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Volatility in the foreign currency futures market
Harvey, Campbell R. - In: The review of financial studies 4 (1991) 3, pp. 543-569
Persistent link: https://www.econbiz.de/10001329863
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Market microstructure effects of government intervention in the foreign exchange market
Bossaerts, Peter L. - In: The review of financial studies 4 (1991) 3, pp. 513-541
Persistent link: https://www.econbiz.de/10001329864
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Stock price clustering and discreteness
Harris, Lawrence E. - In: The review of financial studies 4 (1991) 3, pp. 389-415
Persistent link: https://www.econbiz.de/10001329868
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Regime switching and cointegration tests of the efficiency of futures markets
Chow, Ying-Foon - In: The journal of futures markets 18 (1998) 8, pp. 871-901
Persistent link: https://www.econbiz.de/10001352412
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Dynamic hedging of commercial paper with T-bill futures
Koutmos, Gregory; Pericli, Andreas - In: The journal of futures markets 18 (1998) 8, pp. 925-938
Persistent link: https://www.econbiz.de/10001352416
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Noninformative and informative tests of efficiency in three energy futures markets
Peroni, Emilio; McNown, Robert F. - In: The journal of futures markets 18 (1998) 8, pp. 939-964
Persistent link: https://www.econbiz.de/10001352418
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Commodity futures trading performance using neural network models versus ARIMA models
Ntungo, Chrispin; Boyd, Milton - In: The journal of futures markets 18 (1998) 8, pp. 965-983
Persistent link: https://www.econbiz.de/10001352420
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FX spreads and dealer competition across the 24-hour trading day
Hung, Roger D.; Masulis, Ronald W. - In: The review of financial studies 12 (1999) 1, pp. 61-93
Persistent link: https://www.econbiz.de/10001353434
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Estimating the price of default risk
Duffee, Gregory R. - In: The review of financial studies 12 (1999) 1, pp. 197-226
Persistent link: https://www.econbiz.de/10001353481
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Market micicrostructure of FT-SE 100 Index futures : an intraday empirical analysis
Tse, Yiuman - In: The journal of futures markets 19 (1999) 1, pp. 31-58
Persistent link: https://www.econbiz.de/10001377554