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Optimal hedging under nonlinear borrowing cost, progressive tax rates, and liquidity constraints
Arias, Joaquín; Brorsen, B. Wade; Harri, Ardian - In: The journal of futures markets 20 (2000) 4, pp. 375-396
Persistent link: https://www.econbiz.de/10001485234
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Volume-volatility relationships for crude oil futures markets
Foster, Andrew J. - In: The journal of futures markets 15 (1995) 8, pp. 929-951
Persistent link: https://www.econbiz.de/10001190833
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An empirical analysis of thrift futures market activity
Murphy, J. A. - In: The journal of futures markets 11 (1991) 4, pp. 491-503
Persistent link: https://www.econbiz.de/10001109933
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Option-based evidence of the nonstationarity of expected S&P 500 futures price distributions
Sherrick, Bruce J. - In: The journal of futures markets 12 (1992) 3, pp. 275-290
Persistent link: https://www.econbiz.de/10001125676
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Lever up! : an analysis of options trading in leveraged ETFs
Gilstrap, Collin; Petkevich, Alex; Teterin, Pavel; … - In: The journal of futures markets 44 (2024) 6, pp. 986-1002
Persistent link: https://www.econbiz.de/10014536712
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Informed trading around merger and acquisition announcements : evidence from the UK equity and options markets
Spyrou, Spyros I.; Tsekrekos, Andrianos; Siougle, Georgia - In: The journal of futures markets 31 (2011) 8, pp. 703-726
Persistent link: https://www.econbiz.de/10009157440
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Testing index futures market efficiency using price differences : a critical analysis
Yadav, Pradeep - In: The journal of futures markets 11 (1991) 2, pp. 239-252
Persistent link: https://www.econbiz.de/10001102717
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Stock index futures arbitrage : international evidence
Yadav, Pradeep - In: The journal of futures markets 10 (1990) 6, pp. 573-603
Persistent link: https://www.econbiz.de/10001095879
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A multicommodity model of futures prices : using futures prices of one commodity to estimate the stochastic process of another
Cortazar, Gonzalo; Milla, Carlos; Severino, Felipe - In: The journal of futures markets 28 (2008) 6, pp. 537-560
Persistent link: https://www.econbiz.de/10003715005
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An analysis of the failed muncipal bond and note futures contracts
Cusatis, Patrick James - In: The journal of futures markets 28 (2008) 7, pp. 656-679
Persistent link: https://www.econbiz.de/10003715118