| A comparative analysis of the Irish and UK interest rate futures markets
|
1994 |
Barnes, Edel |
| The 'badla' market and futures and options
|
1994 |
Sinha, Sidharth |
| Investigation of a discrete futures auction market : the case of the Manila international futures exchange
|
1994 |
Low, Aaron |
| Price discovery, returns volatility, and markets efficiency in experimental asset markets
|
1994 |
Bronfman, Corinne M. |
| Currency option pricing in credible target zones
|
1994 |
Dumas, Bernard |
| The intra-day effect of program trades on stock returns : evidence from October 1987
|
1994 |
Neal, Robert S. |
| An international shelled peanut futures contract : the use of conjoint analysis in new contract design
|
1994 |
|
| Intraday and overnight volatility of stock index and stock index futures returns
|
1994 |
Lee, Jae-ha |
| Does futures trading increase stock market volatility? : The US, Japan, the UK, and Hong Kong
|
1994 |
Yi, Sang-bin |
| A forecasting model of option pricing volatility
|
1994 |
Hunt, Benjamin F. |
| Intraday arbitrage opportunities and price behavior of the Hang Seng Index futures
|
1994 |
Ho, Richard Yan-ki |
| The effect of futures trading on cash market volatility : evidence from the London Stock Exchange
|
1994 |
Robinson, Gary |
| An empirical investigation of observed smile patterns
|
1994 |
Heynen, Ronald C. |
| Technical analysis of Nikkei 225 stock index futures using an expert system advisor
|
1994 |
Wong, Yue-kee |
| The flight to quality : evidence from the futures markets
|
1994 |
Ferguson, Michael F. |
| The Chicago loop tunnel flood : cash pricing and activity
|
1994 |
Kuserk, Gregory J. |
| Expirations and stock price volatility
|
1994 |
Sofianos, George |
| The impact of transaction costs on Nikkei Stock Index futures arbitrage
|
1994 |
Lim, Kian-Guan |
| The price behaviour hedging effectiveness of interest rate futures in Hong Kong
|
1994 |
Fang, Zhenmin |
| Simultaneous volatility effects in index futures
|
1994 |
Gannon, Gerard L. |
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