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Arbitrage opportunities in metal futures markets
5 references·2 citing·32 second hop
Arbitrage opportunities in metal futures markets (1988)Arbitrage opportunities in metal futures …The relative efficiency of the gold and treasury bill futures markets (1986)The relative efficiency of th…The Economic Function of Futures Markets (1986)The Economic Function of Futu…Explaining the Early Discounts on Stock Index Futures: The Case for Disequilibrium (1984)Explaining the Early Discount…Taxes and the Pricing of Stock Index Futures (1983)Taxes and the Pricing of Stoc…Spot rates, forward rates and exchange market efficiency (1977)Spot rates, forward rates and…Superstitious seasonality in precious metals markets? Evidence from GARCH models with time-varying skewness and kurtosis (2015)Superstitious seasonality in …Conditional dynamics and optimal spreading in the precious metals futures markets (1995)Conditional dynamics and opti…Using T-bill futures to gauge interest rate expectations (1978)The Efficiency of the Treasury Bill Futures Market (1979)Treasury Bill Pricing in the Spot and Futures Markets (1979)An empirical examination of the relation between futures spreads volatility, volume, and open interest (2002)A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)Testing the Efficiency of the Canadian-U.S. Exchange Market under the Assumption of no Risk Premium (1981)Econometric tests of rationality and market efficiency (1989)Every minute counts in financial markets (1991)Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)The Cross‐Section of Volatility and Expected Returns (2006)The seasonality of gold prices in China does the risk‐aversion level matter? (2018)Uncovering the impacts of structural similarity of financial indicators on stock returns at different quantile levels (2021)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Determination of Optimal Hedging Strategy for Index Futures: Evidence from Turkey (2011)Hedging effectiveness of REIT futures (2012)The relation between forward prices and futures prices (1981)Capital Market Equilibrium with Personal Tax (1983)Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns (1983)The pricing of stock index futures (1983)A Transactions Data Test of Stock Index Futures Market Efficiency and Index Arbitrage Profitability (1991)Cross-Border Investing with Tax Arbitrage: The Case of German Dividend Tax Credits (2001)The relationship between spot and futures prices in stock index futures markets: Some preliminary evidence (1983)Premiums on stock index futures‐some evidence (1990)Dax index futures: Mispricing and arbitrage in German markets (1995)A further look at transaction costs, short sale restrictions, and futures market efficiency: The case of Korean stock index futures (1999)The Welfare Effects of the Introduction of Storage (1984)Commodity futures markets: a survey (1999)The empirical relevance of the competitive storage model (2009)
this work references cited by second hop

References

  • 1983Taxes and the Pricing of Stock Index Futures199 cited
  • 1977Spot rates, forward rates and exchange market efficiency195 cited
  • 1986The Economic Function of Futures Markets175 cited
  • 1984Explaining the Early Discounts on Stock Index Futures: The Case for Disequilibrium68 cited
  • 1986The relative efficiency of the gold and treasury bill futures markets30 cited

Cited by

  • 1995Conditional dynamics and optimal spreading in the precious metals futures markets28 cited
  • 2015Superstitious seasonality in precious metals markets? Evidence from GARCH models with time-varying skewness and kurtosis21 cited

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