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Corporate usage of financial derivatives, information asymmetry, and insider trading
Nguyen, Hoa; Faff, Robert W.; Hodgson, Allan - In: The journal of futures markets 30 (2010) 1, pp. 25-47
Persistent link: https://www.econbiz.de/10003962220
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Do futures-based strategies enhance dynamic portfolio insurance?
Do, Binh; Faff, Robert W. - In: The journal of futures markets 24 (2004) 6, pp. 591-608
Persistent link: https://www.econbiz.de/10002059400
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New insights into the impact of the introduction of futures trading on stock price volatility
McKenzie, Michael D.; Brailsford, Timothy J.; Faff, … - In: The journal of futures markets 21 (2001) 3, pp. 237-255
Persistent link: https://www.econbiz.de/10001556709
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Nonlinear limits to arbitrage
Chen, Jingzhi; Cai, Charlie X.; Faff, Robert W.; Shin, … - In: The journal of futures markets 42 (2022) 6, pp. 1084-1113
Persistent link: https://www.econbiz.de/10013287917
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New Insights into the Impact of the Introduction of Futures Trading on Stock Price Volatility
McKenzie, Michael D.; Brailsford, Timothy J.; Faff, … - In: The journal of futures markets 21 (2001) 3, pp. 237-256
Persistent link: https://www.econbiz.de/10006834311
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Do futures-based strategies enhance dynamic portfolio insurance?
Do, Binh Huu; Faff, Robert W. - In: The journal of futures markets 24 (2004) 6, pp. 591
Persistent link: https://www.econbiz.de/10006818046