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person:"Shachmurove, Yochanan"
~isPartOf:"The journal of futures markets"
~person:"Whaley, Robert E."
~subject:"USA"
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Shachmurove, Yochanan
Whaley, Robert E.
Fleming, Jeff
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The journal of futures markets
CARESS working paper
2
International journal of business
2
Financial analysts' journal : FAJ
1
Journal of financial and quantitative analysis : JFQA
1
The journal of finance : the journal of the American Finance Association
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Trading costs and the relative rates of price discovery in stock, futures, and option markets
Fleming, Jeff
- In:
The journal of futures markets
16
(
1996
)
4
,
pp. 353-387
Persistent link: https://www.econbiz.de/10001198895
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2
Predicting stock market volatility : a new measure
Fleming, Jeff
- In:
The journal of futures markets
15
(
1995
)
3
,
pp. 265-302
Persistent link: https://www.econbiz.de/10001180182
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