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The effect of futures trading on the stability of Standard and Poor 500 returns
Kamara, Avraham - In: The journal of futures markets 12 (1992) 6, pp. 645-658
Persistent link: https://www.econbiz.de/10001133906
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Bid-ask spreads in financial futures
Laux, Paul A. - In: The journal of futures markets 12 (1992) 6, pp. 621-634
Persistent link: https://www.econbiz.de/10001133908
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Extreme price movements and margin levels in futures markets
Edwards, Franklin R. - In: The journal of futures markets 8 (1988) 6, pp. 639-655
Persistent link: https://www.econbiz.de/10001134534
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Futures trading and cash market volatility : stock index and interest rate futures
Edwards, Franklin R. - In: The journal of futures markets 8 (1988) 4, pp. 421-439
Persistent link: https://www.econbiz.de/10001134552
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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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Option price behavior in grain futures markets
Wilson, William W. - In: The journal of futures markets 8 (1988) 1, pp. 47-65
Persistent link: https://www.econbiz.de/10001134571
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Options on futures contracts : a comparison of European and American pricing models
Shastri, Kuldeep - In: The journal of futures markets 6 (1986) 4, pp. 593-618
Persistent link: https://www.econbiz.de/10001135348
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The daily distribution of changes in the price of stock index futures
Dyl, Edward A. - In: The journal of futures markets 6 (1986) 4, pp. 513-521
Persistent link: https://www.econbiz.de/10001135354
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Price variability and the maturity effect in futures markets
Milonas, Nikolaos T. - In: The journal of futures markets 6 (1986) 3, pp. 443-460
Persistent link: https://www.econbiz.de/10001135422
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The informational content of the interday price change with respect to stock index futures
Maberly, Edwin D. - In: The journal of futures markets 6 (1986) 3, pp. 385-395
Persistent link: https://www.econbiz.de/10001135427