Browse "School of Management Engineering(경영공학부)" by Author Webb, Robert I

Showing results 1 to 19 of 19

1
A NOTE ON VOLATILITY AND PRICING OF FUTURES OPTIONS DURING CHOPPY MARKETS

Webb, Robert I, JOURNAL OF FUTURES MARKETS, v.7, no.3, pp.333 - 337, 1987-06

2
Arbitrage, cointegration, and the joint dynamics of prices across discrete commodity futures auctions

Low, AHW; Muthuswamy, J; Webb, Robert I, JOURNAL OF FUTURES MARKETS, v.19, no.7, pp.799 - 815, 1999-10

3
Asset pricing in an inefficient market

Webb, Robert I, ECONOMIC MODELLING, v.7, no.4, pp.395 - 399, 1990-10

4
Comments on the AT&T Investment Challenge Game

Webb, Robert I, FINANCIAL PRACTICE AND EDUCATION, 1991

5
Continuously traded options on discretely traded commodity futures contracts

Webb, Robert I; Iwata, G; Fujiwara, K; Sunada, H, JOURNAL OF FUTURES MARKETS, v.17, no.6, pp.633 - 666, 1997-09

6
Does Spurious Mean Reversion in Basis Changes Still Exist After the Introduction Exchange Traded Funds?

Jayaram, Muthuswamy; Nivine, Richie; Reuben, Segara; Webb, Robert I, REVIEW OF FUTURES MARKETS, v.17, no.4, pp.409 - 422, 2009

7
FUTURES TRADING IN LESS NOISY MARKETS

Webb, Robert I, JAPAN AND THE WORLD ECONOMY, v.7, no.2, pp.155 - 173, 1995-07

8
Information Dissemination Uncertainty, the Continuity of Trading and the Structure of International Futures Markets

Webb, Robert I; T.A. Marsh, REVIEW OF RESEARCH IN FUTURES MARKETS, v.2, no.1, pp.36 - 71, 1983-05

9
Market microstructure effects on volatility at the TAIFEX

Webb, Robert I; Muthuswamy, Jayaram; Segara, Reuben, JOURNAL OF FUTURES MARKETS, v.27, no.12, pp.1219 - 1243, 2007-12

10
Taxation, rational expectations, and the neutrality of money

Cantc, V.A.; Joines, D.H.; Webb, Robert I, JOURNAL OF MACROECONOMICS, v.6, no.1, pp.69 - 78, 1984

11
THE BEHAVIOR OF FALSE FUTURES PRICES

Webb, Robert I, JOURNAL OF FUTURES MARKETS, v.11, no.6, pp.651 - 668, 1991-12

12
THE BEHAVIOR OF SPECULATIVE PRICES AND THE CONSISTENCY OF ECONOMIC-MODELS

Webb, Robert I, JOURNAL OF ECONOMETRICS, v.27, no.1, pp.123 - 130, 1985

13
THE EFFECT OF MARKET OPENING AND CLOSING ON THE VOLATILITY OF EURODOLLAR FUTURES PRICES

Webb, Robert I; Smith, DG, JOURNAL OF FUTURES MARKETS, v.14, no.1, pp.51 - 78, 1994-02

14
THE EFFECT OF STATE FISCAL-POLICY ON STATE RELATIVE ECONOMIC-PERFORMANCE

CANTO, VA; Webb, Robert I, SOUTHERN ECONOMIC JOURNAL, v.54, no.1, pp.186 - 202, 1987-07

15
THE REVENUE EFFECTS OF THE KENNEDY AND REAGAN TAX CUTS - SOME TIME-SERIES ESTIMATES

Canto, VA; Joins, DH; Webb, Robert I, JOURNAL OF BUSINESS ECONOMIC STATISTICS, v.4, no.3, pp.281 - 288, 1986-07

16
The Volatility of Eurodollar Futures Prices around Fed Time

Webb, Robert I; David, G. Smith, JOURNAL OF FIXED INCOME, v.2, no.4, pp.58 - 73, 1993-03

17
Transitory real-time property rights and exchange intellectual property

Webb, Robert I, JOURNAL OF FUTURES MARKETS, v.23, no.9, pp.891 - 913, 2003-09

18
Using Consensus Forecasts in Assessing Federal Reserve Security Transactions

Webb, Robert I, ECONOMIC AND FINANCIAL COMPUTING, v.1, no.1, pp.39 - 48, 1991-03

19
Winners and Losers: Recent Competition Among Futures Exchanges for Equivalent Financial Contract Markets

Webb, Robert I; M, Holder; M, Tomas, DERIVATIVES QUARTERLY, 1999

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