Asymmetric spot‐futures price adjustments in grain markets.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 12, p. 1549, doi. 10.1002/fut.21966
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2018 AND VI 38 AND IP 12
Results: 7
1
2
Trader types and fleeting orders: Evidence from Taiwan Futures Exchange.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 12, p. 1443, doi. 10.1002/fut.21963
- By:
- Publication type:
- Article
3
The directional information content of options volumes.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 12, p. 1533, doi. 10.1002/fut.21960
- By:
- Publication type:
- Article
4
Hedging systematic risk in the commodity market with a regime‐switching multivariate rotated generalized autoregressive conditional heteroskedasticity model.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 12, p. 1514, doi. 10.1002/fut.21959
- By:
- Publication type:
- Article
5
Excess returns to buying low options‐volume stocks and selling high options‐volume stocks: Information or characteristics?
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 12, p. 1487, doi. 10.1002/fut.21957
- By:
- Publication type:
- Article
6
An efficient and stable method for short maturity Asian options.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 12, p. 1470, doi. 10.1002/fut.21956
- By:
- Publication type:
- Article
7
Journal of Futures Markets: Volume 38, Number 12, December 2018.
- Published in:
- 2018
- Publication type:
- Table of Contents