21 |
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Clustering in the Futures Market: Evidence From S&P 500 Futures Contracts
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Schwartz, A. L.; Van Ness, B. F.; Van Ness, R. A.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2004
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22 |
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Net Buying Pressure, Volatility Smile, and Abnormal Profit of Hang Seng Index Options
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Chan, K. C.; Cheng, L. T. W.; Lung, P. P.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2004
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23 |
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Comparing Alternative Assumptions on the Term Structure of Futures Prices: Reply
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De Roon, F. A.; Veld-Merkoulova, Y. V.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2004
|
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24 |
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Time Variation in the Tail Behavior of Bund Future Returns
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Werner, T.; Upper, C.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2004
|
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25 |
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The Index Futures Markets: Is Screen Trading More Efficient?
|
Copeland, L.; Lam, K.; Jones, S.-A.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2004
|
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26 |
|
Editor's Note
|
Webb, R. I.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2004
|
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27 |
|
Knock-in American Options
|
Dai, M.; Kwok, Y. K.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2004
|
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28 |
|
Regime Switching in the Yield Curve
|
Christiansen, C.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2004
|
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29 |
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The Impact of Time Duration Between Trades on the Price of Treasury Note Futures Contracts
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Holder, M. E.; Qi, M.; Sinha, A. K.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2004
|
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30 |
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Distributions Implied by American Currency Futures Options: A Ghost's Smile?
|
Cincibuch, M.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2004
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