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~person:"Moser, James T."
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Moser, James T.
Viaene, Jean-Marie
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Is there lif(f)e after DTB? : competitive aspects of cross listed futures contracts on synchronous markets
Kofman, Paul
;
Bouwman, Tony
;
Moser, James T.
-
1993
Persistent link: https://www.econbiz.de/10000892090
Saved in:
2
Stock margins and the conditional probability of price reversals
Kofman, Paul
;
Moser, James T.
-
1993
Persistent link: https://www.econbiz.de/10000892093
Saved in:
3
GARCH effects on a test of cointegration
Franses, Philip Hans
;
Kofman, Paul
;
Moser, James T.
-
1993
Persistent link: https://www.econbiz.de/10000893748
Saved in:
4
Reversing the lead, or a series of unfortunate events? : NYMEX, ICE, and Amaranth
Kofman, Paul
;
Michayluk, David
;
Moser, James T.
- In:
The journal of futures markets
29
(
2009
)
12
,
pp. 1130-1160
Persistent link: https://www.econbiz.de/10003900984
Saved in:
5
Stock margins and the conditional probability of price reversals
Kofman, Paul
;
Moser, James T.
- In:
Economic perspectives
25
(
2001
)
3
,
pp. 2-12
Persistent link: https://www.econbiz.de/10001603014
Saved in:
6
Spreads, information flows and transparency across trading systems
Kofman, Paul
;
Moser, James T.
-
1995
Persistent link: https://www.econbiz.de/10000925251
Saved in:
7
Spreads, information flows and transparency across trading systems
Kofman, Paul
- In:
Applied financial economics
7
(
1997
)
3
,
pp. 281-294
Persistent link: https://www.econbiz.de/10001227553
Saved in:
8
Is there LIF(F)E after DTB?
Kofman, Paul
;
Bouwman, Tony
;
Moser, James T.
-
1994
Persistent link: https://www.econbiz.de/10000912206
Saved in:
9
Stock Margins and the Conditional Probability of Price Reversals
Moser, James T.
-
2006
We study the conditional probability of stock price reversals. The key conditioning variable is the level of margin required. We find that low margin levels are significantly related increased probability of price reversals
Persistent link: https://www.econbiz.de/10012779911
Saved in:
10
Spreads, Information Flows and Transparency Across Trading Systems Federal Reserve Bank of Chicago, Issues in Financial Regulation
Kofman, Paul
-
1999
This paper analyzes the dynamics of price formation for a strictly identical derivatives contract which is traded simultaneously at two competing exchanges. The domestic exchange is situated in the country that issues the underlying instrument. The foreign exchange offers a large international...
Persistent link: https://www.econbiz.de/10012790096
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