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The journal of futures markets
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255
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98
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ECONIS (ZBW)
62
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1
-
10
of
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1
Connectivity costs and price efficiency : an event study
Frino, Alex
;
Kovacevic, Ognjen
;
Mollica, Vito
;
Webb, …
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 296-309
Persistent link: https://www.econbiz.de/10012817888
Saved in:
2
Arbitrage
, contract design, and market structure in Bitcoin futures markets
De Blasis, Riccardo
;
Webb, Alexander
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 492-524
Persistent link: https://www.econbiz.de/10012817947
Saved in:
3
Short selling, unwinding, and mispricing
Kempf, Alexander
- In:
The journal of futures markets
18
(
1998
)
8
,
pp. 903-923
Persistent link: https://www.econbiz.de/10001352413
Saved in:
4
Covered
arbitrage
in foreign exchange markets with forward forward contracts in interest rates : reply
Ghosh, Dilip K.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 121-125
Persistent link: https://www.econbiz.de/10001377610
Saved in:
5
Covered
arbitrage
in foreign exchange markets with forward forward contracts in interest rates : comment
Batlin, Carl A.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 115-120
Persistent link: https://www.econbiz.de/10001377612
Saved in:
6
Cash-futures
arbitrage
and forward-futures spreads in the Treasury bill market
Allen, Linda
- In:
The journal of futures markets
8
(
1988
)
5
,
pp. 563-573
Persistent link: https://www.econbiz.de/10001134540
Saved in:
7
Asymmetric
arbitrage
in futures markets : an empirical study
Lien, Da-hsiang Donald
- In:
The journal of futures markets
6
(
1986
)
4
,
pp. 575-591
Persistent link: https://www.econbiz.de/10001135350
Saved in:
8
Arbitrage
and price behavior of the Nikkei stock index futures
Lim, Kian-Guan
- In:
The journal of futures markets
12
(
1992
)
2
,
pp. 151-161
Persistent link: https://www.econbiz.de/10001124222
Saved in:
9
Premiums on stock index futures : some evidence
Bhatt, Swati
- In:
The journal of futures markets
10
(
1990
)
4
,
pp. 367-375
Persistent link: https://www.econbiz.de/10001128011
Saved in:
10
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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