[go: up one dir, main page]
create a website
Futures Trading and Market Information.. (1976). Cox, Charles C.
In: Journal of Political Economy.
RePEc:ucp:jpolec:v:84:y:1976:i:6:p:1215-37.

Full description at Econpapers || Download paper

Cited: 111

Citations received by this document

Cites: 0

References cited by this document

Cocites: 0

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Impact of futures’ trader types on stock market quality: evidence from Taiwan. (2023). Lai, Ya-Wen.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09612-9.

    Full description at Econpapers || Download paper

  2. Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market. (2023). Liao, Xiaosai ; Ma, Huan ; Zhang, Chuanhai.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000161.

    Full description at Econpapers || Download paper

  3. The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns. (2023). Peng, Zhe ; Arkorful, Gideon Bruce ; Ma, Huan ; Zhang, Chuanhai.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000133.

    Full description at Econpapers || Download paper

  4. Speed of adjustment in energy and metal prices: Evidence from India. (2022). Kumar, Satish.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003555.

    Full description at Econpapers || Download paper

  5. Listed real estate futures trading, market efficiency, and direct real estate linkages: International evidence. (2022). Cho, Hyunbum ; Stevenson, Simon ; Lee, Chyi Lin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000961.

    Full description at Econpapers || Download paper

  6. Economic importance of correlations for energy and other commodities. (2022). Narayan, Paresh Kumar ; Bannigidadmath, Deepa.
    In: Energy Economics.
    RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000408.

    Full description at Econpapers || Download paper

  7. Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence. (2021). Pérez-Rodríguez, Jorge ; Perez-Rodriguez, Jorge V ; Rachinger, Heiko ; Andrada-Felix, Julian.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100067x.

    Full description at Econpapers || Download paper

  8. The COVID-19 pandemic and speculation in energy, precious metals, and agricultural futures. (2021). Ghafoor, Abdul ; Sifat, Imtiaz ; Ah, Abdollah.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000423.

    Full description at Econpapers || Download paper

  9. .

    Full description at Econpapers || Download paper

  10. Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems. (2019). Dumitrescu, Elena Ivona ; Dubois, Florent ; de Truchis, Gilles.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141882.

    Full description at Econpapers || Download paper

  11. Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems. (2019). Dubois, Florent ; Dumitrescu, Elena Ivona ; DE TRUCHIS, Gilles.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2019-15.

    Full description at Econpapers || Download paper

  12. Equity index futures trading and stock price crash risk: Evidence from Chinese markets. (2018). Zhong, Rui ; Liu, Jinyu.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:38:y:2018:i:11:p:1313-1333.

    Full description at Econpapers || Download paper

  13. Its not the what, but the how: Exploring the role of debt in natural resource (un)sustainability. (2018). Gordon, Iain J ; Hill, Rosemary ; Dawson, Terence P ; Polhill, Gareth J ; Gonzalez-Redin, Julen.
    In: PLOS ONE.
    RePEc:plo:pone00:0201141.

    Full description at Econpapers || Download paper

  14. Information transmission across stock indices and stock index futures: International evidence using wavelet framework. (2018). Aloui, Chaker ; Yarovaya, Larisa ; Keung, Marco Chi ; Hkiri, Besma.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:44:y:2018:i:c:p:411-421.

    Full description at Econpapers || Download paper

  15. Does the introduction of index futures stabilize stock markets? Further evidence from emerging markets. (2018). Kutan, Ali M ; Zhao, Yang ; Wei, Mingzhe ; Shi, Yukun.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:57:y:2018:i:c:p:183-197.

    Full description at Econpapers || Download paper

  16. .

    Full description at Econpapers || Download paper

  17. The impact of the Chinese cornstarch futures on spot market and corn futures market. (2017). Agyekum, Crentsil Kofi ; McMillan, David ; Chen, Jianshu ; Huang, Haifeng.
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1405580.

    Full description at Econpapers || Download paper

  18. Hedging and speculative pressures and the transition of the spot-futures relationship in energy and metal markets. (2017). Shi, Yukun ; Park, Jin Suk.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:54:y:2017:i:c:p:176-191.

    Full description at Econpapers || Download paper

  19. Estimating the speed of adjustment to target levels: The case of energy prices. (2017). Narayan, Seema.
    In: Energy Economics.
    RePEc:eee:eneeco:v:62:y:2017:i:c:p:419-427.

    Full description at Econpapers || Download paper

  20. Impact of Index Options on Emerging Market Volatility: The Case of the Malaysian Equity Market. (2017). Mohibul, MD ; Islam, Anisul M.
    In: International Journal of Economics and Financial Research.
    RePEc:arp:ijefrr:2017:p:157--172.

    Full description at Econpapers || Download paper

  21. Futures markets, cognitive ability, and mispricing in experimental asset markets. (2016). Xu, Yilong ; Tucker, Steven ; Noussair, Charles.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:130:y:2016:i:c:p:166-179.

    Full description at Econpapers || Download paper

  22. Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators. (2016). Lau, Chi Keung ; Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Marco, Chi Keung.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:17:y:2016:i:c:p:158-166.

    Full description at Econpapers || Download paper

  23. Modelling futures price volatility in energy markets: Is there a role for financial speculation?. (2016). Nicolini, Marcella ; Manera, Matteo ; Vignati, Ilaria .
    In: Energy Economics.
    RePEc:eee:eneeco:v:53:y:2016:i:c:p:220-229.

    Full description at Econpapers || Download paper

  24. Intraday return predictability, portfolio maximisation, and hedging. (2016). Sharma, Susan ; Narayan, Paresh Kumar.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:28:y:2016:i:c:p:105-116.

    Full description at Econpapers || Download paper

  25. Spatial price transmission on agricultural commodity markets under different volatility regimes. (2016). Ganneval, S.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pa:p:173-185.

    Full description at Econpapers || Download paper

  26. The effect of index futures trading on volatility: Three markets for Chinese stocks. (2015). Siklos, Pierre ; Martin T. Bohl, Jeanne Diesteldorf, Pierre L. Sikl, .
    In: LCERPA Working Papers.
    RePEc:wlu:lcerpa:0087.

    Full description at Econpapers || Download paper

  27. Relaxing competition through speculation : Committing to a negative supply slope. (2015). Holmberg, Pär ; Willems, Bert.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:e39e21c0-d1d3-495e-83c5-bd0b1a6d29b1.

    Full description at Econpapers || Download paper

  28. Futures prices, trade and domestic supply of agricultural commodities. (2015). Mendez Parra, Maximiliano.
    In: Economics PhD Theses.
    RePEc:sus:susphd:0115.

    Full description at Econpapers || Download paper

  29. Seasonal Unit Roots and Structural Breaks in agricultural time series: Monthly exports and domestic supply in Argentina. (2015). Mendez Parra, Maximiliano.
    In: MPRA Paper.
    RePEc:pra:mprapa:63831.

    Full description at Econpapers || Download paper

  30. Derivative Trading and Spot Market Volatility: Evidence from Indian Market. (2015). .
    In: International Journal of Innovation and Economic Development.
    RePEc:mgs:ijoied:v:1:y:2015:i:3:p:23-34.

    Full description at Econpapers || Download paper

  31. Sentiment-prone investors and volatility dynamics between spot and futures markets. (2015). Ferrer, Elena ; Santamaria, Rafael ; Corredor, Pilar .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:35:y:2015:i:c:p:180-196.

    Full description at Econpapers || Download paper

  32. Minor metals and organized markets: News highlights about the consequences of establishing a futures market in a thin market with a dual trading price system. (2015). Fizaine, Florian.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:59-70.

    Full description at Econpapers || Download paper

  33. The impact of speculation on precious metals futures markets. (2015). Bosch, David ; Pradkhan, Elina .
    In: Resources Policy.
    RePEc:eee:jrpoli:v:44:y:2015:i:c:p:118-134.

    Full description at Econpapers || Download paper

  34. Relaxing competition through speculation: Committing to a negative supply slope. (2015). Willems, Bert ; Holmberg, Pär.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:159:y:2015:i:pa:p:236-266.

    Full description at Econpapers || Download paper

  35. Informational efficiency and spurious spillover effects between spot and derivatives markets. (2015). Sogiakas, Vasilios ; Karathanassis, George .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:27:y:2015:i:c:p:46-72.

    Full description at Econpapers || Download paper

  36. The effect of index futures trading on volatility: Three markets for Chinese stocks. (2015). Siklos, Pierre ; Bohl, Martin T. ; Diesteldorf, Jeanne .
    In: China Economic Review.
    RePEc:eee:chieco:v:34:y:2015:i:c:p:207-224.

    Full description at Econpapers || Download paper

  37. A Futures Market Reduces Bubbles but Allows Greater Profit for More Sophisticated Traders. (2014). Xu, Yilong ; Tucker, Steven ; Noussair, Charles.
    In: Working Papers in Economics.
    RePEc:wai:econwp:14/12.

    Full description at Econpapers || Download paper

  38. A Future Market Reduces Bubbles but Allows Greater Profit for More Sophisticated Traders. (2014). Noussair, Charles ; Xu, Yilong ; Tucker, S.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:43ded173-9eee-48a4-8a15-640b15f48954.

    Full description at Econpapers || Download paper

  39. A Future Market Reduces Bubbles but Allows Greater Profit for More Sophisticated Traders. (2014). Xu, Yilong ; Tucker, Steven ; Noussair, Charles.
    In: Discussion Paper.
    RePEc:tiu:tiucen:43ded173-9eee-48a4-8a15-640b15f48954.

    Full description at Econpapers || Download paper

  40. Market Varying Conditional Risk-Return Relationship. (2014). Shah, Attaullah ; Malik, Imran Riaz.
    In: Pakistan Journal of Applied Economics.
    RePEc:pje:journl:article14wini.

    Full description at Econpapers || Download paper

  41. Futures Trading, Spot Price Volatility and Market Efficiency: Evidence from European Real Estate Securities Futures. (2014). Stevenson, Simon ; Lee, Ming-Long .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:48:y:2014:i:2:p:299-322.

    Full description at Econpapers || Download paper

  42. Index Future Trading, Spot Volatility And Market Efficiency.. (2014). Chen, Zonghao .
    In: Journal of Management Sciences.
    RePEc:gei:journl:v:1:y:2014:i:2:p:73-101.

    Full description at Econpapers || Download paper

  43. The impact of the CSI 300 stock index futures: Positive feedback trading and autocorrelation of stock returns. (2014). Hou, Yang ; Li, Steven.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:33:y:2014:i:c:p:319-337.

    Full description at Econpapers || Download paper

  44. Chinese steel market in the post-futures period. (2014). Mutlu, Elif ; Arık, Evren ; Ark, Evren .
    In: Resources Policy.
    RePEc:eee:jrpoli:v:42:y:2014:i:c:p:10-17.

    Full description at Econpapers || Download paper

  45. Insider trading and information revelation with the introduction of futures markets. (2014). Hsu, Chih-Hsiang ; Lee, Hsiu-Chuan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:43:y:2014:i:c:p:173-182.

    Full description at Econpapers || Download paper

  46. The Effect of Index Futures Trading on Volatility: Three Markets for Chinese Stocks. (2014). Siklos, Pierre ; Diesteldorf, Jeanne ; Bohl, Martin T..
    In: CQE Working Papers.
    RePEc:cqe:wpaper:3614.

    Full description at Econpapers || Download paper

  47. Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach. (2014). Wilfling, Bernd ; Salm, Christian A. ; Bohl, Martin T. ; Diesteldorf, Jeanne .
    In: CQE Working Papers.
    RePEc:cqe:wpaper:3514.

    Full description at Econpapers || Download paper

  48. A No‐Arbitrage Fractional Cointegration Model for Futures and Spot Daily Ranges. (2013). Santucci de Magistris, Paolo ; Rossi, Eduardo.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:33:y:2013:i:1:p:77-102.

    Full description at Econpapers || Download paper

  49. Futures price volatility in commodities markets: The role of short term vs long term speculation. (2013). Nicolini, Marcella ; Manera, Matteo ; Vignati, Ilaria .
    In: DEM Working Papers Series.
    RePEc:pav:demwpp:demwp0042.

    Full description at Econpapers || Download paper

  50. Futures price volatility in commodities markets: The role of short term vs long term speculation. (2013). Nicolini, Marcella ; Manera, Matteo ; Vignati, Ilaria .
    In: Working Papers.
    RePEc:mib:wpaper:243.

    Full description at Econpapers || Download paper

  51. Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation. (2013). Nicolini, Marcella ; Manera, Matteo.
    In: Working Papers.
    RePEc:fem:femwpa:2013.45.

    Full description at Econpapers || Download paper

  52. Detecting speculation in volatility of commodities futures markets. (2013). Nicolini, Marcella ; Manera, Matteo ; Vignati, Ilaria .
    In: EcoMod2013.
    RePEc:ekd:004912:5125.

    Full description at Econpapers || Download paper

  53. An analysis of commodity markets: What gain for investors?. (2013). Sharma, Susan ; Narayan, Seema.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:10:p:3878-3889.

    Full description at Econpapers || Download paper

  54. Drivers of technical trend-following rules profitability in world stock markets. (2013). Ülkü, Numan ; Prodan, Eugeniu ; Ulku, Numan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:214-229.

    Full description at Econpapers || Download paper

  55. Relaxing Competition through Speculation : Committing to a Negative Supply Slope. (2012). Willems, Bert ; Holmberg, Pär.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:2d1fb9b4-fb84-44ab-92e9-f0138208a7c7.

    Full description at Econpapers || Download paper

  56. Relaxing Competition through Speculation : Committing to a Negative Supply Slope. (2012). Willems, Bert ; Holmberg, Pär.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:29ee1be9-d566-4b3b-9ba0-078c1c30d8bd.

    Full description at Econpapers || Download paper

  57. Relaxing Competition through Speculation : Committing to a Negative Supply Slope. (2012). Willems, Bert ; Holmberg, Pär.
    In: Discussion Paper.
    RePEc:tiu:tiutil:2d1fb9b4-fb84-44ab-92e9-f0138208a7c7.

    Full description at Econpapers || Download paper

  58. Relaxing Competition through Speculation : Committing to a Negative Supply Slope. (2012). Willems, Bert ; Holmberg, Pär.
    In: Discussion Paper.
    RePEc:tiu:tiucen:29ee1be9-d566-4b3b-9ba0-078c1c30d8bd.

    Full description at Econpapers || Download paper

  59. The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks. (2012). Galariotis, Emilios C. ; Badreddine, Sina ; Holmes, Phil.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:3:p:589-608.

    Full description at Econpapers || Download paper

  60. Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach. (2012). Wong, Wing-Keung ; de Peretti, Christian ; Chan, Chia-Ying ; Qiao, Zhuo.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:1:p:162-174.

    Full description at Econpapers || Download paper

  61. Relaxing competition through speculation: Committing to a negative supply slope. (2012). Willems, Bert ; Holmberg, Pär.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1252.

    Full description at Econpapers || Download paper

  62. First and Second Order Impacts of Speculation on Commodity Price Volatility. (2012). Doroudian, Ali ; Vercammen, James.
    In: Working Papers.
    RePEc:ags:spaawp:126947.

    Full description at Econpapers || Download paper

  63. Option listing, returns and volatility: evidence from Greece. (2011). Floros, Christos ; Filis, George ; Eeckels, Bruno.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:21:y:2011:i:19:p:1423-1435.

    Full description at Econpapers || Download paper

  64. The Effects of Currency Futures Trading on Turkish Currency Market. (2011). Oduncu, Arif.
    In: Journal of BRSA Banking and Financial Markets.
    RePEc:bdd:journl:v:5:y:2011:i:1:p:97-109.

    Full description at Econpapers || Download paper

  65. Three essays in commodity futures and options price performance. (2011). Bozic, Marin.
    In: Faculty and Alumni Theses and Dissertations.
    RePEc:ags:umaeth:160678.

    Full description at Econpapers || Download paper

  66. Spill over effects of futures contracts initiation on the cash market: a regime shift approach. (2010). Sogiakas, Vasilios ; Karathanassis, George .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:34:y:2010:i:1:p:95-143.

    Full description at Econpapers || Download paper

  67. Digital Options and Efficiency in Experimental Asset Markets. (2010). Palan, Stefan.
    In: Post-Print.
    RePEc:hal:journl:hal-00849410.

    Full description at Econpapers || Download paper

  68. Digital options and efficiency in experimental asset markets. (2010). Palan, Stefan.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:75:y:2010:i:3:p:506-522.

    Full description at Econpapers || Download paper

  69. Positive feedback trading in stock index futures: International evidence. (2010). Salm, Christian A. ; Schuppli, Michael .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:5:p:313-322.

    Full description at Econpapers || Download paper

  70. Information Memory and Pricing Efficiency of Futures Contracts. (2009). .
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:8:y:2009:i:2:p:191-250.

    Full description at Econpapers || Download paper

  71. New insights into India’s single stock futures markets. (2009). So, Leh-chyan ; Hung, Mao-Wei.
    In: MPRA Paper.
    RePEc:pra:mprapa:52491.

    Full description at Econpapers || Download paper

  72. A No Arbitrage Fractional Cointegration Analysis Of The Range Based Volatility. (2009). Santucci de Magistris, Paolo ; Rossi, Eduardo.
    In: CREATES Research Papers.
    RePEc:aah:create:2009-31.

    Full description at Econpapers || Download paper

  73. The impact of futures trading on volatility of the underlying asset in the Turkish stock market. (2008). Kasman, Adnan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:387:y:2008:i:12:p:2837-2845.

    Full description at Econpapers || Download paper

  74. Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis. (2007). Sogiakas, Vasilios ; Karathanassis, George .
    In: MPRA Paper.
    RePEc:pra:mprapa:5958.

    Full description at Econpapers || Download paper

  75. Do the Forward Sales of Real Estate Stabilize Spot Prices?. (2006). Wong, S. ; Tse, M. ; Chau, K. ; Yiu, C..
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:32:y:2006:i:3:p:289-304.

    Full description at Econpapers || Download paper

  76. The effect of derivative trading on the underlying markets: Evidence from Canadian instalment receipts trading. (2006). Charupat, Narat .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:15:y:2006:i:3:p:276-293.

    Full description at Econpapers || Download paper

  77. Testing the stabilization hypothesis in the UK short-term interest rates: Evidence from a GARCH-X model. (2006). Staikouras, Sotiris K..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:46:y:2006:i:2:p:169-189.

    Full description at Econpapers || Download paper

  78. The volatility effect of futures trading: Evidence from LSE traded stocks listed as individual equity futures contracts on LIFFE. (2006). Mazouz, Khelifa ; Bowe, Michael .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:15:y:2006:i:1:p:1-20.

    Full description at Econpapers || Download paper

  79. Index futures and positive feedback trading: evidence from major stock exchanges. (2005). Pericli, Andreas ; Koutmos, Gregory ; Antoniou, Antonios .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:12:y:2005:i:2:p:219-238.

    Full description at Econpapers || Download paper

  80. The impact of the introduction of futures contracts on the spot market volatility: the case of Kuala Lumpur Stock Exchange. (2004). Pok, Wee Ching ; Poshakwale, Sunil .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:2:p:143-154.

    Full description at Econpapers || Download paper

  81. Liquidity and volatility in the American crude oil futures market. (2004). Lautier, Delphine ; Riva, Fabrice.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/1244.

    Full description at Econpapers || Download paper

  82. THE EFFECT OF FUTURES TRADING ACTIVITY ON THE DISTRIBUTION OF SPOT MARKET RETURNS. (2003). Lafuente, Juan Angel ; Illueca, Manuel ; Muoz, Manuel Illueca .
    In: Working Papers. Serie EC.
    RePEc:ivi:wpasec:2003-23.

    Full description at Econpapers || Download paper

  83. Maturity Effects in Futures Markets: Evidence from Eleven Financial Futures Markets. (2003). Akin, Rita Madarassy .
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt1n04g31b.

    Full description at Econpapers || Download paper

  84. Maturity Effects in Futures Markets: Evidence from Eleven Financial Futures Markets. (2003). Akin, Rita Madarassy .
    In: Santa Cruz Center for International Economics, Working Paper Series.
    RePEc:cdl:scciec:qt1n04g31b.

    Full description at Econpapers || Download paper

  85. The impact of futures trading on spot index volatility: evidence for Taiwan index futures. (2002). Wang, Cheng-Yu ; Chiang, Min-Hsien .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:9:y:2002:i:6:p:381-385.

    Full description at Econpapers || Download paper

  86. The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise?. (1999). Wei, Shang-Jin ; Kim, Jungshik.
    In: CID Working Papers.
    RePEc:wop:cidhav:5.

    Full description at Econpapers || Download paper

  87. The impact of energy derivatives on the crude oil market. (1999). Ostdiek, Barbara ; Fleming, Jeff .
    In: Energy Economics.
    RePEc:eee:eneeco:v:21:y:1999:i:2:p:135-167.

    Full description at Econpapers || Download paper

  88. Commodity futures markets: a survey. (1999). Carter, Colin.
    In: Australian Journal of Agricultural and Resource Economics.
    RePEc:ags:aareaj:117044.

    Full description at Econpapers || Download paper

  89. Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since the Crash?. (1998). Kupiec, Paul.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:13:y:1998:i:3:p:231-255.

    Full description at Econpapers || Download paper

  90. Crude oil prices between 1985 and 1994: how volatile in relation to other commodities?. (1998). Plourde, Andre ; Watkins, G. C..
    In: Resource and Energy Economics.
    RePEc:eee:resene:v:20:y:1998:i:3:p:245-262.

    Full description at Econpapers || Download paper

  91. Speculative activity and stock market volatility. (1998). Song, Frank ; Chatrath, Arjun ; Ramchander, Sanjay.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:50:y:1998:i:4:p:323-337.

    Full description at Econpapers || Download paper

  92. Does futures speculation stabilize spot prices? Evidence from metals markets. (1997). Kocagil, Ahmet Enis.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:7:y:1997:i:1:p:115-125.

    Full description at Econpapers || Download paper

  93. The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise?. (1997). Wei, Shang-Jin ; Kim, Jungshik.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6256.

    Full description at Econpapers || Download paper

  94. Margin requirements, volatility, and market integrity: what have we learned since the crash?. (1997). Kupiec, Paul.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1997-22.

    Full description at Econpapers || Download paper

  95. Derivatives and asset price volatility: a test using variance ratios. (1996). Cohen, Benjamin.
    In: BIS Working Papers.
    RePEc:bis:biswps:33.

    Full description at Econpapers || Download paper

  96. Impact of Deductibility of Futures Losses on Cattle Feeders Involvement and the Effectiveness of the Price Discovery Process. (1995). Yun, Won-Cheol ; Purcell, Wayne D.
    In: Staff Papers.
    RePEc:ags:vtaesp:232514.

    Full description at Econpapers || Download paper

  97. Impact of Deductibility of Futures Losses on Cattle Feeders Involvement and the Effectiveness of the Price Discovery Process. (1995). Yun, Won-Cheol ; Purcell, Wayne .
    In: Staff Papers.
    RePEc:ags:vtaesp:232463.

    Full description at Econpapers || Download paper

  98. Crude Oil Prices: How Volatile in relation to Other Commodities?. (1993). Plourde, Andre ; Watkins, G. C..
    In: Working Papers.
    RePEc:ott:wpaper:9304e.

    Full description at Econpapers || Download paper

  99. Index-Based Futures and Options Markets in Real Estate. (1991). Shiller, Robert ; Case, Karl ; Weiss, Allan N..
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1006.

    Full description at Econpapers || Download paper

  100. An Econometric Analysis of the Forward Premium in the International Corn Market. (1990). Azzam, Azzeddine ; Pagoulatos, Emilio ; Kitazawa, Motoichiro.
    In: Occasional Papers.
    RePEc:ags:nc194o:233045.

    Full description at Econpapers || Download paper

  101. The integration of alternative information systems: an application to the Hogs and Pigs report. (1989). Skold, Karl Durwood.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:1989010108000010239.

    Full description at Econpapers || Download paper

  102. Potentials for Substituting Farmers Use of Futures and Options for Farm Programs. (1989). Wright, Bruce H ; Heifner, Richard G.
    In: Agricultural Economic Reports.
    RePEc:ags:uerser:308136.

    Full description at Econpapers || Download paper

  103. THE LIVE CATTLE FUTURES MARKET AND DAILY CASH PRICE MOVEMENTS. (1988). Brorsen, B.
    In: 1988 Annual Meeting, August 1-3, Knoxville, Tennessee.
    RePEc:ags:aaea88:270442.

    Full description at Econpapers || Download paper

  104. PRICE DEPENDENCE AND FUTURES PRICE THEORY. (1985). Blank, Steven.
    In: Northeastern Journal of Agricultural and Resource Economics.
    RePEc:ags:nejare:28955.

    Full description at Econpapers || Download paper

  105. An annual simultaneous equation econometric model of U.S. corn and soybean cash and futures markets. (1983). Liu, Hsiang-Hsi.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:198301010800009935.

    Full description at Econpapers || Download paper

  106. Futures market efficiency in the soybean complex. (1982). Rausser, Gordon ; Carter, Colin.
    In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series.
    RePEc:cdl:agrebk:qt7d48x9qc.

    Full description at Econpapers || Download paper

  107. Futures Market Efficiency in the Soybean Complex. (1982). Carter, Colin ; Rausser, Gordon.
    In: CUDARE Working Papers.
    RePEc:ags:ucbecw:198214.

    Full description at Econpapers || Download paper

  108. On the use of futures markets for stabilization purposes. (1980). Streit, Manfred.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:116:y:1980:i:3:p:493-513.

    Full description at Econpapers || Download paper

  109. ASPECTS OF HEDGING THEORY. (1980). Goss, Barry A..
    In: Australian Journal of Agricultural Economics.
    RePEc:ags:ajaeau:22916.

    Full description at Econpapers || Download paper

  110. Grain marketing gains in Iowa and the use of price forecasting models: a Bayesian decision approach. (1977). Gonzalez-Mendez, Hector Eduardo.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:197701010800007084.

    Full description at Econpapers || Download paper

References

References cited by this document

    This document has not been processed yet.

    You may help us by submiting the list of references

Cocites

Documents in RePEc which have cited the same bibliography

          This document has not co-citation data yet.

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-22 12:53:34 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.