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Special issue from the 1st symposium on the financial econometrics of derivative securities and markets

Webb, Robert I. (contributor) - Symposium on the Financial Econometrics of Derivative … - In: The journal of futures markets 33 (2013) 11, pp. 994-1070

Persistent link: https://www.econbiz.de/10010255107

Cross-market correlations and transmission of information

Darbar, Salim M.; Deb, Partha - In: The journal of futures markets 22 (2002) 11, pp. 1059-1082

Persistent link: https://www.econbiz.de/10001713576

The impact of electronic trading on bid-ask spreads : evidence from futures markets in Hong Kong, London, and Sydney

Aitken, Michael J.; Frino, Alex; Hill, Amelia M.; … - In: The journal of futures markets 24 (2004) 7, pp. 675-696

Persistent link: https://www.econbiz.de/10002108815

Fractional versus decimal pricing : evidence from the UK long gilt futures market

Ap Gwilym, Owain; McManus, Ian; Thomas, Stephen D. - In: The journal of futures markets 25 (2005) 5, pp. 419-442

Persistent link: https://www.econbiz.de/10002811523

Information and noise in U.K. futures markets

Holmes, Philip; Tomsett, Mark - In: The journal of futures markets 24 (2004) 8, pp. 711-731

Persistent link: https://www.econbiz.de/10002138805

A study of abitrage efficiency between the FTSE-100 Index futures and options contracts

Draper, Paul R.; Fung, Joseph K. W. - In: The journal of futures markets 22 (2002) 1, pp. 31-58

Persistent link: https://www.econbiz.de/10001646594

Nonlinear dynamics in high-frequency intraday financial data : evidence for the UK long gilt futures market

McMillan, David G.; Speight, Alan E. H. - In: The journal of futures markets 22 (2002) 11, pp. 1037-1057

Persistent link: https://www.econbiz.de/10001713575

Scheduled announcements and volatility patterns : the effects of Monetary Policy Committee announcements on LIBOR and Short Sterling futures and options

Sun, Peng; Sutcliffe, Charles M. S. - In: The journal of futures markets 23 (2002) 8, pp. 773-797

Persistent link: https://www.econbiz.de/10001780631

Robust estimation of the optimal hedge ratio

Harris, Richard D. F.; Shen, Jian - In: The journal of futures markets 23 (2002) 8, pp. 799-816

Persistent link: https://www.econbiz.de/10001780635

Minimum capital requirement calculations for UK futures

Cotter, John - In: The journal of futures markets 24 (2004) 2, pp. 193-220

Persistent link: https://www.econbiz.de/10001905059

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