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Does deliverability enhance the value of US treasury bonds?
Kuipers, David R. - In: The journal of futures markets 28 (2008) 3, pp. 264-274
Persistent link: https://www.econbiz.de/10003699319
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S&P 500 implied volatility and monetary policy announcements
Chen, En-Te John; Clements, Adam - In: Finance research letters 4 (2007) 4, pp. 227-232
Persistent link: https://www.econbiz.de/10003702504
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Do vanguard's managed funds beat its index funds? : Looking for prescient stock and style selection
Rodriguez, Abel (contributor); Tower, Edward (contributor) - 2007 - [Rev.]
Persistent link: https://www.econbiz.de/10003618793
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Decimalization, trading costs, and information transmission between ETFs and index futures
Chou, Robin K.; Chung, Humin - In: The journal of futures markets 26 (2006) 2, pp. 131-151
Persistent link: https://www.econbiz.de/10003303874
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Price clustering in E-mini and floor-traded index futures
Chung, Huimin; Chiang, Shumei - In: The journal of futures markets 26 (2006) 3, pp. 269-295
Persistent link: https://www.econbiz.de/10003304001
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Is the January effect still alive in the futures markets?
Rondon, Juan; Ziemba, William T. - In: Financial markets and portfolio management 21 (2007) 3, pp. 381-396
Persistent link: https://www.econbiz.de/10003575859
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Determinants of S&P 500 index option returns
Cao, Charles Q.; Huang, Jing-Zhi - In: Review of derivatives research 10 (2007) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10003705840
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Three essays in microstructure of stock index futures markets
Kurov, Alexander - 2004
Persistent link: https://www.econbiz.de/10003383706
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Investor awareness and the long-term impact of FTSE 100 index redefinitions
Mase, Bryan - In: Applied financial economics 16 (2006) 15, pp. 1113-1118
Persistent link: https://www.econbiz.de/10003385569
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Pricing futures on geometric indexes : a discrete time approach
Harel, Arie; Harpaz, Giora; Francis, Jack Clark - In: Review of quantitative finance and accounting 28 (2007) 3, pp. 227-240
Persistent link: https://www.econbiz.de/10003492800