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Risk and return in copper, platinum, and silver futures
Chang, Eric Chieh - In: The journal of futures markets 10 (1990) 1, pp. 29-39
Persistent link: https://www.econbiz.de/10001128109
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Price risk in the NYMEX energy complex : an extreme value approach
Krehbiel, Timothy L.; Adkins, Lee Chester - In: The journal of futures markets 25 (2005) 4, pp. 309-337
Persistent link: https://www.econbiz.de/10002647763
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The effect of CME Rule 552 on dual traders
Chang, Eric Chieh - In: The journal of futures markets 14 (1994) 4, pp. 493-510
Persistent link: https://www.econbiz.de/10001169789
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Interest rate futures : evidence on forecast power, expected premiums, and the unbiased expectations hypothesis
Krehbiel, Timothy L. - In: The journal of futures markets 14 (1994) 5, pp. 531-543
Persistent link: https://www.econbiz.de/10001169817
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Do systematic risk premiums persist in Eurodollar futures prices?
Krehbiel, Timothy L. - In: The journal of futures markets 16 (1996) 4, pp. 389-403
Persistent link: https://www.econbiz.de/10001198896
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The timing performance of small traders
Chang, Eric Chieh - In: The journal of futures markets 5 (1985) 4, pp. 517-527
Persistent link: https://www.econbiz.de/10001128542
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Cointegration tests of the unbiased expectations hypothesis in metals markets
Krehbiel, Timothy L. - In: The journal of futures markets 13 (1993) 7, pp. 753-763
Persistent link: https://www.econbiz.de/10001152237
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Day of the week effects and commodity price changes
Chang, Eric Chieh - In: The journal of futures markets 8 (1988) 2, pp. 229-241
Persistent link: https://www.econbiz.de/10001048654
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Market volatility and the demand for hedging in stock index futures
Chang, Eric Chieh; Chou, Ray Yeutien; Nelling, Edward F. - In: The journal of futures markets 20 (2000) 2, pp. 105-125
Persistent link: https://www.econbiz.de/10001447452