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Market micicrostructure of FT-SE 100 Index futures : an intraday empirical analysis
Tse, Yiuman - In: The journal of futures markets 19 (1999) 1, pp. 31-58
Persistent link: https://www.econbiz.de/10001377554
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Detecting and modeling changing volatility in the copper futures market
Brackert, Kevin; Smith, Kenneth L. - In: The journal of futures markets 19 (1999) 1, pp. 79 -100
Persistent link: https://www.econbiz.de/10001377599
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A note on estimating the minimum extended Gini hedge ratio
Lien, Donald; Shaffer, David R. - In: The journal of futures markets 19 (1999) 1, pp. 101-113
Persistent link: https://www.econbiz.de/10001377604
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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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Pricing Eurodollar futures options with the Ho and Lee and Black, Derman, and Toy models : an empirical comparison
Mathis, Roswell E.; Bierwag, Gerald O. - In: The journal of futures markets 19 (1999) 3, pp. 291-306
Persistent link: https://www.econbiz.de/10001377950
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The determinants of bid-ask spreads in the foreign exchange futures market : a microstructure analysis
Ding, David K. - In: The journal of futures markets 19 (1999) 3, pp. 307-324
Persistent link: https://www.econbiz.de/10001377955
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Modeling nonlinear dynamics of daily futures price changes
Gao, Andre H.; Wang, George H. K. - In: The journal of futures markets 19 (1999) 3, pp. 325-351
Persistent link: https://www.econbiz.de/10001377991
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Managed commodity funds
Edwards, Franklin R.; Liew, Jimmy - In: The journal of futures markets 19 (1999) 4, pp. 377-411
Persistent link: https://www.econbiz.de/10001378163
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The relative efficiency of commodity futures markets
Kellard, Neil (contributor) - In: The journal of futures markets 19 (1999) 4, pp. 413-432
Persistent link: https://www.econbiz.de/10001378173
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Margin requirements and futures activity : evidence from the soybean and corn markets
Adrangi, Bahram; Chatrath, Arjun - In: The journal of futures markets 19 (1999) 4, pp. 433-455
Persistent link: https://www.econbiz.de/10001378224