haku: @all futures / yhteensä: 1003
hakutulos viitteet: 140-149 / 1003
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 otsikkovuositekijä
140.
Absicherung langfristiger Lieferverpflichtungen mit kurzfristigen Futures: möglich oder unmöglich?
Schmalenbachs Zeitschrift für Betriebswirtschaftliche Forschung
2000 : JUN, VOL. 52, p. 315-347
 2000 Bühler, W.
Korn, O.
141.
Predispositions as determinants of the future
Futures
2000 : NOV/DEC, VOL. 32:9/10, p. 833-852
 2000 Kuosa, T.
Basden, A.
142.
Failed technology futures: pitfall and lessons from a historical survey
Futures
2000 : NOV/DEC, VOL. 32:9/10, p. 867-885
 2000 Geels, F. W.
Smit, W. A.
143.
Short-term variations and long-term dynamics in commodity prices
Management Science
2000 : JUL, VOL. 46:7, p. 893-911
 2000 Schwartz, E.
Smith, J.
144.
Market liquidity and depth on two different electronic trading systems: a comparison of Bund futures trading on the APT and DTB
Journal of Financial Markets
2000 : NOV, VOL. 3:4, p. 389-402
 2000 Kappi, J.
Siivonen, R.
145.
A brief methodological guide to scenario building
Technological forecasting and social change
2000 : SEP, VOL. 65:1, p. 37-48
 2000 Jouvenel, H.
146.
The determinants of implied volatility: a test using LIFFE option prices
Journal of Business Finance and Accounting
2000 : SEP-OCT, VOL. 27:7&8, p. 859-886
 2000 Copeland, L.
Poon, S.
Stapleton, R.
147.
Sources of systematic risk in futures and spot markets: a study of market integration
Journal of Business Finance and Accounting
2000 : SEP-OCT, VOL. 27:7&8, p. 933-952
 2000 Miffre, J.
Priestley, R.
148.
The Internet and the Future of Financial Markets
Communications of the ACM
2000 : NOV, VOL. 43:11, p. 83
 2000 Fan, M.
Stallaert, J.
Whinston, A. B.
149.
Hedge disclosures, future prices, and production distortions
Journal of Accounting Research
2000 : VOL. 38:SUPPLEMENT, p. 53-82
 2000 Kanodia, C. (et al.)
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