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Undated futures markets
Gehr, Adam K. - In: The journal of futures markets 8 (1988) 1, pp. 89-97
Persistent link: https://www.econbiz.de/10001134568
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The relative efficiency of the gold and Treasury bill futures markets
Monroe, Margaret A. - In: The journal of futures markets 6 (1986) 3, pp. 477-493
Persistent link: https://www.econbiz.de/10001135408
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A further investigation of the day-of-the-week effect in the gold market
Ma, Christopher K. - In: The journal of futures markets 6 (1986) 3, pp. 409-419
Persistent link: https://www.econbiz.de/10001135424
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Put-call-futures parity and arbitrage opportunity in the market for options on gold futures contracts
Followill, Richard A. - In: The journal of futures markets 10 (1990) 4, pp. 339-352
Persistent link: https://www.econbiz.de/10001128014
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South African political unrest, oil prices, and the time varying risk premium in the gold futures market
Melvin, Michael - In: The journal of futures markets 10 (1990) 2, pp. 103-111
Persistent link: https://www.econbiz.de/10001128104
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The distribution of gold futures spreads
Poitras, Geoffrey - In: The journal of futures markets 10 (1990) 6, pp. 643-659
Persistent link: https://www.econbiz.de/10001095873
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Arbitrage opportunities in metal futures markets
Ma, Christopher K. - In: The journal of futures markets 8 (1988) 2, pp. 199-209
Persistent link: https://www.econbiz.de/10001048656
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Forecasting S&P and gold futures prices : an application of neural networks
Grudnitski, Gary - In: The journal of futures markets 13 (1993) 6, pp. 631-643
Persistent link: https://www.econbiz.de/10001149384
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Evidence on the effect of information and noise trading on intraday gold futures returns
Lauterbach, Beni - In: The journal of futures markets 9 (1989) 4, pp. 297-305
Persistent link: https://www.econbiz.de/10001149531
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Golden turtle tracks : in search of unexploited profits in gold spreads
Poitras, Geoffrey - In: The journal of futures markets 7 (1987) 4, pp. 397-412
Persistent link: https://www.econbiz.de/10001149585