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CAN FUTURE MARKET DATA BE USED TO UNDERSTAND THE BEHAVIOR OF REAL INTEREST RATES?.
MISHKIN, F.S. - Graduate School of Business, Columbia University - 1989
Persistent link: https://www.econbiz.de/10005663857
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Trading Performance in Forward Markets: A Micro-Data Test of Normal Backwardation.
Phillips, G.; Weiner, R. - Graduate School of Business, Columbia University - 1991
Persistent link: https://www.econbiz.de/10005783451
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Is Normal Backwardation Normal?
Kolb, R.W. - Graduate School of Business, Columbia University - 1991
Persistent link: https://www.econbiz.de/10005783463
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Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets
Domowitz, I. - Graduate School of Business, Columbia University - 1991
Persistent link: https://www.econbiz.de/10005675196
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COMMODITY POOL PERFORMANCE:IS THE INFORMATION CONTAINED IN POOL PROSPECTUSES USEFUL?
EDWARDS, F.R.; MA, C. - Graduate School of Business, Columbia University - 1988
Persistent link: https://www.econbiz.de/10005487214
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The Price Adjustment Process and Efficiency of Grain Futures Markets Implied by return Series of Various Time Intervals.
Thompson, S.R.; Liu, S.M. - Graduate School of Business, Columbia University - 1991
Persistent link: https://www.econbiz.de/10005647021