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The behavior of "false" futures prises
Webb, Robert I. - In: The journal of futures markets 11 (1991) 6, pp. 651-668
Persistent link: https://www.econbiz.de/10001116063
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Futures trading in less 'noisy' markets
Webb, Robert I. - In: Japan and the world economy : international journal of … 7 (1995) 2, pp. 155-173
Persistent link: https://www.econbiz.de/10001185780
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Continuously traded options on discretely traded commodity futures contracts
Webb, Robert I.; Iwata, Gyoichi; Fujiwara, Koichi; … - In: The journal of futures markets 17 (1997) 6, pp. 633-666
Persistent link: https://www.econbiz.de/10001228028
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Information dissemination uncertainty the continuity of trading and the structure of international futures markets
Marsh, Terry A.; Webb, Robert I. - In: Review of research in futures markets : publ. three … 2 (1983) 1, pp. 36-71
Persistent link: https://www.econbiz.de/10002439273
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Arbitrage, cointegration, and the joint dynamics of prices across discrete commodity futures auctions
Low, Aaron; Muthuswamy, Jayaram; Webb, Robert I. - In: The journal of futures markets 19 (1999) 7, pp. 799-815
Persistent link: https://www.econbiz.de/10001443356