1

Intraday price reversals in the US stock index futures market: A 15-year study

James L. Grant, Avner Wolf, Susana Yu
Journal:
Journal of Banking & Finance
Année:
2005
Langue:
english
Fichier:
PDF, 316 KB
english, 2005
2

Bonds versus stocks: Investors’ age and risk taking

Turan G. Bali, K. Ozgur Demirtas, Haim Levy, Avner Wolf
Journal:
Journal of Monetary Economics
Année:
2009
Langue:
english
Fichier:
PDF, 741 KB
english, 2009
4

Long-Short Strategies may not be Factor-Neutral

Yu, Susana, Rentzler, Joel, Wolf, Avner
Journal:
The Journal of Investing
Année:
2004
Langue:
english
Fichier:
PDF, 110 KB
english, 2004
5

Determinants of trading volume in futures markets

Terrence F. Martell, Avner S. Wolf
Journal:
Journal of Futures Markets
Année:
1987
Langue:
english
Fichier:
PDF, 674 KB
english, 1987
6

Empirical tests of valuation models for options on t-note and t-bond futures

Nusret Cakici, Sris Chatterjee, Avner Wolf
Journal:
Journal of Futures Markets
Année:
1993
Langue:
english
Fichier:
PDF, 716 KB
english, 1993
7

Import and hedging uncertainty in international trade

Avner Wolf
Journal:
Journal of Futures Markets
Année:
1995
Langue:
english
Fichier:
PDF, 501 KB
english, 1995
8

Hedging mispriced options

Avner Wolf, Mark Castelino, Jack Clark Francis
Journal:
Journal of Futures Markets
Année:
1987
Langue:
english
Fichier:
PDF, 564 KB
english, 1987
9

Note on “Managing Illiquid Bonds and the Linear Path Space”

Pohlman, Lawrence, Wolf, Avner
Journal:
The Journal of Fixed Income
Année:
1993
Langue:
english
Fichier:
PDF, 488 KB
english, 1993
10

Fundamentals of commodity options on futures

Avner Wolf
Journal:
Journal of Futures Markets
Année:
1982
Langue:
english
Fichier:
PDF, 916 KB
english, 1982
11

Options of futures: Pricing and the effect of an anticipated price change

Avner Wolf
Journal:
Journal of Futures Markets
Année:
1984
Langue:
english
Fichier:
PDF, 938 KB
english, 1984
12

Production and hedging decisions in the presence of basis risk

Jacob Paroush, Avner Wolf
Journal:
Journal of Futures Markets
Année:
1989
Langue:
english
Fichier:
PDF, 870 KB
english, 1989
13

Weekday variations in short-term contrarian profits in futures markets

J.Barry Lin, Joseph I. Onochie, Avner S. Wolf
Journal:
Review of Financial Economics
Année:
1999
Langue:
english
Fichier:
PDF, 110 KB
english, 1999
15

The dynamic process of price discovery in an equity market

Yu, Susana, Schwartz, Robert, Wolf, Avner, Paroush, Jacob
Journal:
Managerial Finance
Année:
2010
Langue:
english
Fichier:
PDF, 193 KB
english, 2010
16

The Derived Demand with Hedging Cost Uncertainty in the Futures Markets

Jacob Paroush and Avner Wolf
Journal:
The Economic Journal
Année:
1992
Langue:
english
Fichier:
PDF, 427 KB
english, 1992
17

An Examination of Average Returns, Dispersion of Average Returns, and Bid-Ask Quotes

Yu, Susana, Wolf, Avner
Journal:
The Journal of Wealth Management
Année:
2003
Langue:
english
Fichier:
PDF, 390 KB
english, 2003
19

The Dynamic Process of Price Discovery in an Equity Market

Paroush, Jacob, Schwartz, Robert A., Wolf, Avner
Journal:
SSRN Electronic Journal
Année:
2008
Langue:
english
Fichier:
PDF, 393 KB
english, 2008