Stock index futures arbitrage: International evidence

Estimation and Inference in Nonlinear Structural Models

Ernst R. Berndt, Bronwyn H. Hall, Robert E. Hall et al. · RePEc: Research Papers in Economics · 1974 · 2K citations

Natural Sciences, Biostatistics, Econometrics +11

The Extreme Value Method for Estimating the Variance of the Rate of Return

Michael Parkinson · The Journal of Business · 1980 · 2K citations

Engineering, Economics, Finance +10

The relation between forward prices and futures prices

John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Journal of Financial Economics · 1981 · 754 citations

Business, Economics, Finance +14

Price Movements and Price Discovery in Futures and Cash Markets

Kenneth D. Garbade, William L. Silber · The Review of Economics and Statistics · 1983 · 648 citations

Agriculture, Economics, Finance +17

A Maximum Likelihood Procedure for Regression with Autocorrelated Errors

Charles M. Beach, James G. MacKinnon · Econometrica · 1978 · 441 citations

Business, Economics, Econometrics +15