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~isPartOf:"Journal of common market studies : JCMS"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"The journal of futures markets"
~language:"ara"
~language:"eng"
~language:"sqi"
~person:"Ma, Christopher K."
~person:"Sarno, Lucio"
~subject:"EU-Staaten"
~subject:"Firm performance"
~subject:"Großbritannien"
~subject:"Internationale Wirtschaftsbeziehungen"
~subject:"Monetary policy"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"No longer published / No longer aquired"
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5
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Ma, Christopher K.
Sarno, Lucio
Brorsen, B. Wade
12
Tse, Yiuman
11
Daigler, Robert T.
10
Lien, Da-hsiang Donald
9
Locke, Peter R.
9
Wang, George H. K.
9
De Grauwe, Paul
8
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8
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8
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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6
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Ap Gwilym, Owain
5
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5
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5
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5
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5
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5
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5
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5
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Journal of common market studies : JCMS
Journal of macroeconomics
The journal of futures markets
Advances in futures and options research : a research annual
3
Journal of banking & finance
3
Journal of international money and finance
3
Journal of money, credit and banking : JMCB
3
Oxford bulletin of economics and statistics
2
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
2
American economic journal : a journal of the American Economic Association
1
Applied economics
1
Applied financial economics
1
Economic inquiry : journal of the Western Economic Association International
1
Economics letters
1
Equity markets
1
European economic review : EER
1
IMF staff papers
1
International economic review
1
International journal of business
1
Journal of agricultural economics
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of financial services research : JFSR
1
Journal of international economics
1
Journal of the American Real Estate & Urban Economics Association
1
Journal of the European Economic Association
1
Macroeconomic dynamics
1
Review / Federal Reserve Bank of St. Louis
1
Review of finance : journal of the European Finance Association
1
Southern economic journal
1
The Canadian journal of economics
1
The Manchester School
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
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ECONIS (ZBW)
12
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1
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12
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1
New evidence on the forward unbiasedness hypothesis in the foreign-exchange market
Nikolaou, Kleopatra
;
Sarno, Lucio
- In:
The journal of futures markets
26
(
2006
)
7
,
pp. 627-656
Persistent link: https://www.econbiz.de/10003331425
Saved in:
2
Futures price limit moves as options
Holder, Mark E.
;
Ma, Christopher K.
;
Mallett, James E.
- In:
The journal of futures markets
22
(
2002
)
9
,
pp. 901-913
Persistent link: https://www.econbiz.de/10001696743
Saved in:
3
Mean reversion in stock index futures markets: a nonlinear analysis
Monoyios, Michael
;
Sarno, Lucio
- In:
The journal of futures markets
22
(
2002
)
4
,
pp. 285-314
Persistent link: https://www.econbiz.de/10001678261
Saved in:
4
The cost of carry model and regime shifts in stock index futures markets : an empirical investigation
Sarno, Lucio
;
Valente, Giorgio
- In:
The journal of futures markets
20
(
2000
)
7
,
pp. 603-624
Persistent link: https://www.econbiz.de/10001523738
Saved in:
5
The temporal relationship between derivatives trading and spot market volatility in the UK : empirical analysis and Monte Carlo evidence
Kyriacou, Kyriacos
;
Sarno, Lucio
- In:
The journal of futures markets
19
(
1999
)
3
,
pp. 245-270
Persistent link: https://www.econbiz.de/10001377821
Saved in:
6
Real interest rates, liquidity constraints and financial deregulation : private consumption behavior in the UK
Sarno, Lucio
- In:
Journal of macroeconomics
20
(
1998
)
2
,
pp. 221-242
Persistent link: https://www.econbiz.de/10001239256
Saved in:
7
Dependence in commodity prices
Peterson, Richard Lewis
- In:
The journal of futures markets
12
(
1992
)
4
,
pp. 429-446
Persistent link: https://www.econbiz.de/10001128525
Saved in:
8
Trading noise, adverse selection, and intraday bid-ask spreads in futures markets
Ma, Christopher K.
- In:
The journal of futures markets
12
(
1992
)
5
,
pp. 519-538
Persistent link: https://www.econbiz.de/10001129994
Saved in:
9
Limit moves and price resolution : the case of the treasury bond futures market
Ma, Christopher K.
- In:
The journal of futures markets
9
(
1989
)
4
,
pp. 321-335
Persistent link: https://www.econbiz.de/10001149529
Saved in:
10
Arbitrage opportunities in metal futures markets
Ma, Christopher K.
- In:
The journal of futures markets
8
(
1988
)
2
,
pp. 199-209
Persistent link: https://www.econbiz.de/10001048656
Saved in:
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