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Limit order book transparency, execution risk, and market liquidity: Evidence from the Sydney Futures Exchange
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Bortoli, L.; Frino, A.; Jarnecic, E.; Johnstone, 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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2006
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2 |
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New evidence on expiration-day effects using realized volatility: An intraday analysis for the Spanish stock exchange
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Illueca, M.; LaFuente, J. A.
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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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2006
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3 |
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Nonlinear asymmetric models of the short-term interest rate
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Demirtas, K. O.
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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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2006
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4 |
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Spot-futures spread, time-varying correlation, and hedging with currency futures
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Lien, D.; Yang, 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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2006
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5 |
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Editors note
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Webb, R. I.
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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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2006
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6 |
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Testing range estimators of historical volatility
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Shu, J.; 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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2006
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7 |
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Reevaluating hedging performance
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Cotter, J.; Hanly, 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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2006
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8 |
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Black-Scholes-Merton revisited under stochastic dividend yields
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Lioui, A.
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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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2006
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9 |
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Limit Order Book Transparency, Execution Risk, and Market Liquidity: Evidence From the Sydney Futures Exchange
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Bortoli, L.; Frino, A.; Jarnecic, E.; Johnstone, 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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2006
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10 |
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An empirical analysis of commodity pricing
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Heaney, 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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2006
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