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There are 2264 results for: content related to: The October 1987 S&P 500 Stock-Futures Basis

  1. Nonsynchronous Security Trading and Market Index Autocorrelation

    The Journal of Finance

    Volume 42, Issue 1, March 1987, Pages: 111–118, MICHAEL D. ATCHISON, KIRT C. BUTLER and RICHARD R. SIMONDS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02553.x

  2. On the Perils of Financial Intermediaries Setting Security Prices: The Mutual Fund Wild Card Option

    The Journal of Finance

    Volume 56, Issue 6, December 2001, Pages: 2209–2236, John M. R. Chalmers, Roger M. Edelen and Gregory B. Kadlec

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00403

  3. PROXIES FOR NONSYNCHRONOUS TRADING

    Financial Review

    Volume 18, Issue 2, May 1983, Pages: 206–213, Thomas H. McInish and Robert A. Wood

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1983.tb00147.x

  4. You have free access to this content
    Does Europa have a subsurface ocean? Evaluation of the geological evidence

    Journal of Geophysical Research: Planets (1991–2012)

    Volume 104, Issue E10, 25 October 1999, Pages: 24015–24055, R. T. Pappalardo, M. J. S. Belton, H. H. Breneman, M. H. Carr, C. R. Chapman, G. C. Collins, T. Denk, S. Fagents, P. E. Geissler, B. Giese, R. Greeley, R. Greenberg, J. W. Head, P. Helfenstein, G. Hoppa, S. D. Kadel, K. P. Klaasen, J. E. Klemaszewski, K. Magee, A. S. McEwen, J. M. Moore, W. B. Moore, G. Neukum, C. B. Phillips, L. M. Prockter, G. Schubert, D. A. Senske, R. J. Sullivan, B. R. Tufts, E. P. Turtle, R. Wagner, K. K. Williams

    Article first published online : 21 SEP 2012, DOI: 10.1029/1998JE000628

  5. Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns

    Real Estate Economics

    Volume 40, Issue 4, Winter 2012, Pages: 637–661, Shaun A. Bond, Soosung Hwang and Gianluca Marcato

    Article first published online : 18 JAN 2012, DOI: 10.1111/j.1540-6229.2011.00327.x

  6. CHANGES IN THE STOCK PRICE REACTION OF SMALL FIRMS TO COMMON INFORMATION

    Journal of Financial Research

    Volume 21, Issue 1, Spring 1998, Pages: 105–121, Neil L. Fargher and Robert A. Weigand

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1998.tb00272.x

  7. Modulation of antioxidant enzymes, reactive oxygen species, and glutathione levels in manganese superoxide dismutase-overexpressing NIH/3T3 fibroblasts during the cell cycle

    Journal of Cellular Physiology

    Volume 177, Issue 1, October 1998, Pages: 148–160, Ning Li and Terry D. Oberley

    Article first published online : 7 DEC 1998, DOI: 10.1002/(SICI)1097-4652(199810)177:1<148::AID-JCP16>3.0.CO;2-9

  8. THE RISK BEHAVIOR OF EQUITY OF FIRMS APPROACHING BANKRUPTCY

    Journal of Financial Research

    Volume 12, Issue 1, Spring 1989, Pages: 33–50, Dana J. Johnson

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1989.tb00099.x

  9. Human motion tracking using nonsynchronous multiple observations

    Electronics and Communications in Japan (Part III: Fundamental Electronic Science)

    Volume 87, Issue 12, December 2004, Pages: 84–93, Hiroki Mori, Akira Utsumi, Jun Ohya, Masahiko Yachida and Ryohei Nakatsu

    Article first published online : 9 JUN 2004, DOI: 10.1002/ecjc.20132

  10. Delayed Reaction to Good News and the Cross-Autocorrelation of Portfolio Returns

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 889–919, GRANT MCQUEEN, MICHAEL PINEGAR and STEVEN THORLEY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02711.x

  11. Futures trading, transaction costs, and stock market volatility

    Journal of Futures Markets

    Volume 11, Issue 2, April 1991, Pages: 153–163, B. Wade Brorsen

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990110203

  12. Special Quotes Invoke Autocorrelation in Japanese Stock Prices

    Asian Economic Journal

    Volume 21, Issue 4, December 2007, Pages: 369–386, Yoshiro Tsutsui, Kenjiro Hirayama, Takahiro Tanaka and Nobutaka Uesugi

    Article first published online : 2 JAN 2008, DOI: 10.1111/j.1467-8381.2007.00262.x

  13. Some Tests of APT Mispricing Using Mimicking Portfolios

    Financial Review

    Volume 29, Issue 2, May 1994, Pages: 153–192, Lawrence Kryzanowski, Simon Lalancette and Minh Chau To

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1994.tb00817.x

  14. THE CROSS-AUTOCORRELATION OF SIZE-BASED PORTFOLIO RETURNS IS NOT AN ARTIFACT OF PORTFOLIO AUTOCORRELATION

    Journal of Financial Research

    Volume 22, Issue 1, Spring 1999, Pages: 1–13, Terry Richardson and David R. Peterson

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1999.tb00711.x

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    Consecutive primary carcinomas of the breast

    Cancer

    Volume 35, Issue 5, May 1975, Pages: 1472–1477, Dr. John A. McCredie, W. Rodger Inch and Marion Alderson

    Article first published online : 27 JUN 2006, DOI: 10.1002/1097-0142(197505)35:5<1472::AID-CNCR2820350536>3.0.CO;2-M

  16. Market Serial Correlation on a Small Security Market: A Note

    The Journal of Finance

    Volume 43, Issue 5, December 1988, Pages: 1265–1274, TOM BERGLUND and EVA LILJEBLOM

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb03969.x

  17. NON-REPRESENTATIVE TRADING FREQUENCIES AND THE DETECTION OF ABNORMAL PERFORMANCE

    Journal of Financial Research

    Volume 9, Issue 4, Winter 1986, Pages: 343–348, Michael D. Atchison

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1986.tb00467.x

  18. CROSS-AUTOCORRELATION BETWEEN A SHARES AND B SHARES IN THE CHINESE STOCK MARKET

    Journal of Financial Research

    Volume 21, Issue 3, Fall 1998, Pages: 333–353, Andy C. W. Chui and Chuck C. Y. Kwok

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1998.tb00689.x

  19. High-Frequency Data Analysis and Market Microstructure

    Analysis of Financial Time Series, Second Edition

    Ruey S. Tsay, Pages: 206–250, 2005

    Published Online : 24 AUG 2005, DOI: 10.1002/0471746193.ch5

  20. Tax and Liquidity Effects in Pricing Government Bonds

    The Journal of Finance

    Volume 53, Issue 5, October 1998, Pages: 1533–1562, Edwin J. Elton and T. Clifton Green

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00064