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The soybean crush spread : empirical evidence and trading strategies
Simon, David P. - In: The journal of futures markets 19 (1999) 3, pp. 271-289
Persistent link: https://www.econbiz.de/10001377831
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Option price behavior in grain futures markets
Wilson, William W. - In: The journal of futures markets 8 (1988) 1, pp. 47-65
Persistent link: https://www.econbiz.de/10001134571
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Information content of volatilities implied by option premiums in grain futures markets
Wilson, William W. - In: The journal of futures markets 10 (1990) 1, pp. 13-27
Persistent link: https://www.econbiz.de/10001128110
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Memory in interest rate futures
Fung, Hung-gay - In: The journal of futures markets 13 (1993) 8, pp. 865-872
Persistent link: https://www.econbiz.de/10001158685
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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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Implied volatility asymmetries in treasury bond futures options
Simon, David P. - In: The journal of futures markets 17 (1997) 8, pp. 873-885
Persistent link: https://www.econbiz.de/10001232840
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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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S&P futures returns and contrary sentiment indicators
Simon, David P.; Wiggins, Roy A. - In: The journal of futures markets 21 (2001) 5, pp. 447-462
Persistent link: https://www.econbiz.de/10001603195
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Volatility, global information, and market consitions : a study in futures markets
Fung, Hung-gay; Patterson, Gary A. - In: The journal of futures markets 21 (2001) 2, pp. 173-196
Persistent link: https://www.econbiz.de/10001542995