Similar Search Results

Holder, Mark E.; Ma, Christopher K.; Mallett, James E. - In: Journal of Futures Markets 22 (2002) 9, pp. 901-913

This note demonstrates that an asset's price in an environment with price limit rules can be replicated by the price of a portfolio consisting of a riskless asset and two synthetic options. A procedure is developed to unbundle the unobservable option values imbedded in the actual futures price...

Persistent link: https://www.econbiz.de/10011198197

Statistical Modeling and Analysis for Robust Synthesis of Nanostructures

Dasgupta, Tirthankar; Ma, Christopher; Joseph, V. Roshan; … - In: Journal of the American Statistical Association 103 (2008) June, pp. 594-603

Persistent link: https://www.econbiz.de/10005532685

A twist on the Monday effect in stock prices: Evidence from the U.S. and foreign stock markets

Jaffe, Jeffrey F.; Westerfield, Randolph; Ma, Christopher - In: Journal of Banking & Finance 13 (1989) 4-5, pp. 641-650

Persistent link: https://www.econbiz.de/10005201433

Effects of expected cash and futures prices on hedging and production: Comments and extensions

Dalal, Ardeshir J.; Arshanapalli, Bala G. - In: Journal of Futures Markets 9 (1989) 4, pp. 337-345

Persistent link: https://www.econbiz.de/10011197919

Optimal hedging under output price uncertainty

Arshanapalli, Bala G.; Gupta, Omprakash K. - In: European Journal of Operational Research 95 (1996) 3, pp. 522-536

Persistent link: https://www.econbiz.de/10005236774

Spreading between the Gold and Silver Markets: Is There a Parity?

Ma, Christopher K. - In: Journal of Futures Markets 5 (1985) 4, pp. 579-594

Persistent link: https://www.econbiz.de/10011197046

Testing unbiasedness in futures markets: A clarification

Hein, Scott E.; Ma, Christopher K.; MacDonald, S. Scott - In: Journal of Futures Markets 10 (1990) 5, pp. 555-562

Persistent link: https://www.econbiz.de/10011197121

Dependence in commodity prices

Peterson, Richard L.; Ma, Christopher K.; Ritchey, Robert J. - In: Journal of Futures Markets 12 (1992) 4, pp. 429-446

Persistent link: https://www.econbiz.de/10011197173

The daily effect in the gold market: A reply

Ma, Christopher K.; Wong, G. Wenchi; Maberly, Edwin D. - In: Journal of Futures Markets 9 (1989) 2, pp. 175-177

Persistent link: https://www.econbiz.de/10011197415

Limit moves and price resolution: A reply

Ma, Christopher K.; Rao, Ramesh P.; Sears, R. Stephen - In: Journal of Futures Markets 12 (1992) 3, pp. 361-363

Persistent link: https://www.econbiz.de/10011197450