HEDGING, LIQUIDITY, AND THE COMPETITIVE FIRM UNDER PRICE UNCERTAINTY.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 7, p. 697, doi. 10.1002/fut.10133
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2004 AND VI 24 AND IP 7
Results: 5
1
2
THE IMPACT OF ELECTRONIC TRADING ON BID-ASK SPREADS: EVIDENCE FROM FUTURES MARKETS IN HONG KONG, LONDON, AND SYDNEY.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 7, p. 675, doi. 10.1002/fut.20106
- By:
- Publication type:
- Article
3
A MARKOV REGIME SWITCHING APPROACH FOR HEDGING STOCK INDICES.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 7, p. 649, doi. 10.1002/fut.10130
- By:
- Publication type:
- Article
4
PRICING CREDIT SPREAD OPTIONS UNDER A MARKOV CHAIN MODEL WITH STOCHASTIC DEFAULT RATE.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 7, p. 631, doi. 10.1002/fut.20107
- By:
- Publication type:
- Article
5
DETERMINANTS OF THE RELATIVE PRICE IMPACT OF UNANTICIPATED INFORMATION IN U.S. MACROECONOMIC RELEASES.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 7, p. 609, doi. 10.1002/fut.10134
- By:
- Publication type:
- Article