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The pricing of minicipal bond index futures
Hamilton, Thomas R. - In: The journal of futures markets 14 (1994) 5, pp. 575-596
Persistent link: https://www.econbiz.de/10001169816
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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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Using futures to improve Treasury bill portfolio performance
MacDonald, S. Scott - In: The journal of futures markets 8 (1988) 2, pp. 167-184
Persistent link: https://www.econbiz.de/10001048665
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The impact of market-specific public information on return variance in an illiquid market
Christie-David, Rohan - In: The journal of futures markets 17 (1997) 8, pp. 887-908
Persistent link: https://www.econbiz.de/10001232839
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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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Cash-and-carry trading and the pricing of treasury bill futures
Kawaller, Ira G. - In: The journal of futures markets 4 (1984) 2, pp. 115-123
Persistent link: https://www.econbiz.de/10001083006
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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