1. A nonlinear diffusion model for electricity prices and derivatives. (2017) Authors: Tong, Zhigang; Liu, Allen Journal: International journal of bonds and derivatives Issue: Volume 3:Number 4(2017) Page Start: 290 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A nonlinear diffusion model for electricity prices and derivatives. (2017) Authors: Tong, Zhigang; Liu, Allen Journal: International journal of bonds and derivatives Issue: Volume 3:Number 4(2017) Page Start: 290 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. A reverse index futures split effect on liquidity and market dynamics. (2017) Authors: Athanasios, Fassas; Nikolas, Hourvouliades Journal: International journal of bonds and derivatives Issue: Volume 3:Number 3(2017) Page Start: 235 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. A study of the lead-lag relationship between price change and trading volume in futures markets using high-frequency data. (2015) Authors: Streeter, Denise W.; Najand, Mohammad; Dondeti, V. Reddy; Benton, James E. Journal: International journal of bonds and derivatives Issue: Volume 1:Number 4(2015) Page Start: 284 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Acquisitions of bankrupt and distressed firms. (2016) Authors: Precourt, Elena; Oppenheimer, Henry Journal: International journal of bonds and derivatives Issue: Volume 2:Number 1(2016) Page Start: 1 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Adaptive mesh relocation refinement on Kim's method: enhanced approximations and upper bounds for American options. (2017) Authors: Zeller, Thomas L.; Bozoudis, Michail Journal: International journal of bonds and derivatives Issue: Volume 3:Number 4(2017) Page Start: 335 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Adaptive mesh relocation refinement on Kim's method: enhanced approximations and upper bounds for American options. (2017) Authors: Zeller, Thomas L.; Bozoudis, Michail Journal: International journal of bonds and derivatives Issue: Volume 3:Number 4(2017) Page Start: 335 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. An empirical examination of currency ETFs tracking error. (2015) Authors: Ivanov, Stoyu I. Journal: International journal of bonds and derivatives Issue: Volume 1:Number 4(2015) Page Start: 333 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Analysing large one-day commodity futures price changes. (10th February 2015) Authors: Hua, Wei; Wei, Peihwang Journal: International journal of bonds and derivatives Issue: Volume 1:Number 2(2014) Page Start: 134 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Analysing large one-day commodity futures price changes. (1st January 2014) Authors: Hua, Wei; Wei, Peihwang Journal: International journal of bonds and derivatives Issue: Volume 1:Number 2(2014) Page Start: 134 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗