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Investor attention and macroeconomic news announcements : evidence from stock index futures
Chen, Jing; Liu, Yu-jane; Luo, Lei; Tang, Ya - In: The journal of futures markets 36 (2016) 3, pp. 240-266
Persistent link: https://www.econbiz.de/10011568206
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Decimalization, ETFs and futures pricing efficiency
Chen, Wei-Peng; Chou, Robin K.; Chung, Huimin - In: The journal of futures markets 29 (2009) 2, pp. 157-178
Persistent link: https://www.econbiz.de/10003831070
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Can exchange seat prices predict financial market volatility?
You, Taewoo; Holder, Mark E. - In: The journal of futures markets 28 (2008) 12, pp. 1206-1221
Persistent link: https://www.econbiz.de/10003773149
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Hedging against price index inflation with futures contracts
Herbst, Anthony F. - In: The journal of futures markets 5 (1985) 4, pp. 489-504
Persistent link: https://www.econbiz.de/10001128544
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Constructing accurate cash settlement indices : the role of index specifications
Cita, John - In: The journal of futures markets 12 (1992) 3, pp. 339-360
Persistent link: https://www.econbiz.de/10001125669
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US futures exchanges as nonprofit entities
Chambers, Scott - In: The journal of futures markets 10 (1990) 1, pp. 79-88
Persistent link: https://www.econbiz.de/10001128106
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Market liquidity and depth on computerized and open outcry trading systems : a comparison of DTB and LIFFE Bund contracts
Pirrong, Craig - In: The journal of futures markets 16 (1996) 5, pp. 519-543
Persistent link: https://www.econbiz.de/10001202901
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Regulatory competition and the efficiency of alternative derivative product margining systems
Kupiec, Paul H. - In: The journal of futures markets 16 (1996) 8, pp. 943-968
Persistent link: https://www.econbiz.de/10001209791
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Crop year influences and variability ot the agricultural futures spreads
Dutt, Hans R. (contributor) - In: The journal of futures markets 17 (1997) 3, pp. 341-367
Persistent link: https://www.econbiz.de/10001221308
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Dual trading and futures market liquidity : an analysis of three Chicago Board of Trade contract markets
Walsh, Michael J. - In: The journal of futures markets 11 (1991) 5, pp. 519-537
Persistent link: https://www.econbiz.de/10001110897