Works matching IS 02707314 AND DT 2012 AND VI 32 AND IP 7
Results: 4
The impact of a pro-rata algorithm on liquidity: Evidence from the NYSE LIFFE.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 7, p. 660, doi. 10.1002/fut.20536
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- Publication type:
- Article
Has the introduction of S&P 500 ETF options LED to improvements in price discovery of SPDRs?
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 7, p. 683, doi. 10.1002/fut.20538
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- Publication type:
- Article
Time-varying jump risk premia in stock index futures returns.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 7, p. 639, doi. 10.1002/fut.20540
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- Publication type:
- Article
Does model fit matter for hedging? Evidence from FTSE 100 options.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 7, p. 609, doi. 10.1002/fut.20537
- By:
- Publication type:
- Article