Estimators for the simultaneous equation model with lagged endogenous variables and autocorrelated errors : with application to the U.S. farm labor market

von Wang, George H. K.
Veröffentlicht 1976

Estimators for the simultaneous equition model with lagged endogenous variables and autocorrelated errors : with application to the US farm labor market

von Wang, George H. K.
Veröffentlicht 1976

An intraday analysis of bid-ask spreads and price volatility in the S&P 500 index futures market

Veröffentlicht in The journal of futures markets (1994)

Empirical analysis of the liquidity of the S&P 500 index futures market during the October 1987 market break

Veröffentlicht in Advances in futures and options research (1990)

The effects of stock index futures on cash market volatility : an empirical study

von McGartland, Al
Veröffentlicht 1989

Identification of leading economic indicators of truck freight cycles, 1957 to 1976

von Wang, George H.
Veröffentlicht in Rivista internazionale di economia dei trasporti (1979)

Trading volume, bid-ask spread, and price volatility in futures markets

von Wang, George H. K.
Veröffentlicht in The journal of futures markets (2000)

Examination ratings and the identification of problem non-problem thrift institutions

von Wang, George H. K.
Veröffentlicht in Journal of financial services research (1989)

Information transmission in electronic versus open-outcry trading systems : an analysis of US equity index futures markets

von Ates, Aysegul
Veröffentlicht in The journal of futures markets (2005)

A time series approach to testing for market linkage : unit root and cointegration tests

von Wang, George H. K.
Veröffentlicht in The journal of futures markets (1994)

Rep. No SS-211-U 1-5: Maio, Domenic J., George H. Wang: Forecasting models and forecasts of U.S. domestic and U.S. international air freight demand

Veröffentlicht in Forecasting models for air freight demand and Projection of cargo activity at U.S. air hubs (1977)

Modeling nonlinear dynamics of daily futures price changes

von Gao, Andre H.
Veröffentlicht in The journal of futures markets (1999)

Determinants of the arm share of national and regional lending

von Nothaft, Frank E.
Veröffentlicht 1990

Determinants of the ARM share of national and regional lending

von Nothaft, Frank E.
Veröffentlicht in The journal of real estate finance and economics (1992)

Asymmetric volatility of basis and the theory of storage

von Gao, Andre H.
Veröffentlicht in The journal of futures markets (2005)

Transaction tax and market quality of the Taiwan stock index futures

von Chou, Robin K.
Veröffentlicht in The journal of futures markets (2006)

Multiple transactions model : a panel data approach to estimate housing market indices

von Gao, Andre H.
Veröffentlicht in The journal of real estate research (2007)

VPIN, jump dynamics and inventory announcements in energy futures markets

von Bjursell, Johan
Veröffentlicht in The journal of futures markets (2017)

Trading volume and transaction costs in futures markets

von Wang, George H. K.
Veröffentlicht in The journal of futures markets (1997)

Intraday liquidity provision by trader types in a limit order market : evidence from Taiwan index futures

von Chiu, Junmao
Veröffentlicht in The journal of futures markets (2014)