Narrow search
Showing 1 - 10 of 10
Cover Image
Empirical performance of alternative pricing models of currency options
Sarwar, Ghulam; Krehbiel, Timothy L. - In: The journal of futures markets 20 (2000) 3, pp. 265-291
Persistent link: https://www.econbiz.de/10001485242
Cover Image
Does the S&P 500 futures mispricing series exhibit nonlinear dependence across time?
Vaidyanathan, Ravi - In: The journal of futures markets 12 (1992) 6, pp. 659-677
Persistent link: https://www.econbiz.de/10001133905
Cover Image
Investment analysis by the individual investor
Yunker, James A. - In: The quarterly review of economics and business : … 28 (1988) 4, pp. 90-101
Persistent link: https://www.econbiz.de/10001063152
Cover Image
Cointegration tests of the unbiased expectations hypothesis in metals markets
Krehbiel, Timothy L. - In: The journal of futures markets 13 (1993) 7, pp. 753-763
Persistent link: https://www.econbiz.de/10001152237
Cover Image
Normal backwardation in short-term interest rate futures markets
Krehbiel, Timothy L. - In: The journal of futures markets 16 (1996) 8, pp. 899-913
Persistent link: https://www.econbiz.de/10001209794
Cover Image
Interest rate futures : evidence on forecast power, expected premiums, and the unbiased expectations hypothesis
Krehbiel, Timothy L. - In: The journal of futures markets 14 (1994) 5, pp. 531-543
Persistent link: https://www.econbiz.de/10001169817
Cover Image
Do systematic risk premiums persist in Eurodollar futures prices?
Krehbiel, Timothy L. - In: The journal of futures markets 16 (1996) 4, pp. 389-403
Persistent link: https://www.econbiz.de/10001198896
Cover Image
Price risk in the NYMEX energy complex : an extreme value approach
Krehbiel, Timothy L.; Adkins, Lee Chester - In: The journal of futures markets 25 (2005) 4, pp. 309-337
Persistent link: https://www.econbiz.de/10002647763
Cover Image
Impacts of tick size reduction on transaction costs
Wu, Yu; Krehbiel, Timothy L.; Brorsen, B. Wade - In: International journal of economics and finance 3 (2011) 6, pp. 57-78
Persistent link: https://www.econbiz.de/10009531755
Cover Image
Impacts of stock splits on transaction costs under different tick size regimes
Wu, Yu; Krehbiel, Timothy L.; Brorsen, B. Wade - In: Applied economics letters 18 (2011) 7/9, pp. 729-733
Persistent link: https://www.econbiz.de/10009230907