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Price discovery and cointegration for live hogs
Schroeder, Ted C. - In: The journal of futures markets 11 (1991) 6, pp. 685-696
Persistent link: https://www.econbiz.de/10001116058
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Dynamic efficiency and price leadership in stock index cash and futures markets
Schwarz, Thomas V. - In: The journal of futures markets 11 (1991) 6, pp. 669-683
Persistent link: https://www.econbiz.de/10001116060
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Effect of institutional realities on dynamic hedging performance for a grain producer
Martinez, Stephen W. - In: The journal of futures markets 12 (1992) 2, pp. 237-251
Persistent link: https://www.econbiz.de/10001124215
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Two-step testing procedure for price discovery role of futures prices
Quan, Jing - In: The journal of futures markets 12 (1992) 2, pp. 139-149
Persistent link: https://www.econbiz.de/10001124224
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Dividends and S&P 100 index option valuation
Harvey, Campbell R. - In: The journal of futures markets 12 (1992) 2, pp. 123-137
Persistent link: https://www.econbiz.de/10001124225
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Optimal futures positions for life insurance companies
Rahman, Hamid - In: The journal of futures markets 12 (1992) 1, pp. 105-115
Persistent link: https://www.econbiz.de/10001124724
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A redetermination of hedging strategies using foreign currency futures contracts and forward markets
Herbst, Anthony F. - In: The journal of futures markets 12 (1992) 1, pp. 93-104
Persistent link: https://www.econbiz.de/10001124726
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Is normal backwardation normal?
Kolb, Robert W. - In: The journal of futures markets 12 (1992) 1, pp. 75-91
Persistent link: https://www.econbiz.de/10001124727
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Supplementary information and Markov processes in soybean futures trading
Turner, Steven C. - In: The journal of futures markets 12 (1992) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10001124728
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Minimum variance hedge ratios for stock index futures : duration and expiration effects
Lindahl, Mary - In: The journal of futures markets 12 (1992) 1, pp. 33-53
Persistent link: https://www.econbiz.de/10001124729