search query: @indexterm FUTURES MARKETS / total: 497
references: 41-50 / 497
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41.
Manipulation of cash-settled futures contracts
Journal of Business
2001 : APR, VOL. 74:2, p. 221-244
 2001 Pirrong, C.
42.
Execution costs and their intraday variation in futures markets
Journal of Business
2001 : JAN, VOL. 74:1, p. 125-160
 2001 Ferguson, M.F.
Mann, S.C.
43.
Do newly listed derivatives affect the market risk premium in a thin stock market?
European Finance Review
2000 : VOL. 4:2, p. 97-127
 2000 Clerc, N.
Gibson, R.
44.
Hedge disclosures, future prices, and production distortions
Journal of Accounting Research
2000 : VOL. 38:SUPPLEMENT, p. 53-82
 2000 Kanodia, C. (et al.)
45.
Voices
Fast Company
2000 : SEP, NO. 38, p. 105-142
 2000 Fazio Maruca, R.
46.
Time-varying volatility in Canadian and U.S. stock index and index futures markets: a multivariate analysis
Journal of Financial Research
2000 : SUMMER, VOL. 23:2, p. 129-143
 2000 Racine, M. D.
Ackert, L. F.
47.
An outlook of the stock market in 2000 (original in Chinese)
Forecasting (c)
2000 : 1, p.11-13
 2000 Gao, Huiqing
48.
The maturity effects of the price fluctuation rate on China's futures market (original in Chinese)
Forecasting (c)
2000 : 1, p.45-46
 2000 Hu, Wei
49.
Dynamic futures hedging in currency markets
European Journal of Finance
1999 : DEC, VOL. 5:4, p. 299-314
 1999 Barkoulas, J.T.
Chakraborty, A.
50.
Dynamic futures hedging in currency markets
European Journal of Finance
1999 : DEC, VOL. 5:4, p. 299-314
 1999 Barkoulas, J.T.
Chakraborty, A.
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