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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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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
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Information and volatility in futures and spot markets : the case of the Japanese yen
Chatrath, Arjun - In: The journal of futures markets 18 (1998) 2, pp. 201-223
Persistent link: https://www.econbiz.de/10001239192
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Stock-versus-flow distinctions, information, and the role of inventory
Adrangi, Bahram; Chatrath, Arjun; Christie-David, Rohan; … - In: The journal of futures markets 35 (2015) 11, pp. 1003-1025
Persistent link: https://www.econbiz.de/10011546210
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Monetary policy and stock prices : does the "Fed put" work when it is most needed?
Kurov, Alexander; Gu, Chen - In: The journal of futures markets 36 (2016) 12, pp. 1210-1230
Persistent link: https://www.econbiz.de/10011665628
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Noisy inventory announcement and energy prices
Halova Wolfe, Marketa; Kurov, Alexander; Kucher, Oleg - In: The journal of futures markets 34 (2014) 10, pp. 911-933
Persistent link: https://www.econbiz.de/10010508689
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Index futures leadership, basis behavior, and trader selectivity
Chatrath, Arjun; Christie-David, Rohan; Dhanda, … - In: The journal of futures markets 22 (2002) 7, pp. 649-677
Persistent link: https://www.econbiz.de/10001678541
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Is it time to reduce the minimum tick sizes of the E-mini futures?
Kurov, Alexander; Zabotina, Tatyana V. - In: The journal of futures markets 25 (2005) 1, pp. 79-104
Persistent link: https://www.econbiz.de/10002528194
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Tick size reduction, execution costs, and informational efficiency in the regular and E-mini Nasdaq-100 index futures markets
Kurov, Alexander - In: The journal of futures markets 28 (2008) 9, pp. 871-888
Persistent link: https://www.econbiz.de/10003746360