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The pricing and performance of stock index futures spreads
Billingsley, Randall S. - In: The journal of futures markets 8 (1988) 3, pp. 303-318
Persistent link: https://www.econbiz.de/10001134562
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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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Risk and return in cattle and hog futures
Elam, Emmett - In: The journal of futures markets 8 (1988) 1, pp. 79-87
Persistent link: https://www.econbiz.de/10001134569
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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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A note on agricultural options and the variance of futures prices
Milonas, Nikolaos T. - In: The journal of futures markets 6 (1986) 4, pp. 671-676
Persistent link: https://www.econbiz.de/10001135344
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The joint effect of housing start and inflation announcements on GNMA futures prices
Bhattacharya, Anand K. - In: The journal of futures markets 6 (1986) 4, pp. 645-657
Persistent link: https://www.econbiz.de/10001135345
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On the informational role of Treasury bill futures
Hegde, Shantaram P. - In: The journal of futures markets 6 (1986) 4, pp. 629-643
Persistent link: https://www.econbiz.de/10001135346
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A theoretical analysis of the volatility premium in the dollar index contract
Redfield, Corey B. - In: The journal of futures markets 6 (1986) 4, pp. 619-627
Persistent link: https://www.econbiz.de/10001135347
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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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Asymmetric arbitrage in futures markets : an empirical study
Lien, Da-hsiang Donald - In: The journal of futures markets 6 (1986) 4, pp. 575-591
Persistent link: https://www.econbiz.de/10001135350