Booms and Busts in Commodity Markets: Bubbles or Fundamentals?
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 10, p. 916, doi. 10.1002/fut.21721
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2015 AND VI 35 AND IP 10
Results: 6
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Production and Anticipatory Hedging under Time-Inconsistent Preferences.
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 10, p. 961, doi. 10.1002/fut.21697
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- Publication type:
- Article
3
Executive Stock Option Pricing in China Under Stochastic Volatility.
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 10, p. 953, doi. 10.1002/fut.21726
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- Publication type:
- Article
4
The Impact of Sampling Frequency on Intraday Correlation and Lead-Lag Relationships Between Index Futures and Individual Stocks.
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 10, p. 939, doi. 10.1002/fut.21715
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- Publication type:
- Article
5
The Effects of Margin Changes on the Composition of Traders and Market Liquidity: Evidence from the Taiwan Futures Exchange.
- Published in:
- Journal of Futures Markets, 2015, v. 35, n. 10, p. 894, doi. 10.1002/fut.21718
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- Publication type:
- Article
6
Editor's Note.
- Published in:
- 2015
- By:
- Publication type:
- Editorial