21 |
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Asset Storability and Price Discovery in Commodity Futures Markets: A New Look
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Yang, J.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2001
|
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22 |
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Time Variation in the Correlation Structure of Exchange Rates: High-Frequency Analyses
|
Muthuswamy, J.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2001
|
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23 |
|
Liquidity Supply and Volatility: Futures Market Evidence
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Locke, P. R.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2001
|
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24 |
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Heterogeneous Expectations of Traders in Speculative Futures Markets
|
Frechette, D. L.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2001
|
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25 |
|
The Introduction of Derivatives on the Dow Jones Industrial Average and Their Impact on the Volatility of Component Stocks
|
Rahman, S.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2001
|
|
|
26 |
|
Hedging in Incomplete Markets: An Approximation Procedure for Practical Application
|
Breuer, W.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2001
|
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27 |
|
Intraday Volatility in Interest-Rate and Foreign-Exchange Markets: ARCH, Announcement, and Seasonality Effects
|
Ederington, L.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2001
|
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28 |
|
Option Pricing Based on the Generalized Lambda Distribution
|
Corrado, C. J.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2001
|
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29 |
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New Insights into the Impact of the Introduction of Futures Trading on Stock Price Volatility
|
Mckenzie, M. D.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2001
|
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