Authors: KREHBIEL T COLLIER R

Citation: T. Krehbiel et R. Collier, NORMAL BACKWARDATION IN SHORT-TERM INTEREST-RATE FUTURES MARKETS, The journal of futures markets, 16(8), 1996, pp. 899-913

Authors: KREHBIEL T ADKINS LC

Citation: T. Krehbiel et Lc. Adkins, DO SYSTEMATIC-RISK PREMIUMS PERSIST IN EURODOLLAR FUTURES PRICES, The journal of futures markets, 16(4), 1996, pp. 389-403

Authors: POLONCHEK J KREHBIEL T

Citation: J. Polonchek et T. Krehbiel, PRICE AND VOLUME EFFECTS ASSOCIATED WITH CHANGES IN THE DOW-JONES AVERAGES, The Quarterly review of economics and finance, 34(4), 1994, pp. 305-316

Authors: KREHBIEL T ADKINS LC

Citation: T. Krehbiel et Lc. Adkins, INTEREST-RATE FUTURES - EVIDENCE ON FORECAST POWER, EXPECTED PREMIUMS, AND THE UNBIASED EXPECTATIONS HYPOTHESIS, The journal of futures markets, 14(5), 1994, pp. 531-543

Authors: KREHBIEL T ADKINS LC

Citation: T. Krehbiel et Lc. Adkins, COINTEGRATION TESTS OF THE UNBIASED EXPECTATIONS HYPOTHESIS IN METALSMARKETS, The journal of futures markets, 13(7), 1993, pp. 753-763