| Stock index futures arbitrage in Germany : the behavior of the DAX index futures prices
|
1994 |
Grünbichler, Andreas |
| Loss aversion in a futures market : an empirical test
|
1994 |
Heisler, Jeffrey |
| Market performance and the decision to trade on the London Potato Futures Market
|
1994 |
Ennew, Christine T. |
| The weekly pattern in Treasury bond futures and GARCH effects
|
1994 |
Najand, Mohammad |
| Hedging with financial futures under variance minimization with stochastic interest rates
|
1994 |
Chee, Kew-chul |
| Predicting the short term forward interest rate structure using a parsimonious model
|
1994 |
Bhar, Ramaprasad |
| The price behaviour hedging effectiveness of interest rate futures in Hong Kong
|
1994 |
Fang, Zhenmin |
| 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 |
| 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 |
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