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The information content of price limit moves
Belcher, Larry; Ma, Christopher K.; Mallett, James E. - In: International journal of business 8 (2003) 2, pp. 121-148
Persistent link: https://www.econbiz.de/10001767457
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Futures price limit moves as options
Holder, Mark E.; Ma, Christopher K.; Mallett, James E. - In: The journal of futures markets 22 (2002) 9, pp. 901-913
Persistent link: https://www.econbiz.de/10001696743
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A comparative analysis of price dependence in the spot and futures markets
Rao, Ramesh P. - In: Advances in futures and options research : a research annual 5 (1991), pp. 267-278
Persistent link: https://www.econbiz.de/10001123283
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Testing rationality in futures markets
Ma, Christopher K. - In: The journal of futures markets 10 (1990) 2, pp. 137-152
Persistent link: https://www.econbiz.de/10001128101
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Market characteristics, option trading, and volatility of the underlying stock
Ma, Christopher K. - In: Advances in futures and options research : a research annual 1 (1986), pp. 193-200
Persistent link: https://www.econbiz.de/10001339365
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Volatility, price resolution, and the effectiveness of price limits
Ma, Christopher K. - In: Journal of financial services research : JFSR 3 (1989) 2, pp. 165-199
Persistent link: https://www.econbiz.de/10001092930