Building bank brands: How leadership behavior influences employee commitment
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A SWOT analysis of successful construction waste management
The price–volume relationship in the crude oil futures market Some results based on linear and nonlinear causality testing
An empirical analysis of the supply of liquidity by locals in futures markets : Evidence from the Sydney Futures Exchange
Coskewness and cokurtosis in futures markets
Efficiency of the Dojima rice futures market in Tokugawa-period Japan
Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information
Interdependence and dynamics in currency futures markets : A multivariate analysis of intraday data
Intraday futures market behaviour around major scheduled macroeconomic announcements : Australian evidence
Information content of volume : An investigation of Tokyo commodity futures markets
Transaction costs, arbitrage, and volatility spillover: a note
Contract settlement specification and price discovery : Empirical evidence in Australia individual share futures market
Hedging with foreign currency denominated stock index futures : evidence from the MSCI Taiwan index futures market
Can modeling the natural gas futures market as a threshold cointegrated system improve hedging and forecasting performance?
A Bayesian analysis of dual trader informativeness in futures markets
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market
Price limits in futures markets : effects on the price discovery process and volatility
An examination of own account trading by dual traders in futures markets
The predictive power of implied volatility : Evidence from 35 futures markets
Commodity futures contracts : Furnishing an elastic currency in the nineteenth century
Effects of NYMEX trading on IPE Brent Crude futures markets : a duration analysis
The propensity for local traders in futures markets to ride losses : Evidence of irrational or rational behavior?
Hedgers, funds, and small speculators in the energy futures markets : an analysis of the CFTC's Commitments of Traders reports
Trading activity and price reversals in futures markets
The trading dynamics of close-substitute futures markets : evidence of margin policy spillover effects
Price discovery and volatility spillovers in index futures markets : Some evidence from Mexico
Simultaneous volatility transmissions and spillover effects : U.S. and Hong Kong stock and futures markets
Effects of electronic trading on the Hang Seng Index futures market
Comparisons of short and long hedge performance : the case of Taiwan
Intraday price reversals in the US stock index futures market : A 15-year study
Strategic trading behavior and price distortion in a manipulated market : anatomy of a squeeze
Who trades in the stock index futures market when the underlying cash market is not trading?
ERM effects on currency spot and futures markets
Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts
Are options redundant? Further evidence from currency futures markets
Short-term market efficiency in the futures markets : TOPIX futures and 10-year JGB futures
Monetary policy and financial stability: What role for the futures market?
Relative performance of bid–ask spread estimators : Futures market evidence
Long memory in stock index futures markets : A value-at-risk approach
Clearing margin system in the futures markets—Applying the value-at-risk model to Taiwanese data
Multiscale hedge ratio between the Australian stock and futures markets : Evidence from wavelet analysis
Statistical properties of post-sample hedging effectiveness
Are there exploitable inefficiencies in the futures market for oil?
Point and Figure charting : A computational methodology and trading rule performance in the S&P 500 futures market
The Japanese yen futures returns, spot returns, and the risk premium
Relaxing standard hedging assumptions in the presence of downside risk
Using GHSOM to construct legal maps for Taiwan’s securities and futures markets
The impact of futures trading on volatility of the underlying asset in the Turkish stock market
The Samuelson hypothesis in futures markets : An analysis using intraday data
Unbiased Estimation, Price Discovery, and Market Efficiency : Futures Prices and Spot Prices
A Markov regime switching approach for hedging energy commodities
The relationship between crude oil spot and futures prices : Cointegration, linear and nonlinear causality
Electronic trading system and returns volatility in the oil futures market
Oil prices : The role of refinery utilization, futures markets and non-linearities
A note on the conditional correlation between energy prices : Evidence from future markets
Probability weighting and loss aversion in futures hedging
The dynamic relations among return volatility, trading imbalance, and trading volume in futures markets
A censored stochastic volatility approach to the estimation of price limit moves
Short-run deviations and time-varying hedge ratios: Evidence from agricultural futures markets
The distribution of first-passage times and durations in FOREX and future markets
Optimal dynamic hedging via copula-threshold-GARCH models
The forecasting ability of Internet-based virtual futures market