haku: @indexterm FUTURES MARKETS / yhteensä: 497
viitteet: 9-18 / 497
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 otsikkovuositekijä
9.
Asymmetric volume-return relation and concentrated trading in LIFFE futures
European Financial Management
2008 : JUN, VOL. 14:3, p. 528-563
 2008 Puri, T.N.
Philippatos, G.C.
10.
A new econometric model of index arbitrage
European Financial Management
2007 : JAN, VOL. 13:1, p. 159-183
 2007 Taylor, N.
11.
Do asset prices reflect fundamentals? Freshly squeezed evidence from the OJ market
Journal of Financial Economics
2007 : FEB, VOL. 83:2, p. 397-412
 2007 Boudoukh, J. (et al.)
12.
Why smiles exist in foreign exchange options markets: Isolating components of the risk neutral process
European Journal of Finance
2006 : SEP/OCT, VOL. 12:6-7, p. 583-603
 2006 Tompkins, R.G.
13.
Uncovering long memory in high frequency UK futures
European Journal of Finance
2005 : AUG, VOL. 11:4, p. 325-337
 2005 Cotter, J.
14.
Strategic trading behavior and price distortion in a manipulated market: anatomy of a squeeze
Journal of Financial Economics
2005 : JULY, VOL. 77:1, p. 171-218
 2005 Merrick , J.J.
Naik, Y.N.
Yadav, P.K.
15.
The international transmission of arbitrage information across futures markets
Journal of Business Finance and Accounting
2005 : JUN/JUL, VOL 32:5-6, p. 973-1000
 2005 Bilson, C.
Brailsford, T.
Evans, T.
16.
Trading activity and price reversals in futures markets
Journal of Banking and Finance
2004 : JUN, VOL. 28:6, p. 1337-1361
 2004 Wang, C.
Yu, M.
17.
The propensity for local traders in futures markets to ride losses: Evidence of irrational or rational behavior?
Journal of Banking and Finance
2004 : FEB, VOL. 28:2, p. 353-372
 2004 Frino, A.
Johnstone, D.
Zheng, H.
18.
China's many futures
European business forum EBF
2003 : AUTUMN, 15, p. 59-63
 2003 Story, J.
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