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Setting the futures margin with price limits : the case for single-stock futures
Chen, Chen-Yu; Chou, Jian-Hsin; Fung, Hung-gay; Tse, Yiuman - In: Review of quantitative finance and accounting 48 (2017) 1, pp. 219-237
Persistent link: https://www.econbiz.de/10011796613
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Trading activities and price discovery in foreign currency futures markets
Chen, Yu-Lun; Gau, Yin-feng; Liao, Wen-Ju - In: Review of quantitative finance and accounting 46 (2016) 4, pp. 792-818
Persistent link: https://www.econbiz.de/10011595489
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The economic significance of CDS price discovery
Xiang, Vincent; Chng, Michael T.; Fang, Victor - In: Review of quantitative finance and accounting 48 (2017) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10011796591
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Spot asset carry cost rates and futures hedge ratios
Leistikow, Dean; Chen, Ren-Raw; Xu, Yuewu - In: Review of quantitative finance and accounting 58 (2022) 4, pp. 1741-1779
Persistent link: https://www.econbiz.de/10013191996
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A new paradigm for forecasting security returns in a market regulated by price limits
Harel, Arie; Harpaz, Giora; Yagil, Joseph - In: Review of quantitative finance and accounting 35 (2010) 1, pp. 113-121
Persistent link: https://www.econbiz.de/10008797141
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Pricing futures on geometric indexes : a discrete time approach
Harel, Arie; Harpaz, Giora; Francis, Jack Clark - In: Review of quantitative finance and accounting 28 (2007) 3, pp. 227-240
Persistent link: https://www.econbiz.de/10003492800
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Kalman filter estimation for valuing nontrading securities, with applications to the MMI cash-future spread on October 19 and 20, 1987
Bassett, Gilbert W. - In: Review of quantitative finance and accounting 1 (1991) 2, pp. 135-151
Persistent link: https://www.econbiz.de/10001107382
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Trading volume in options and common stock around quarterly earnings announcements
Philbrick, Donna R. - In: Review of quantitative finance and accounting 3 (1993) 1, pp. 71-89
Persistent link: https://www.econbiz.de/10001145793
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A comparative study on interday market volatility and intraday price transmission of Nikkei/JGB futures markets between Japan and Singapore
Gang, Shyy; Shen, Chung-hua - In: Review of quantitative finance and accounting 9 (1997) 2, pp. 147-163
Persistent link: https://www.econbiz.de/10001590899
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CDS and equity markets' volatility linkages : lessons from the EMU crisis
Bratis, Theodoros; Laopodis, Nikiforos; Kouretas, … - In: Review of quantitative finance and accounting 60 (2023) 3, pp. 1259-1281
Persistent link: https://www.econbiz.de/10014291804