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COMMODITY POOL PERFORMANCE:IS...
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economic models
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341
FORECASTING SFFICIENCY OF ENERGY FUTURES PRICES.
MA, C.W.
-
Graduate School of Business, Columbia University
-
1988
Persistent link: https://www.econbiz.de/10005783457
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342
PRICE VOLATILITY, INTERNATIONAL MARKET LINKS, AND THEIR IMPLICATIONS FOR REGULATORY POLICIES.
ROLL, R.
-
Graduate School of Business, Columbia University
-
1989
Persistent link: https://www.econbiz.de/10005783458
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343
DEFAULT RISK AND THE DIFFERENCE BETWEEN FORWARD AND FUTURES MARKETS: AN EMPIRICAL CASE-STUDY.
WEINER, R.J.
-
Graduate School of Business, Columbia University
-
1991
Persistent link: https://www.econbiz.de/10005783460
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344
A FURTHER EXAMINATION OF THE RISK/RETURN CHARACTERISTICS OF PORTFOLIOS COMBINING COMMODITY FUTURES CONTRACTS WITH COMMON STOCKS.
HERBST, A.F.
;
MCCORMACK, J.P.
-
Graduate School of Business, Columbia University
-
1988
Persistent link: https://www.econbiz.de/10005783461
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345
TRADING MECHANISM, SPECULATIVE BEHAVIOR OF INVESTORS, AND THE VOLATILITY OF PRICES: SPOT VERSUS FUTURES.
PARK, H.Y.
-
Graduate School of Business, Columbia University
-
1989
Persistent link: https://www.econbiz.de/10005783462
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346
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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347
COMMENTARY: VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS.
LEHMANN, B.N.
-
Graduate School of Business, Columbia University
-
1989
Persistent link: https://www.econbiz.de/10005783464
Saved in:
348
The Electronic Order Book and Automated Trade Execution in the Furure Market.
Wang, J.
;
Domowitz, I.
-
Graduate School of Business, Columbia University
-
1991
Persistent link: https://www.econbiz.de/10005783465
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