Narrow search
Showing 1 - 10 of 21
Cover Image
Market liquidity and trader welfare in multiple dealer markets : evidence from dual trading restrictions
Locke, Peter R.; Sarkar, Asani; Wu, Lifan - 1997
Persistent link: https://www.econbiz.de/10001361945
Cover Image
Do circuit breakers moderate volatility? : Evidence from October 1989
Kuhn, Betsey Ann Epstein - In: Review of futures markets 10 (1992) 1, pp. 136-175
Persistent link: https://www.econbiz.de/10001132150
Cover Image
Intra-day futures price volatility : information effects and variance persistence
Locke, Peter R. - In: Journal of applied econometrics 8 (1993) 1, pp. 15-30
Persistent link: https://www.econbiz.de/10001139587
Cover Image
Scalper behavior in futures markets : an empirical examination
Kuserk, Gregory J. - In: The journal of futures markets 13 (1993) 4, pp. 409-431
Persistent link: https://www.econbiz.de/10001145980
Cover Image
The performance and market impact of dual trading : CME rule 552
Chang, Eric Chieh - In: Journal of financial intermediation 5 (1996) 1, pp. 23-48
Persistent link: https://www.econbiz.de/10001202091
Cover Image
Market making with price limits
Kuserk, Gregory J. - In: The journal of futures markets 16 (1996) 6, pp. 677-696
Persistent link: https://www.econbiz.de/10001206956
Cover Image
The Chicago loop tunnel flood : cash pricing and activity
Kuserk, Gregory J. - In: Review of futures markets 13 (1994) 1, pp. 115-145
Persistent link: https://www.econbiz.de/10001183975
Cover Image
The effect of CME Rule 552 on dual traders
Chang, Eric Chieh - In: The journal of futures markets 14 (1994) 4, pp. 493-510
Persistent link: https://www.econbiz.de/10001169789
Cover Image
Standard & Poor's 500 Index futures volatility and price changes around the New York Stock Exchange close
Chang, Eric Chieh - In: The journal of business : B 68 (1995) 1, pp. 61-84
Persistent link: https://www.econbiz.de/10001177499
Cover Image
Index arbitrage and nonlinear dynamics between the S&P 500 futures and cash
Dwyer, Gerald P. <jun.> - In: The review of financial studies 9 (1996) 1, pp. 301-332
Persistent link: https://www.econbiz.de/10001198903