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The "weekend effect" for stock indexes and stock index futures : dividend and interest rate effects
Phillips-Patrick, Frederick J. - In: The journal of futures markets 8 (1988) 1, pp. 115-121
Persistent link: https://www.econbiz.de/10001134567
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International trading - nontrading time effects on risk estimation in futures markets
Hill, Joanne M. - In: The journal of futures markets 10 (1990) 4, pp. 407-423
Persistent link: https://www.econbiz.de/10001128007
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Survivor bias in commodity trading advisor performance
Schneeweis, Thomas - In: The journal of futures markets 16 (1996) 7, pp. 757-772
Persistent link: https://www.econbiz.de/10001205864
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Informational content in historical CTA performance
McCarthy, David J. - In: The journal of futures markets 17 (1997) 3, pp. 317-339
Persistent link: https://www.econbiz.de/10001221314
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A note on the hedging effectiveness of foreign currency futures
Hill, Joanne M. - In: The journal of futures markets 1 (1981) 4, pp. 659-664
Persistent link: https://www.econbiz.de/10001081050
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Hedging performance of GNMA futures under rising and falling interest rates
Hill, Joanne M. - In: The journal of futures markets 3 (1983) 4, pp. 403-413
Persistent link: https://www.econbiz.de/10001085129
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Alternative commodity trading vehicles : a performance analysis
Schneeweis, Thomas - In: The journal of futures markets 11 (1991) 4, pp. 475-490
Persistent link: https://www.econbiz.de/10001109934
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Intraday volatility in interest-rate and foreign-exchange markets : ARCH, announcement, and seasonality effects
Ederington, Louis H.; Lee, Jae-ha - In: The journal of futures markets 21 (2001) 6, pp. 517-552
Persistent link: https://www.econbiz.de/10001579721
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Forecasting volatility
Ederington, Louis H.; Guan, Wei - In: The journal of futures markets 25 (2005) 5, pp. 465-490
Persistent link: https://www.econbiz.de/10002811542
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Volatility trade design
Chaput, J. Scott; Ederington, Louis H. - In: The journal of futures markets 25 (2005) 3, pp. 243-279
Persistent link: https://www.econbiz.de/10002647703