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Intraday price-reversal patterns in the currency futures market : the impact of the introduction of GLOBEX and the euro
Rentzler, Joel Conrad; Tandon, Kishore; Yu, Susana - In: The journal of futures markets 26 (2006) 11, pp. 1089-1130
Persistent link: https://www.econbiz.de/10003392004
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Reexamining the uncertain information hypothesis on the S&P 500 Index and SPDRs
Yu, Susana; Rentzler, Joel Conrad; Tandon, Kishore - In: Review of quantitative finance and accounting 34 (2010) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10003942160
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The effect of value estimation errors on portfolio growth rates
Ferguson, Robert; Leistikow, Dean; Rentzler, Joel Conrad; … - In: The journal of investing 18 (2009) 2, pp. 69-75
Persistent link: https://www.econbiz.de/10003854108
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Trading Treasury bond spreads against Treasury bill futures : a model and empirical test of the turtle trade
Rentzler, Joel Conrad - In: The journal of futures markets 6 (1986) 1, pp. 41-61
Persistent link: https://www.econbiz.de/10001135566
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Intra-day tests of the efficiency of the Treasury Bill futures market
Elton, Edwin J. - In: Selected writings on futures markets : explorations in …, (pp. 339-351). 1985
Persistent link: https://www.econbiz.de/10001305660
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New public offerings, information, and investor rationality : the case of publicly offered commodity funds
Elton, Edwin J. - In: The journal of business : B 62 (1989) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001061111
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Employing financial futures to increase the return on near cash (Treasury Bill) investments
Elton, Edwin J. - In: Management science : journal of the Institute for … 31 (1985) 3, pp. 293-300
Persistent link: https://www.econbiz.de/10001015704
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The performance of publicly offered commodity funds
Elton, Edwin J. - In: Financial analysts' journal : FAJ 46 (1990) 4, pp. 23-30
Persistent link: https://www.econbiz.de/10001093455
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The dependence of upside capture ratios and downside capture ratios on the length of the measurement interval, beta, and alpha
Ferguson, Robert; Meidan, Danny; Rentzler, Joel Conrad - In: Journal of investment management : JOIM 12 (2014) 4, pp. 105-116
Persistent link: https://www.econbiz.de/10011634884
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Chasing performance and identifying talented investment managers
Ferguson, Robert; Agapova, Anna; Leistikow, Dean; … - In: The journal of investing 27 (2018) 1, pp. 52-64
Persistent link: https://www.econbiz.de/10011937506