haku: @all futures / yhteensä: 1003
hakutulos viitteet: 87-96 / 1003
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 otsikkovuositekijä
87.
Testing the stability of implied probability density functions
Journal of Banking and Finance
2002 : MAR, VOL. 26:2-3, p. 381-422
 2002 Bliss, R. R.
Panigirtzoglou, N.
88.
The processing of non-anticipated information in financial markets: analyzing the impact of surprises in employment report
European Finance Review
2002 : VOL. 6:2, p. 133-161
 2002 Hautsch, N.
Hess, D.
89.
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.
90.
Manipulation of cash-settled futures contracts
Journal of Business
2001 : APR, VOL. 74:2, p. 221-244
 2001 Pirrong, C.
91.
Efficiency in the pricing of the FTSE 100 futures contract
European Financial Management
2001 : MAR, VOL. 7:1, p. 9-22
 2001 Miffre, J.
92.
Relationship between expected treasury bill and Eurodollar interest rates: a fractional cointegration analysis
Review of Quantitative Finance and Accounting
2001 : JAN, VOL. 16:1, p. 65-80
 2001 Shrestha, K.
Welch, R.
93.
On the term structure of default premia in the swap and LIBOR markets
Journal of Finance
2001 : JUN, VOL. 56:3, p. 1095-1115
 2001 Collin-Dufresne, P.
Solnik, B.
94.
Futures studies: science or art?
Futures
2001 : JUN, VOL. 33:5, p. 371-377
 2001 Niiniluoto, I.
95.
A futures research outline of a post-modern idea of progress
Futures
2001 : APR-MAY, VOL. 33:3-4, p. 225-243
 2001 Malaska, P.
96.
Relative informational efficiency of cash, futures, and options markets: the case of an emerging market
Journal of Banking and Finance
2001 : FEB, VOL. 25:2, p. 355-375
 2001 Chiang, R.
Fong, W.-M.
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