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Effects of expected cash and futures prices on hedging and production : comments and extensions
Dalal, Ardeshir J. - In: The journal of futures markets 9 (1989) 4, pp. 337-345
Persistent link: https://www.econbiz.de/10001152255
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Testing rationality in futures markets
Ma, Christopher K. - In: The journal of futures markets 10 (1990) 2, pp. 137-152
Persistent link: https://www.econbiz.de/10001128101
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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
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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
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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
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The day-of-the-week effect for derivative assets : the case of gold futures options
Fabozzi, Frank J. - In: Advances in futures and options research : a research annual 3 (1988), pp. 379-388
Persistent link: https://www.econbiz.de/10001081711
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Arbitrage opportunities in metal futures markets
Ma, Christopher K. - In: The journal of futures markets 8 (1988) 2, pp. 199-209
Persistent link: https://www.econbiz.de/10001048656
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Volatility, price resolution, and the effectiveness of price limits
Ma, Christopher K. - In: Journal of financial services research : JFSR 3 (1989) 2, pp. 165-199
Persistent link: https://www.econbiz.de/10001092930