haku: @indexterm futures markets / yhteensä: 497
viitteet: 11-20 / 497
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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.
19.
Basis variations and regime shifts in the oil futures market
European Journal of Finance
2003 : OCT, VOL. 9:5, p. 499-513
 2003 Fong, W. M.
See, K. H.
20.
Price limits in futures markets: effects on the price discovery process and volatility
International Review of Financial Analysis
2003 : VOL. 12:3, p. 311-328
 2003 Veld-Merkoulova, Y.V.
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