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A Fed focused on price stability: the benefits of a single target

Kliesen, Kevin L. - In: The Regional Economist (1995) Apr, pp. 10-11

Persistent link: https://www.econbiz.de/10005717621

The impact of electronic trading on bid-ask spreads : evidence from futures markets in Hong Kong, London, and Sydney

Aitken, Michael J.; Frino, Alex; Hill, Amelia M.; … - In: The journal of futures markets 24 (2004) 7, pp. 675-696

Persistent link: https://www.econbiz.de/10002108815

Return autocorrelations on individual stocks and corresponding futures : evidence from Australian, Hong Kong, and United Kingdom markets

Lien, Da-hsiang Donald; Li, Yang - In: Review of Pacific Basin financial markets and policies 7 (2004) 3, pp. 397-422

Persistent link: https://www.econbiz.de/10002229060

Taxation of equity derivatives and structured products

Rumble, Tony - 2003

Persistent link: https://www.econbiz.de/10001699945

Backward to the future : a test of three futures markets

Allen, David E. (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001488573

Empirical testing of the Samuelson hypothesis : an application to futures markets in Australia, Singapore and the UK

Allen, David E. (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001516104

Law of derivatives : an international comparison

1995

Persistent link: https://www.econbiz.de/10000983327

Taxation of Equity Derivatives and Structured Products

Rumble, Tony; Amin, Mohammed; Kleinbard, Edward D. - 2003

The taxation of equity derivatives and structured products is analyzed in detail by Tony Rumble and his contributors, Mohammed Amin and Ed Kleinbard. The book covers the financial and tax technical analysis of issues relating to equity derivatives and structured products. Part 1 examines the...

Persistent link: https://www.econbiz.de/10011612261

The information content of cross-sectional volatility for future market volatility : evidence from Australian equity returns

Rahman, Md. Arifur - University of Western Sydney; University of Western Sydney - 2007

This paper presents research into the information content of firm-level and industry-level cross-sectional volatility (CSV) of daily equity returns for future market-level volatility in Australia. Using a conditional volatility framework that allows for commonly observed excess kurtosis in asset...

Persistent link: https://www.econbiz.de/10009481991

Systematic risk factors in Australian security pricing

Kazi, Mazharul Haque - University of Western Sydney; College of Law and Business; … - 2004

prices. It would not be over emphasizing to state that, now the stock market is shedding value, it is having a tremendous …

Persistent link: https://www.econbiz.de/10009482133

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