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On the informational role of Treasury bill futures
Hegde, Shantaram P. - In: The journal of futures markets 6 (1986) 4, pp. 629-643
Persistent link: https://www.econbiz.de/10001135346
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Cash settlement when the underlying securities are thinly traded : a case study
Cornell, Bradford - In: The journal of futures markets 17 (1997) 8, pp. 855-871
Persistent link: https://www.econbiz.de/10001232842
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The impact of interest rate level and volatility on the performance of interest rate hedges
Hegde, Shantaram P. - In: The journal of futures markets 2 (1982) 4, pp. 341-356
Persistent link: https://www.econbiz.de/10001080709
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The relationship between volume and price variability in futures markets
Cornell, Bradford - In: The journal of futures markets 1 (1981) 3, pp. 303-316
Persistent link: https://www.econbiz.de/10001081065
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An empirical analysis of arbitrage opportunities in the Treasury bill futures market
Hegde, Shantaram P. - In: The journal of futures markets 5 (1985) 3, pp. 407-424
Persistent link: https://www.econbiz.de/10001128547
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Interest rate volatility, trading volume, and the hedging performance of T-bond and GNMA futures : a note
Hegde, Shantaram P. - In: The journal of futures markets 5 (1985) 2, pp. 273-286
Persistent link: https://www.econbiz.de/10001128562
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Taxes and the pricing of stock index futures : empirical results
Cornell, Bradford - In: The journal of futures markets 5 (1985) 1, pp. 89-101
Persistent link: https://www.econbiz.de/10001128571
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The relationship between volume and price variability in futures markets
Cornell, Bradford - In: The journal of futures markets 20 (2000) 1, pp. 5-18
Persistent link: https://www.econbiz.de/10001447788