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Fundamentals of commodity options on futures
Wolf, Avner S. - In: The journal of futures markets 2 (1982) 4, pp. 391-408
Persistent link: https://www.econbiz.de/10001080706
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Portfolios weighted by repurchase and total payout
Clark, Jack; Hessel, Christopher; Jun, Wang; Zhang, Ge - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 77-83
Persistent link: https://www.econbiz.de/10008652154
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Empirical test of valuation models for options on t-note and t-bond futures
Cakici, Nusret - In: The journal of futures markets 13 (1993) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10001136845
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Production and hedging decisions in the presence of basis risk
Paroush, Jacob - In: The journal of futures markets 9 (1989) 6, pp. 547-563
Persistent link: https://www.econbiz.de/10001149516
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Determinants of trading volume in futures markets
Martell, Terrence F. - In: The journal of futures markets 7 (1987) 3, pp. 233-244
Persistent link: https://www.econbiz.de/10001149630
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Tests of the Black and Whaley models for gold and silver futures options
Wolf, Avner S. - In: Review of futures markets 6 (1987) 3, pp. 3208-344
Persistent link: https://www.econbiz.de/10001165993
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Weekday variations in short-term contrarian profits in futures markets
Lin, J. Barrie; Onochie, Joseph I.; Wolf, Avner S. - In: Review of financial economics : RFE 8 (1999) 2, pp. 139-148
Persistent link: https://www.econbiz.de/10001509966
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Intraday price reversals in the US stock index futures market : A 15-year study
Grant, James L.; Wolf, Avner S.; Yu, Susana - In: Journal of banking & finance 29 (2005) 5, pp. 1311-1327
Persistent link: https://www.econbiz.de/10002629003