191 |
|
Interdealer Trading in Futures Markets
|
Locke, P. R.; Sarajoti, P.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2004
|
|
|
192 |
|
Information Content of Extended Trading for Index Futures
|
Cheng, L. T. W.; Jiang, L.; Ng, R. W. Y.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2004
|
|
|
193 |
|
Futures Trading, Spot Market Volatility, and Market Efficiency: The Case of the Korean Index Futures Markets
|
Bae, S. C.; Kwon, T. H.; Park, J. W.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2004
|
|
|
194 |
|
Expiration Day Effects: The Case of Hong Kong
|
Chow, Y.-F.; Yung, H. H. M.; Zhang, H.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2003
|
|
|
195 |
|
The Effectiveness of Coordinating Price Limits Across Futures and Spot Markets
|
Chou, P.-H.; Lin, M.-C.; Yu, M.-T.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2003
|
|
|
196 |
|
On the Adequacy of Single-Stock Futures Margining Requirements
|
Dutt, H. R.; Wein, I. L.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2003
|
|
|
197 |
|
Stochastic Volatility and the Mean Reverting Process
|
Sabanis, S.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2003
|
|
|
198 |
|
Pricing Continuously Sampled Asian Options with Perturbation Method
|
Zhang, J. E.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2003
|
|
|
199 |
|
Commodity Trading Advisors' Leverage and Reported Margin-to-Equity Ratios
|
Diz, F.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2003
|
|
|
200 |
|
The Effect of Liquidity Constraints on Futures Hedging
|
Lien, D.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2003
|
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