Price discovery and volatility spillovers in index futures markets : Some evidence from Mexico
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The trading dynamics of close-substitute futures markets : evidence of margin policy spillover effects
Trading activity and price reversals in futures markets
Hedging with foreign currency denominated stock index futures : evidence from the MSCI Taiwan index futures market
Commodity futures contracts : Furnishing an elastic currency in the nineteenth century
The predictive power of implied volatility : Evidence from 35 futures markets
An examination of own account trading by dual traders in futures markets
Price limits in futures markets : effects on the price discovery process and volatility
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market
A Bayesian analysis of dual trader informativeness in futures markets
Can modeling the natural gas futures market as a threshold cointegrated system improve hedging and forecasting performance?
Contract settlement specification and price discovery : Empirical evidence in Australia individual share futures market
Transaction costs, arbitrage, and volatility spillover: a note
Information content of volume : An investigation of Tokyo commodity futures markets
Intraday futures market behaviour around major scheduled macroeconomic announcements : Australian evidence
Interdependence and dynamics in currency futures markets : A multivariate analysis of intraday data
Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information
Efficiency of the Dojima rice futures market in Tokugawa-period Japan
Coskewness and cokurtosis in futures markets
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