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Ma, Christopher K.
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ECONIS (ZBW)
16
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Dependence in commodity prices
Peterson, Richard Lewis
- In:
The journal of futures markets
12
(
1992
)
4
,
pp. 429-446
Persistent link: https://www.econbiz.de/10001128525
Saved in:
5
Trading noise, adverse selection, and intraday bid-ask spreads in futures markets
Ma, Christopher K.
- In:
The journal of futures markets
12
(
1992
)
5
,
pp. 519-538
Persistent link: https://www.econbiz.de/10001129994
Saved in:
6
A further investigation of the day-of-the-week effect in the gold market
Ma, Christopher K.
- In:
The journal of futures markets
6
(
1986
)
3
,
pp. 409-419
Persistent link: https://www.econbiz.de/10001135424
Saved in:
7
The integration of mortgage markets and capital markets
Goebel, Paul R.
- In:
Journal of the American Real Estate & Urban Economics …
21
(
1993
)
4
,
pp. 511-538
Persistent link: https://www.econbiz.de/10001160666
Saved in:
8
Over-reactions in US agricultural commodity prices
Allen, Marcus T.
- In:
Journal of agricultural economics
45
(
1994
)
2
,
pp. 240-251
Persistent link: https://www.econbiz.de/10001162520
Saved in:
9
Limit moves and price resolution : the case of the treasury bond futures market
Ma, Christopher K.
- In:
The journal of futures markets
9
(
1989
)
4
,
pp. 321-335
Persistent link: https://www.econbiz.de/10001149529
Saved in:
10
A twist on the Monday effect in stock prices : evidence from the US and foreign stock markets
Jaffe, Jeffrey F.
- In:
Journal of banking & finance
13
(
1989
)
4
,
pp. 641-650
Persistent link: https://www.econbiz.de/10001075361
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