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- [1] INTRADAY RELATIONSHIPS BETWEEN VOLATILITY IN STANDARD-AND-POOR-500 FUTURES PRICES AND VOLATILITY IN THE STANDARD-AND-POOR-500 INDEXJOURNAL OF BANKING & FINANCE, 1990, 14 (2-3) : 373 - 397KAWALLER, IGKOCH, PDKOCH, TW
- [2] COMMON VOLATILITY IN STANDARD-AND-POOR-500 STOCK INDEX AND STANDARD-AND-POOR-500 INDEX FUTURES PRICES DURING OCTOBER 1987JOURNAL OF FUTURES MARKETS, 1994, 14 (08) : 915 - 925ARSHANPALLI, BDOUKAS, J
- [3] AN INTRADAY ANALYSIS OF BID - ASK SPREADS AND PRICE VOLATILITY IN THE STANDARD-AND-POOR-500 INDEX FUTURES MARKETJOURNAL OF FUTURES MARKETS, 1994, 14 (07) : 837 - 859WANG, GHKMICHALSKI, RJJORDAN, JVMORIARTY, EJ
- [4] ASSESSING INEFFICIENCY IN THE STANDARD-AND-POOR-500 FUTURES MARKETJOURNAL OF FORECASTING, 1993, 12 (05) : 395 - 420FARRELL, CHOLSZEWSKI, EA
- [5] INTRADAY MARKET BEHAVIOR AND THE EXTENT OF FEEDBACK BETWEEN STANDARD-AND-POOR-500 FUTURES PRICES AND THE STANDARD-AND-POOR-500 INDEXJOURNAL OF FINANCIAL RESEARCH, 1993, 16 (02) : 107 - 121KAWALLER, IGKOCH, PDKOCH, TW
- [6] INTRADAY PATTERNS IN THE STANDARD-AND-POOR-500 INDEX FUTURES MARKETJOURNAL OF FUTURES MARKETS, 1992, 12 (04) : 365 - 381EKMAN, PD
- [7] THE EFFECT OF FUTURES TRADING ON THE STABILITY OF STANDARD-AND-POOR-500 RETURNSJOURNAL OF FUTURES MARKETS, 1992, 12 (06) : 645 - 658KAMARA, AMILLER, TWSIEGEL, AF
- [9] POSITIVE FEEDBACK TRADERS IN THE STANDARD-AND-POOR-500 INDEX FUTURES MARKETJOURNAL OF FINANCE, 1993, 48 (03): : 1103 - 1104KODRES, LE
- [10] FURTHER EVIDENCE ON PARITY RELATIONSHIPS IN OPTIONS ON STANDARD-AND-POOR-500 INDEX FUTURESJOURNAL OF FUTURES MARKETS, 1994, 14 (06) : 757 - 771MARCHAND, PHLINDLEY, JTFOLLOWILL, RA