2 results
Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements?
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 54 / Issue 1 / February 2019
- Published online by Cambridge University Press:
- 19 December 2018, pp. 449-479
- Print publication:
- February 2019
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- Article
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Price Dynamics in the Regular and E-Mini Futures Markets
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 39 / Issue 2 / June 2004
- Published online by Cambridge University Press:
- 06 April 2009, pp. 365-384
- Print publication:
- June 2004
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- Article
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