.CO;2-Z
- By:
- Publication type:
- Article
6
AN EMPIRICAL TEST OF THE HULL-WHITE OPTION PRICING MODEL.
- Published in:
- Journal of Futures Markets, 1998, v. 18, n. 4, p. 263, doi. 10.1002/(SICI)1096-9934(199806)18:4<363::AID-FUT1>3.0.CO;2-K
- By:
- Publication type:
- Article