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The intraday behavior of commodity futures prices

Martell, Terrence F.; Trevino, Ruben C. - In: Journal of Futures Markets 10 (1990) 6, pp. 661-671

Persistent link: https://www.econbiz.de/10011196894

Determinants of trading volume in futures markets

Martell, Terrence F.; Wolf, Avner S. - In: Journal of Futures Markets 7 (1987) 3, pp. 233-244

Persistent link: https://www.econbiz.de/10011197245

A new look at hedging with derivatives: Will firms reduce market risk exposure?

Bali, Turan G.; Hume, Susan R.; Martell, Terrence F. - In: Journal of Futures Markets 27 (2007) 11, pp. 1053-1083

This study examines derivatives use of foreign exchange, interest rate, and commodities risk by nonfinancial firms across multiple industries, using data from 1995 to 2001. This work considers the interaction of a firm's risk exposures, derivatives use, and real operations simultaneously, and...

Persistent link: https://www.econbiz.de/10011197517

An examination of the distribution of futures price changes

Helms, Billy P.; Martell, Terrence F. - In: Journal of Futures Markets 5 (1985) 2, pp. 259-272

Persistent link: https://www.econbiz.de/10011197611

Cash settlement for futures contracts based on common stock indices: An economic and legal perspective

Martell, Terrence F.; Salzman, Jerrold E. - In: Journal of Futures Markets 1 (1981) 3, pp. 291-301

Persistent link: https://www.econbiz.de/10011197638

The trilogy of China cotton markets: The lead–lag relationship among spot, forward, and futures markets

Demir, Mert; Martell, Terrence F.; Wang, Jun - In: Journal of Futures Markets (2018)

Persistent link: https://www.econbiz.de/10012082173

Should actively traded futures contracts come under the dual‐trading ban?

Chakravarty, Sugato - In: Journal of Futures Markets 14 (1994) 6, pp. 661-684

Persistent link: https://www.econbiz.de/10011197650