EFFICIENT USE OF COMMODITY FUTURES IN DIVERSIFIED PORTFOLIOS.
- Published in:
- Journal of Futures Markets, 2000, v. 20, n. 5, p. 489, doi. 10.1002/(SICI)1096-9934(200005)20:5<489::AID-FUT5>3.0.CO;2-A
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- Article
Works matching IS 02707314 AND DT 2000 AND VI 20 AND IP 5
Results: 5
1
2
THE LEAD-LAG RELATIONSHIP BETWEEN EQUITIES AND STOCK INDEX FUTURES MARKETS AROUND INFORMATION RELEASES.
- Published in:
- Journal of Futures Markets, 2000, v. 20, n. 5, p. 467, doi. 10.1002/(SICI)1096-9934(200005)20:5<467::AID-FUT4>3.0.CO;2-L
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- Article
3
EXAMINING FUTURES PRICE CHANGES AND VOLATILITY ON THE TRADING DAY AFTER A LIMIT-LOCK DAY.
- Published in:
- Journal of Futures Markets, 2000, v. 20, n. 5, p. 445, doi. 10.1002/(SICI)1096-9934(200005)20:5<445::AID-FUT3>3.0.CO;2-W
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- Article
4
INTRA-DAY VOLATILITY COMPONENTS IN FTSE-100 STOCK INDEX FUTURES.
- Published in:
- Journal of Futures Markets, 2000, v. 20, n. 5, p. 425, doi. 10.1002/(SICI)1096-9934(200005)20:5<425::AID-FUT2>3.0.CO;2-0
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- Article
5
LOWER-BOUNDARY VIOLATIONS AND MARKET EFFICIENCY: EVIDENCE FROM THE GERMAN DAX-INDEX OPTIONS MARKET.
- Published in:
- Journal of Futures Markets, 2000, v. 20, n. 5, p. 405, doi. 10.1002/(SICI)1096-9934(200005)20:5<405::AID-FUT1>3.0.CO;2-5
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- Publication type:
- Article