-
3
-
-
33748491952
-
A Theory of Price Limits in Futures Markets
-
Brennan, Michael J. "A Theory of Price Limits in Futures Markets." Journal of Financial Economics 16(2) (1986), 213-233.
-
(1986)
Journal of Financial Economics
, vol.16
, Issue.2
, pp. 213-233
-
-
Brennan, M.J.1
-
4
-
-
0001000218
-
Periodic Market Closure and Trading Volume: A Model of Intraday Bids and Asks
-
Brock, William A., and Allan W Kleidon. "Periodic Market Closure and Trading Volume: A Model of Intraday Bids and Asks." Journal of Economic Dynamics and Control 16(3/4) (1992), 451-489.
-
(1992)
Journal of Economic Dynamics and Control
, vol.16
, Issue.3-4
, pp. 451-489
-
-
Brock, W.A.1
Kleidon, A.W.2
-
5
-
-
45449122114
-
Risk Aversion, Uncertain Information, and Market Efficiency
-
Brown, Keith C., W. V. Harlow, and Seha M. Tinic. "Risk Aversion, Uncertain Information, and Market Efficiency." Journal of Financial Economics 22(2) (1988), 355-385.
-
(1988)
Journal of Financial Economics
, vol.22
, Issue.2
, pp. 355-385
-
-
Brown, K.C.1
Harlow, W.V.2
Tinic, S.M.3
-
6
-
-
0010881464
-
Price Limits, Trading Suspension and the Adjustment of Prices to New Information
-
Coursey, Donald L., and Edward A. Dyl. "Price Limits, Trading Suspension and the Adjustment of Prices to New Information." Review of Futures Markets 9(2) (1990), 342-361.
-
(1990)
Review of Futures Markets
, vol.9
, Issue.2
, pp. 342-361
-
-
Coursey, D.L.1
Dyl, E.A.2
-
7
-
-
0042983370
-
What to Do, or Not Do, about the Markets
-
Ferguson, Robert. "What to Do, or Not Do, about the Markets." Journal of Portfolio Management 14(4) (1988), 14-19.
-
(1988)
Journal of Portfolio Management
, vol.14
, Issue.4
, pp. 14-19
-
-
Ferguson, R.1
-
8
-
-
84978601049
-
(Micro) Fads in Asset Prices: Evidence from the Futures Market
-
Gay, Gerald D., Jayant R. Kale, Robert W Kolb, and Thomas H. Noe. "(Micro) Fads in Asset Prices: Evidence from the Futures Market." Journal of Futures Markets, vol. 14 (1994).
-
(1994)
Journal of Futures Markets
, vol.14
-
-
Gay, G.D.1
Kale, J.R.2
Kolb, R.W.3
Noe, T.H.4
-
10
-
-
0011597483
-
Price Controls and the Behavior of Auction Markets: An Experimental Examination
-
June
-
Isaac, R. C., and C. R. Plott. "Price Controls and the Behavior of Auction Markets: An Experimental Examination." American Economic Review 71(3) (June 1981), 448-459.
-
(1981)
American Economic Review
, vol.71
, Issue.3
, pp. 448-459
-
-
Isaac, R.C.1
Plott, C.R.2
-
12
-
-
84978572718
-
Testing Rationality in Futures Markets
-
Ma, Christopher, William H. Dare, and Darla R. Donaldson. "Testing Rationality in Futures Markets." Journal of Futures Markets 10(2) (1990), 137-152.
-
(1990)
Journal of Futures Markets
, vol.10
, Issue.2
, pp. 137-152
-
-
Ma, C.1
Dare, W.H.2
Donaldson, D.R.3
-
13
-
-
84978600378
-
Limit Moves and Price Resolution: The Case of the Treasury Bond Futures
-
Ma, Christopher, Ramesh Rao, and R. Stephen Sears. "Limit Moves and Price Resolution: The Case of the Treasury Bond Futures." Journal of Futures Markets 9(4) (1989), 321-336.
-
(1989)
Journal of Futures Markets
, vol.9
, Issue.4
, pp. 321-336
-
-
Ma, C.1
Rao, R.2
Stephen Sears, R.3
-
14
-
-
33947627241
-
Volatility, Price Resolution, and the Effectiveness of Price Limits
-
Ma, Christopher, Ramesh Rao, and R. Stephen Sears. "Volatility, Price Resolution, and the Effectiveness of Price Limits." Journal of Financial Services Research 3(2/3) (1989), 165-199.
-
(1989)
Journal of Financial Services Research
, vol.3
, Issue.2-3
, pp. 165-199
-
-
Ma, C.1
Rao, R.2
Stephen Sears, R.3
-
15
-
-
0002219554
-
The Noise Trader Approach to Finance
-
Spring
-
Shleifer, Andrei, and Lawrence H. Summers. "The Noise Trader Approach to Finance." Journal of Economic Perspectives 4(2) (Spring 1990), 19-34.
-
(1990)
Journal of Economic Perspectives
, vol.4
, Issue.2
, pp. 19-34
-
-
Shleifer, A.1
Summers, L.H.2
|