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A re-examination of the predicting power of forward premia
Wang, Peijie - In: Applied financial economics 15 (2005) 17, pp. 1219-1225
Persistent link: https://www.econbiz.de/10003228794
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A different approach to estimating betas of securities subject to thin trading and serial correlation
Wang, Peijie; Jones, Trefor T. - In: Applied financial economics 15 (2005) 16, pp. 1145-1152
Persistent link: https://www.econbiz.de/10003213513
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Futures trading activity and stock price volatility : some extensions
Chatrath, Arjun; Song, Frank M.; Adrangi, Bahram - In: Applied financial economics 13 (2003) 9, pp. 655-664
Persistent link: https://www.econbiz.de/10001776851
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Non-linear dynamics in futures prices : evidence from the coffee, sugar and cocoa exchange
Adrangi, Bahram; Chatrath, Arjun - In: Applied financial economics 13 (2003) 4, pp. 245-256
Persistent link: https://www.econbiz.de/10001748447
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Equilibrium adjustment, basis risk and risk transmission in spot and forward foreign exchange markets
Wang, Peijie; Wang, Ping - In: Applied financial economics 11 (2001) 2, pp. 127-136
Persistent link: https://www.econbiz.de/10001563271