Futures expiration, contract switching, and price discovery
Year of publication: |
2004
|
---|---|
Authors: | Chatrath, Arjun ; Christie-David, Rohan |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 12.2004, 1, p. 58-72
|
Subject: | Derivat | Derivative | Börsenkurs | Share price |
-
Analysing large one-day commodity futures price changes
Hua, Wei, (2014)
-
Nandy, Suparna, (2016)
-
Chesney, Marc, (1994)
- More ...
-
Competitive inventory management in Treasury markets
Chatrath, Arjun, (2009)
-
The macroeconomic news cycle and uncertainty resolution
Chatrath, Arjun, (2006)
-
Dominant markets, staggered openings, and price discovery
Adrangi, Bahram, (2011)
- More ...