The failure of the mortgage‐backed futures contract

A Simple Implicit Measure of the Effective Bid‐Ask Spread in an Efficient Market

Richard Roll · The Journal of Finance · 1984 · 2.8K citations

Social Sciences, Economics, Finance +13

The Hedging Performance of the New Futures Markets

Louis H. Ederington · The Journal of Finance · 1979 · 1.5K citations

Business, Economics, Finance +14

Advertising and Aggregate Consumption: An Analysis of Causality

Richard Ashley, Clive W. J. Granger, Richard Schmalensee · Econometrica · 1980 · 551 citations

Business, Business Economics, Economics +13

Market Making and Reversal on the Stock Exchange

Victor Niederhoffer, M. F. M. Osborne · Journal of the American Statistical Association · 1966 · 358 citations

Business, Economics, Finance +8

Futures markets: Their purpose, their history, their growth, their successes and failures

Dennis W. Carlton · Journal of Futures Markets · 1984 · 192 citations

Social Sciences, Economics, Commodity Markets +9