Similar Search Results

Returns and volatility in the Kuala Lumpur crude

Liew, Keng Yap; Brooks, Robert - In: Journal of Futures Markets 18 (1998) 8, pp. 985-999

This article investigates the determinants of daily returns and volatility in the Kuala Lumpur crude palm oil futures market over the period 1980 to 1994. We find significant evidence of month and open interest effects in returns and also find strong evidence of daily, monthly, yearly, volume...

Persistent link: https://www.econbiz.de/10011197774

Analyzing portfolios with derivative assets: A stochastic dominance approach using numerical integration

Brooks, Robert - In: Journal of Futures Markets 11 (1991) 4, pp. 411-440

Persistent link: https://www.econbiz.de/10011197995

Evaluating the performance of stock portfolios with index futures contracts

Brooks, Robert; Hand, John - In: Journal of Futures Markets 8 (1988) 1, pp. 33-46

Persistent link: https://www.econbiz.de/10011198142

Investment decision making with index futures and index futures options

Brooks, Robert - In: Journal of Futures Markets 9 (1989) 2, pp. 143-162

Persistent link: https://www.econbiz.de/10011198243

Samuelson hypothesis, arbitrage activity, and futures term premiums

Brooks, Robert; Teterin, Pavel - In: Journal of Futures Markets 40 (2020) 9, pp. 1420-1441

Persistent link: https://www.econbiz.de/10012273030