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Expiration Day Effects: The Case of Hong Kong
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Chow, Y.-F.; Yung, H. H. M.; Zhang, H.
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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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2003
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2 |
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The Effectiveness of Coordinating Price Limits Across Futures and Spot Markets
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Chou, P.-H.; Lin, M.-C.; Yu, M.-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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2003
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3 |
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On the Adequacy of Single-Stock Futures Margining Requirements
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Dutt, H. R.; Wein, I. L.
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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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2003
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4 |
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Stochastic Volatility and the Mean Reverting Process
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Sabanis, S.
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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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2003
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5 |
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Pricing Continuously Sampled Asian Options with Perturbation Method
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Zhang, J. E.
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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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2003
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6 |
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Commodity Trading Advisors' Leverage and Reported Margin-to-Equity Ratios
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Diz, 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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2003
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7 |
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The Effect of Liquidity Constraints on 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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2003
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8 |
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Revisiting the Empirical Estimation of the Effect of Margin Changes on Futures Trading Volume
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Dutt, H. R.; Wein, I. L.
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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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2003
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9 |
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A First Look at the Empirical Relation Between Spot and Futures Electricity Prices in the United States
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Shawky, H. A.; Marathe, A.; Barrett, C. L.
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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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2003
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10 |
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Looking for Contagion in Currency Futures Markets
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Tai, C.-S.
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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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2003
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