The market for japanese stock index futures: Some preliminary evidence

The Relation Between Price Changes and Trading Volume: A Survey

1987 • 2,469 citations

Stock returns and the weekend effect

1980 • 1,965 citations

Stock return variances

1986 • 1,878 citations

The Hedging Performance of the New Futures Markets

1979 • 1,338 citations

A Re‐examination of Traditional Hypotheses about the Term Structure of Interest Rates

1981 • 547 citations

Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects

1985 • 256 citations

The pricing of stock index futures

1983 • 187 citations

The relationship between spot and futures prices in stock index futures markets: Some preliminary evidence

1983 • 183 citations

The Valuation of Options on Futures Contracts

1985 • 139 citations

Hedging with stock index futures: Theory and application in a new market

1985 • 101 citations

The construction of hopscotch methods for parabolic and elliptic equations in two space dimensions with a mixed derivative

1977 • 65 citations

Valuing debt options

1986 • 58 citations

Transactions Costs and the Term Structure of Interest Rates in the OTC Bond Market in Japan

1987 • 13 citations

Guide to world commodity markets

1979 • 7 citations

Guide to World Commodity Markets

1985 • 5 citations