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Slippage in Futures Markets: Evodemce From the Sydney Futures Exchange
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Frino, A.; Oetomo, T.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2005
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2 |
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Option Pricing With a Non-Zero Lower Bound on Stock Price
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Dong, M.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2005
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3 |
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Asymmetric Volatility of Basis and the Theory of Storage
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Gao, A. H.; Wang, G. H. K.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2005
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4 |
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Recovering Market Expectations of FOMC Rate Changes With Options on Federal Funds Futures
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Carlson, J. B.; Craig, B. R.; Melick, W. R.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2005
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5 |
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Information Transmission in Electronic Versus Open-Outcry Trading Systems: An Analysis of U.S. Equity Index Futures Markets
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Ates, A.; Wang, G. H. K.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2005
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6 |
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A Note on Asymmetric Stochastic Volatility and Futures Hedging
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Lien, D.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2005
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7 |
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An Empirical Analysis of Multi-Period Hedges: Applications to Commercial and Investment Assets
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Hilliard, J. E.; Huang, P.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2005
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8 |
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Is Investor Misreaction Economically Significant? Evidence from Short- and Long-Term S&P 500 Index Options
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Cao, C.; Li, H.; Yu, F.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2005
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9 |
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Is It Time to Reduce the Minimum Tick Sizes of the E-Mini Futures?
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Kurov, A.; Zabotina, T.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2005
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10 |
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Information Content of the Fed Funds Rates
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Sultan, J.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
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2005
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