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The impact of time duration between trades on the price of treasury note futures contracts

Holder, Mark E.; Qi, Min; Sinha, Amit K. - In: The journal of futures markets 24 (2004) 10, pp. 965-980

Persistent link: https://www.econbiz.de/10002190264

Nonlinear predictability of stock returns using financial and economic variables

Qi, Min - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 4, pp. 419-429

Persistent link: https://www.econbiz.de/10001412850

Can exchange seat prices predict financial market volatility?

You, Taewoo; Holder, Mark E. - In: The journal of futures markets 28 (2008) 12, pp. 1206-1221

Persistent link: https://www.econbiz.de/10003773149

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

Long-Run Performance Following Quality Management Certification

Ferreira, Eurico J. - 2009

Public firms that seek and successfully receive ertification of quality management, type ISO 9000, seem to experience different post-announcement share-price drifts depending on their size. This result is not consistent with the notion that companies seeking to implement a quality management...

Persistent link: https://www.econbiz.de/10013153188