The impact of data frequency on market efficiency tests of commodity futures prices.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 6, p. 696, doi. 10.1002/fut.21912
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2018 AND VI 38 AND IP 6
Results: 7
1
2
Analysis of the clientele effect and the information content of short‐term index option returns in Taiwan.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 6, p. 715, doi. 10.1002/fut.21910
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- Publication type:
- Article
3
Sum of all Black–Scholes–Merton models: An efficient pricing method for spread, basket, and Asian options.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 6, p. 627, doi. 10.1002/fut.21909
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- Publication type:
- Article
4
Central clearing and CDS market quality.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 6, p. 731, doi. 10.1002/fut.21906
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- Publication type:
- Article
5
Are there gains from using information over the surface of implied volatilities?
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 6, p. 645, doi. 10.1002/fut.21903
- By:
- Publication type:
- Article
6
Open outcry versus electronic trading: Tests of market efficiency on crude palm oil futures.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 6, p. 673, doi. 10.1002/fut.21899
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- Publication type:
- Article
7
Journal of Futures Markets: Volume 38, Number 6, June 2018.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 6, p. 625, doi. 10.1002/fut.21873
- Publication type:
- Article