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An empirical analysis of efficiency of derivative cotton contract : an ARDL approach
Kumar, Sachin - In: International journal of trade and global markets 17 (2023) 2, pp. 109-119
Persistent link: https://www.econbiz.de/10014287214
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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric; Crouhy, Michel; Schlesinger, Harris - 1994
Persistent link: https://www.econbiz.de/10000888572
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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric; Crouhy, Michel; Schlesinger, Harris - 1992 - Rev
Persistent link: https://www.econbiz.de/10000855925
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Order placement strategy of informed investors : limit orders and market impact
Angel, James Joseph - 1991
Persistent link: https://www.econbiz.de/10000869050
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Volume determination in stock and stock index futures markets : an analysis of arbitrage and volatility effects
Merrick, John J. - 1987
Persistent link: https://www.econbiz.de/10000741962
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A further examination of the relationship between forward and futures contracts
Ha, Tae-hyung - 1992
Persistent link: https://www.econbiz.de/10000876916
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Market efficiency and index option pricing : an empirical study based on the Swiss financial market
Chesney, Marc (contributor) - 1992
Persistent link: https://www.econbiz.de/10000137888
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The pricing of index options when interest rates are stochastic : an empirical test
Rindell, Krister - 1993
Persistent link: https://www.econbiz.de/10000147085
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Trading volume, open interest, and price volatility on the LIFFE cocoa market
Gilbert, Christopher L. - 1997
Persistent link: https://www.econbiz.de/10000654030