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Securitization of assets with payment delay risk : a financial innovation in the real estate market
Ma, Chao; Zhang, Hao; Zhao, Hongbiao - In: The journal of futures markets 43 (2023) 4, pp. 480-515
Persistent link: https://www.econbiz.de/10014293126
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Estimation and forecasting of stock volatility with range-based estimators
Vipul, Joshy Jacob - In: The journal of futures markets 28 (2008) 6, pp. 561-581
Persistent link: https://www.econbiz.de/10003715011
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Interdealer inference and price discovery
Huang, Tzu-man; Locke, Peter R. - In: The journal of futures markets 28 (2008) 2, pp. 131-154
Persistent link: https://www.econbiz.de/10003647689
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The specification of GARCH models with stochastic covariates
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: The journal of futures markets 28 (2008) 10, pp. 911-934
Persistent link: https://www.econbiz.de/10003769888
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The limits to stock index arbitrage : examining S&P 500 futures and SPDRS
Richie, Nivine; Daigler, Robert T.; Gleason, Kimberly - In: The journal of futures markets 28 (2008) 12, pp. 1182-1205
Persistent link: https://www.econbiz.de/10003773148
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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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Determinants of the relative price impact of unanticipated information in US macroeconomic releases
Hess, Dieter - In: The journal of futures markets 24 (2004) 7, pp. 609-629
Persistent link: https://www.econbiz.de/10002108770
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Holy mad cow! : Facts or (mis)perceptions : a clinical study
Tse, Yiuman; Hackard, James C. - In: The journal of futures markets 26 (2006) 4, pp. 315-341
Persistent link: https://www.econbiz.de/10003304073
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An empirical analysis of commodity pricing
Heaney, Richard A. - In: The journal of futures markets 26 (2006) 4, pp. 391-415
Persistent link: https://www.econbiz.de/10003304090
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The impact of skewness in the hedging decision
Gilbert, Scott; Jones, Samuel Kyle; Morris, Gay Hatfield - In: The journal of futures markets 26 (2006) 5, pp. 503-520
Persistent link: https://www.econbiz.de/10003309343