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Results: 1-7 |
Results: 7

Authors: BERKMAN H ELESWARAPU VR
Citation: H. Berkman et Vr. Eleswarapu, SHORT-TERM TRADERS AND LIQUIDITY - A TEST USING BOMBAY STOCK-EXCHANGEDATA, Journal of financial economics, 47(3), 1998, pp. 339-355

Authors: BERKMAN H STEENBEEK OW
Citation: H. Berkman et Ow. Steenbeek, THE INFLUENCE OF DAILY PRICE LIMITS ON TRADING IN NIKKEI FUTURES, The journal of futures markets, 18(3), 1998, pp. 265-279

Authors: SIRGY MJ GREWAL D MANGLEBURG TF PARK J CHON KS CLAIBORNE CB JOHAR JS BERKMAN H
Citation: Mj. Sirgy et al., ASSESSING THE PREDICTIVE-VALIDITY OF 2 METHODS OF MEASURING SELF-IMAGE CONGRUENCE, Journal of the Academy of Marketing Science, 25(3), 1997, pp. 229-241

Authors: BERKMAN H BRADBURY ME MAGAN S
Citation: H. Berkman et al., AN INTERNATIONAL COMPARISON OF DERIVATIVES USE, Financial management, 26(4), 1997, pp. 69

Authors: BERKMAN H
Citation: H. Berkman, LARGE OPTION TRADES, MARKET MAKERS, AND LIMIT ORDERS, The Review of financial studies, 9(3), 1996, pp. 977-1002

Authors: BERKMAN H BRADBURY ME
Citation: H. Berkman et Me. Bradbury, EMPIRICAL-EVIDENCE ON THE CORPORATE USE OF DERIVATIVES, Financial management, 25(2), 1996, pp. 5

Authors: BERKMAN H
Citation: H. Berkman, LARGE OPTION TRADES AND THE DIFFERENCE BETWEEN MARKET MAKERS AND LIMIT ORDERS AS SUPPLIER OF LIQUIDITY, The Journal of finance, 48(3), 1993, pp. 1067-1067
Risultati: 1-7 |