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Margin requirements and futures activity : evidence from the soybean and corn markets
Adrangi, Bahram; Chatrath, Arjun - In: The journal of futures markets 19 (1999) 4, pp. 433-455
Persistent link: https://www.econbiz.de/10001378224
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Stock returns and volatility persistence : further examination
Adrangi, Bahram; Chatrath, Arjun; Raffiee, Kambiz - In: The southern business & economic journal 22 (1999) 2, pp. 107-123
Persistent link: https://www.econbiz.de/10001364048
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Nonlinear dynamics of daily futures prices : conditional heteroskedasticity or chaos?
Yang, Seung-ryong - In: The journal of futures markets 13 (1993) 2, pp. 175-191
Persistent link: https://www.econbiz.de/10001141886
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The distribution of standardized futures price changes
Venkateswaran, Meenakshi - In: The journal of futures markets 13 (1993) 3, pp. 279-298
Persistent link: https://www.econbiz.de/10001145992
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Price discovery for feeder cattle
Oellermann, Charles M. - In: The journal of futures markets 9 (1989) 2, pp. 113-121
Persistent link: https://www.econbiz.de/10001066578
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Liquidity costs and scalping returns in the corn futures market
Brorsen, B. Wade - In: The journal of futures markets 9 (1989) 3, pp. 225-236
Persistent link: https://www.econbiz.de/10001156270
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The live cattle futures market and daily cash price movements
Brorsen, B. Wade - In: The journal of futures markets 9 (1989) 4, pp. 273-282
Persistent link: https://www.econbiz.de/10001149574
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Futures trading, transaction costs, and stock market volatility
Brorsen, B. Wade - In: The journal of futures markets 11 (1991) 2, pp. 153-163
Persistent link: https://www.econbiz.de/10001102728
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Commitment of traders, basis behavior, and the issue of risk premia in futures markets
Chatrath, Arjun - In: The journal of futures markets 17 (1997) 6, pp. 707-731
Persistent link: https://www.econbiz.de/10001228025
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Does options trading lead to greater cash market volatility?
Chatrath, Arjun - In: The journal of futures markets 15 (1995) 7, pp. 785-803
Persistent link: https://www.econbiz.de/10001190083