1

Futures Expiration, Contract Switching, and Price Discovery

Year:
2004
Language:
english
File:
PDF, 395 KB
english, 2004
2

Coskewness and cokurtosis in futures markets

Year:
2001
Language:
english
File:
PDF, 133 KB
english, 2001
3

Long-Term Structural Price Relationships in Futures Markets

Year:
1998
Language:
english
File:
PDF, 1.05 MB
english, 1998
5

Price Discovery in Strategically Linked Markets

Year:
1999
Language:
english
File:
PDF, 115 KB
english, 1999
11

How potent are news reversals?: Evidence from the futures markets

Year:
2009
Language:
english
File:
PDF, 285 KB
english, 2009
12

Analysis of Financial Time Series

Year:
2002
Language:
english
File:
PDF, 28 KB
english, 2002
13

January Anomalies: Implications for the Market's Incorporation of News

Year:
2000
Language:
english
File:
PDF, 997 KB
english, 2000
14

The Macroeconomic News Cycle and Uncertainty Resolution*

Year:
2006
Language:
english
File:
PDF, 228 KB
english, 2006
17

Deregulation, news releases, and price discovery

Year:
2007
Language:
english
File:
PDF, 278 KB
english, 2007
20

The Effects of Foreign Trading of U.S. Treasuries

Year:
2013
Language:
english
File:
PDF, 715 KB
english, 2013
23

Book Review

Year:
2003
Language:
english
File:
PDF, 24 KB
english, 2003
25

Currency futures, news releases, and uncertainty resolution

Year:
2000
Language:
english
File:
PDF, 203 KB
english, 2000
27

News Releases, Market Integration, and Market Leadership

Year:
2002
Language:
english
File:
PDF, 1.39 MB
english, 2002
30

LIQUIDITY AND MATURITY EFFECTS AROUND NEWS RELEASES

Year:
1999
Language:
english
File:
PDF, 1.52 MB
english, 1999