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Volume 28; Issue 4
Main
Journal of Futures Markets
Volume 28; Issue 4
Journal of Futures Markets
Volume 28; Issue 4
1
Price discovery in the options markets: An application of put-call parity
Wen-Liang G. Hsieh
,
Chin-Shen Lee
,
Shu-Fang Yuan
Journal:
Journal of Futures Markets
Year:
2008
Language:
english
File:
PDF, 336 KB
Your tags:
english, 2008
2
Efficiency of the IBEX spot–futures basis: The impact of the mini-futures
David G. McMillan
,
Raquel Quiroga Garcia
Journal:
Journal of Futures Markets
Year:
2008
Language:
english
File:
PDF, 304 KB
Your tags:
english, 2008
3
Credit risk and bank margins in structured financial products: Evidence from the German secondary market for discount certificates
Rainer Baule
,
Oliver Entrop
,
Marco Wilkens
Journal:
Journal of Futures Markets
Year:
2008
Language:
english
File:
PDF, 469 KB
Your tags:
english, 2008
4
Information revelation in the futures market: Evidence from single stock futures
Kuldeep Shastri
,
Ramabhadran S. Thirumalai
,
Chad J. Zutter
Journal:
Journal of Futures Markets
Year:
2008
Language:
english
File:
PDF, 293 KB
Your tags:
english, 2008
5
Intraday volatility in the bond, foreign exchange, and stock index futures markets
Valeria Martinez
,
Yiuman Tse
Journal:
Journal of Futures Markets
Year:
2008
Language:
english
File:
PDF, 359 KB
Your tags:
english, 2008
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