Bohl, M., Diesteldorf, J., Salm, C., & Wilfling, B. (2016). Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach. Journal of Futures Markets, 36(1), 30–45.
More details BibTeX DOI
@article{BohlDSW2016SpotMarket,
author = {MT Bohl and J Diesteldorf and CA Salm and B Wilfling},
title = {Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach},
journal = {Journal of Futures Markets},
year = {2016},
volume = {36},
number = {1},
pages = {30--45},
doi = {10.1002/fut.21723},
note = {Publication status: Published}
}
Bohl, M., Salm, C., & Schuppli, J. (2011). Price Discovery and Investor Structure in Stock Index Futures. Journal of Futures Markets, 31(3), 282–306.
More details BibTeX DOI
@article{BohlSS2011PriceDiscovery,
author = {MT Bohl and CA Salm and JM Schuppli},
title = {Price Discovery and Investor Structure in Stock Index Futures},
journal = {Journal of Futures Markets},
year = {2011},
volume = {31},
number = {3},
pages = {282--306},
doi = {10.1002/fut.20469},
note = {Publication status: Published}
}
Bohl, M., Salm, C., & Wilfling, B. (2011). Do Individual Index Futures Investors Destabilize the Underlying Spot Market?. Journal of Futures Markets, 31(1), 81–101.
More details BibTeX DOI
@article{BohlSW2011DoIndividual,
author = {MT Bohl and CA Salm and B Wilfling},
title = {Do Individual Index Futures Investors Destabilize the Underlying Spot Market?},
journal = {Journal of Futures Markets},
year = {2011},
volume = {31},
number = {1},
pages = {81--101},
doi = {10.1002/fut.20460},
note = {Publication status: Published}
}
Bohl, M., & Salm, C. (2010). The Other January Effect: International Evidence. The European Journal of Finance, 16(2), 173–182.
More details BibTeX DOI
@article{BohlS2010TheOtherJanuary,
author = {MT Bohl and CA Salm},
title = {The Other January Effect: International Evidence},
journal = {The European Journal of Finance},
year = {2010},
volume = {16},
number = {2},
pages = {173--182},
doi = {10.1080/13518470903037953},
note = {Publication status: Published}
}
