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Price discovery in futures and...
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Locke, Peter R.
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The journal of futures markets
22
Journal of Futures Markets
13
Journal of financial economics
4
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3
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3
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3
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ECONIS (ZBW)
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RePEc
26
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20
Other ZBW resources
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EconStor
1
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11
Splitting the S&P 500 futures
Chen, Jianli
;
Locke, Peter R.
- In:
The journal of futures markets
24
(
2004
)
12
,
pp. 1147-1163
Persistent link: https://www.econbiz.de/10002428662
Saved in:
12
Aggressive dealer pricing
Locke, Peter R.
;
Pattarake Sarajoti
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
4
,
pp. 559-573
Persistent link: https://www.econbiz.de/10002375626
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13
Market making with price limits
Kuserk, Gregory J.
- In:
The journal of futures markets
16
(
1996
)
6
,
pp. 677-696
Persistent link: https://www.econbiz.de/10001206956
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14
Picking up the gauntlet : bank competition in China after world trade organization entry
Jiang, Bin
;
Locke, Peter R.
;
Willette, William
- In:
Journal of international banking regulation
4
(
2003
)
3
,
pp. 247-253
Persistent link: https://www.econbiz.de/10001791532
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15
Market liquidity and trader welfare in multiple dealer markets : evidence from dual trading restrictions
Locke, Peter R.
;
Sarkar, Asani
;
Wu, Lifan
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
1
,
pp. 57-88
Persistent link: https://www.econbiz.de/10001436340
Saved in:
16
Liquidity supply and volatility : futures market evidence
Locke, Peter R.
;
Sarkar, Asani
- In:
The journal of futures markets
21
(
2001
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001537231
Saved in:
17
The effect of CME Rule 552 on dual traders
Chang, Eric Chieh
- In:
The journal of futures markets
14
(
1994
)
4
,
pp. 493-510
Persistent link: https://www.econbiz.de/10001169789
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18
Standard & Poor's 500 Index futures volatility and price changes around the New York Stock Exchange close
Chang, Eric Chieh
- In:
The journal of business : B
68
(
1995
)
1
,
pp. 61-84
Persistent link: https://www.econbiz.de/10001177499
Saved in:
19
Futures market transaction costs
Locke, Peter R.
- In:
The journal of futures markets
17
(
1997
)
2
,
pp. 229-245
Persistent link: https://www.econbiz.de/10001218561
Saved in:
20
Market maker competition on futures exchanges
Kuserk, Gregory J.
- In:
The journal of derivatives : the official publication …
1
(
1994
)
4
,
pp. 56-66
Persistent link: https://www.econbiz.de/10001219385
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