2

The Anomaly That Isn't There: A Comment on Friday the Thirteenth

Year:
1988
Language:
english
File:
PDF, 162 KB
english, 1988
3

The informational role of end-of-the-day returns in stock index futures

Year:
1992
Language:
english
File:
PDF, 439 KB
english, 1992
5

Stock Index Futures and Cash Market Volatility

Year:
1989
Language:
english
File:
PDF, 564 KB
english, 1989
6

A Possible Explanation of the Weekend Effect

Year:
1988
Language:
english
File:
PDF, 391 KB
english, 1988
16

Eureka! Eureka! Discovery of the Monday Effect Belongs to the Ancient Scribes

Year:
1995
Language:
english
File:
PDF, 348 KB
english, 1995
18

EARLY EXERCISE OF AMERICAN INDEX OPTIONS

Year:
1992
Language:
english
File:
PDF, 621 KB
english, 1992
19

The Weekly Pattern in Stock Index Futures: A Further Note

Year:
1986
Language:
english
File:
PDF, 209 KB
english, 1986
21

A Possible Explanation of the Weekend Effect

Year:
1988
Language:
english
File:
PDF, 478 KB
english, 1988
22

The delivery period and daily price limits: A comment

Year:
1982
Language:
english
File:
PDF, 70 KB
english, 1982
23

Testing futures market efficiency—A restatement

Year:
1985
Language:
english
File:
PDF, 413 KB
english, 1985
24

The daily distribution of changes in the price of stock index futures

Year:
1986
Language:
english
File:
PDF, 592 KB
english, 1986
25

The daily effect in the gold market: A reply

Year:
1989
Language:
english
File:
PDF, 146 KB
english, 1989
26

The relationship between stock indices and stock index futures from 3:00–3:15: A note

Year:
1989
Language:
english
File:
PDF, 100 KB
english, 1989
31

Are preholiday returns in Tokyo really anomalous? If so, why?

Year:
1995
Language:
english
File:
PDF, 1.11 MB
english, 1995