search query: @indexterm Futures markets / total: 497
references: 27-36 / 497
« previous page | next page »
 titleyearauthor
27.
A Bayesian analysis of dual trader informativeness in futures markets
Journal of Empirical Finance
2003 : MAY, VOL. 10:3, p. 355-372
 2003 Chakravarty, S.
Li, K.
28.
Testing for constant hedge ratios in commodity markets: a multivariate GARCH approach
Journal of Empirical Finance
2002 : DEC, VOL. 9:5, p. 589-603
 2002 Moschini, G.C.
Myers, R.J.
29.
Who trades futures and how: evidence from the heating oil futures market
Journal of Business
2002 : APR, VOL. 75:2, p. 353-373
 2002 Ederington, L.
Lee, J.H.
30.
Optimal currency risk hedging
Journal of International Money and Finance
2002 : APR. VOL. 21:2, p. 241-264
 2002 Lioui, A.
Poncet, P.
31.
The Effect of Futures Market Volume on Spot Market Volatility
Journal of Business Finance and Accounting
2001 : VOL. 28:7-8, p. 799-820
 2001 Board, J.
Sandmann, G.
Sutcliffe, C.
32.
Reading PIBOR futures options smiles: the 1997 snap election
Journal of Banking and Finance
2001 : NOV, VOL. 25:11, p. 1957-1987
 2001 Coutant, S.
Jondeau, E.
Rockinger, M.
33.
Basis variation and a common source of risk: evidence from UK futures markets
European Journal of Finance
2001 : MAR, VOL. 7:1, p. 39-62
 2001 Fraser, P.
Mckaig, A. J.
34.
Power ARCH modelling of commodity futures data on the London Metal Exchange
European Journal of Finance
2001 : MAR, VOL. 7:1, p. 22-38
 2001 McKenzie, M. D.
35.
Introducing new futures contracts: reinforcement versus cannibalism
Journal of International Money and Finance
2001 : OCT, VOL. 20:5, p. 659-675
 2001 Pennings, J. M. E.
Leuthold, R. M.
36.
Is the Market Optimistic about the Future Earnings of Seasoned Equity Offering Firms?
Journal of Financial and Quantitative Analysis
2001 : JUN, VOL. 36:2, p. 141-168
 2001 Brous, P. A.
Datar, V.
Kini, O.
« previous page | next page »
SCIMA