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Is there a term structure of futures volatilities? : Reevaluating the Samuelson hypothesis
Bessembinder, Hendrik; Coughenour, Jay F.; Seguin, Paul John - In: The journal of derivatives : the official publication … 4 (1996) 2, pp. 45-58
Persistent link: https://www.econbiz.de/10001214072
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An empirical examination of information, differences of opinion, and trading activity
Bessembinder, Hendrik - In: Journal of financial economics 40 (1996) 1, pp. 105-134
Persistent link: https://www.econbiz.de/10001192319
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Price volatility, trading volume, and market depth : evidence from futures markets
Bessembinder, Hendrik - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 1, pp. 21-39
Persistent link: https://www.econbiz.de/10001149612
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Futures-trading activity and stock price volatility
Bessembinder, Hendrik - In: The journal of finance : the journal of the American … 47 (1992) 5, pp. 2015-2034
Persistent link: https://www.econbiz.de/10001138516
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Treasury Bill pricing in the spot and futures markets
Capozza, Dennis R. - In: Interest rate futures : concepts and issues, (pp. 175-190). 1982
Persistent link: https://www.econbiz.de/10001258097