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Optimal commodity hedging within the capital asset pricing model
Bond, Gary E. - In: The journal of futures markets 6 (1986) 3, pp. 421-431
Persistent link: https://www.econbiz.de/10001135423
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Price discovery and investor structure in stock index futures
Bohl, Martin T.; Salm, Christian; Schuppli, Michael - In: The journal of futures markets 31 (2011) 3, pp. 282-306
Persistent link: https://www.econbiz.de/10008908398
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Do individual index futures investors destabilize the underlying spot market?
Bohl, Martin T.; Salm, Christian; Wilfling, Bernd - In: The journal of futures markets 31 (2011) 1, pp. 81-101
Persistent link: https://www.econbiz.de/10008908410
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Spot market volatility and futures trading : the pitfalls of using a dummy variable approach
Bohl, Martin T.; Diesteldorf, Jeanne; Salm, Christian; … - In: The journal of futures markets 36 (2016) 1, pp. 30-45
Persistent link: https://www.econbiz.de/10011567524
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Price discovery in thinly traded futures markets : how thin is too thin?
Adämmer, Philipp; Bohl, Martin T.; Gross, Christian - In: The journal of futures markets 36 (2016) 9, pp. 851-869
Persistent link: https://www.econbiz.de/10011568641