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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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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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Quantifying heterogeneous expectations in speculative markets
Frechette, Darren L. - In: Progress in economics research 2 (2002), pp. 23-39
Persistent link: https://www.econbiz.de/10003742396
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Testing the martingale hypothesis for futures prices : implications for hedgers
De Ville de Goyet, Cédric; Dhaene, Geert; Sercu, Piet - In: The journal of futures markets 28 (2008) 11, pp. 1040-1065
Persistent link: https://www.econbiz.de/10003769967
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Detecting manipulation in futures markets : the Ferruzzi soybean episode
Pirrong, Craig - In: American law and economics review : the journal of the … 6 (2004) 1, pp. 28-71
Persistent link: https://www.econbiz.de/10001998897
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Effect of derivative accounting rules on corporate risk-management behavior
Zhang, Haiwen - In: Journal of accounting & economics 47 (2009) 3, pp. 244-264
Persistent link: https://www.econbiz.de/10003861714
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Do asset prices reflect fudamentals? : freshly squeezed evidence from the OJ market
Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; … - In: Journal of financial economics 83 (2007) 2, pp. 397-412
Persistent link: https://www.econbiz.de/10003425461
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Gold and oil futures markets : are markets efficient?
Narayan, Paresh Kumar; Narayan, Seema; Zheng, Xinwei - 2010
Persistent link: https://www.econbiz.de/10008665179
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Cojumpinge Evidence from the US Treasury bond and futures markets
Dungey, Mardi H.; Hvozdyk, Lyudmyla - 2010
Persistent link: https://www.econbiz.de/10008668687
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Cojumping : evidence from the US Treasury bond and futures markets
Dungey, Mardi H.; Hvozdyk, Lyudmyla - 2010
Persistent link: https://www.econbiz.de/10008698082