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Using T-bill futures to gauge interest rate expectations
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Using T-bill futures to gauge interest rate expectations (1978)Using T-bill futures to gauge interest ra…Conditional Time-Varying Interest Rate Risk Premium: Evidence from the Treasury Bill Futures Market (2005)Conditional Time-Varying Inte…Do treasury bill futures rates satisfy rational expectation properties? (1991)Do treasury bill futures rate…Futures rates and forward rates as predictors of near‐term treasury bill rates (1989)Futures rates and forward rat…Comparing Futures and Survey Forecasts of Near-Term Treasury Bill Rates (1989)Comparing Futures and Survey …Volume determination in stock and stock index futures markets: An analysis of arbitrage and volatility effects (1987)Volume determination in stock…The relative efficiency of the gold and treasury bill futures markets (1986)The relative efficiency of th…Cash‐and‐carry trading and the pricing of treasury bill futures (1984)Cash‐and‐carry trading and th…Are there arbitrage opportunities in the treasury‐bond futures market? (1982)Are there arbitrage opportuni…Usefulness of treasury bill futures as hedging instruments (1981)Usefulness of treasury bill f…Forward and futures pricing of treasury bills (1981)Forward and futures pricing o…THE EFFICIENCY OF THE TREASURY BILL FUTURES MARKET: AN ANALYSIS OF ALTERNATIVE SPECIFICATIONS (1980)THE EFFICIENCY OF THE TREASUR…The Arc Sine Law and the Treasury Bill Futures Market (1980)The Arc Sine Law and the Trea…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Theory of the Inverse Carrying Charge in Futures Markets (1948)Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums (1973)The Efficiency of the Treasury Bill Futures Market (1979)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)On the Impossibility of Informationally Efficient Markets (1980)Early unwindings and rollovers of stock index futures arbitrage programs: Analysis and implications for predicting expiration day effects (1989)Mispricing in Stock Index Futures: A Re‐Examination Using the SPI (1997)Pricing efficiency of the S&P 500 index market: Evidence from the Standard & Poor's Depositary Receipts (2002)Treasury Bill Pricing in the Spot and Futures Markets (1979)Arbitrage opportunities in metal futures markets (1988)An empirical examination of the relation between futures spreads volatility, volume, and open interest (2002)The Theory of Hedging and Speculation in Commodity Futures (1960)The Theory of Hedging and Speculation in Commodity Futures (1976)The Hedging Performance of the New Futures Markets (1979)A measure of hedging's performance (1985)The hedging performance of the CD futures market (1986)The Simultaneous Hedging of Price Risk, Crop Yield Risk and Currency Risk (2000)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward and spot exchange rates (1984)Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (1987)The pricing relationship of eurodollar futures and eurodollar deposit rates (1993)Interest rate futures: Evidence on forecast power, expected premiums, and the unbiased expectations hypothesis (1994)A Treatise on Money (1971)The Pricing of Options and Corporate Liabilities (1973)The pricing of commodity contracts (1976)The Expectations Hypothesis and the Efficiency of the Treasury Bill Market (1975)Rational Expectations and the Theory of Price Movements (1961)Applied Economic Forecasting (1967)The Information in Long-Maturity Forward Rates (1987)Forecasting interest rates with eurodollar futures rates (1994)The Profitability of Technical Analysis: A Review (2004)Machine learning applied in the stock market through the Moving Average Convergence Divergence (MACD) indicator (2020)Technical Analysis in the Stock Market: A Review (2024)
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  • 1987Volume determination in stock and stock index futures markets: An analysis of arbitrage and volatility effects38 cited
  • 1980The Arc Sine Law and the Treasury Bill Futures Market37 cited
  • 1989Comparing Futures and Survey Forecasts of Near-Term Treasury Bill Rates31 cited
  • 1986The relative efficiency of the gold and treasury bill futures markets30 cited
  • 1980THE EFFICIENCY OF THE TREASURY BILL FUTURES MARKET: AN ANALYSIS OF ALTERNATIVE SPECIFICATIONS28 cited
  • 1989Futures rates and forward rates as predictors of near‐term treasury bill rates25 cited
  • 1981Usefulness of treasury bill futures as hedging instruments23 cited
  • 1984Cash‐and‐carry trading and the pricing of treasury bill futures22 cited
  • 1991Do treasury bill futures rates satisfy rational expectation properties?22 cited
  • 1981Forward and futures pricing of treasury bills21 cited
  • 1982Are there arbitrage opportunities in the treasury‐bond futures market?21 cited
  • 2005Conditional Time-Varying Interest Rate Risk Premium: Evidence from the Treasury Bill Futures Market19 cited

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