Day of the week effects on returns, price volatilities, and traded volume in foreign currency futures
Year of publication: |
1991
|
---|---|
Authors: | Grammatikos, Theoharry |
Published in: |
Spudai / University of Piraeus : journal of economics and business. - Peiraiōs : Panepistēmion, ISSN 1105-8919, ZDB-ID 1159532-2. - Vol. 41.1991, 3, p. 274-289
|
Subject: | Börsenkurs | Share price | Derivat | Derivative | Japan | Großbritannien | United Kingdom | USA | United States |
-
Does futures trading increase stock market volatility? : The US, Japan, the UK, and Hong Kong
Yi, Sang-bin, (1994)
-
The information content of forward and futures prices : market expectations and the price of risk
Chernenko, Sergey V., (2004)
-
Trading in option contracts before large price changes : a comparative study of US and UK markets
Galariotis, Emilios, (2014)
- More ...
-
Forecasting distress in European SME portfolios
Michala, Dimitra, (2013)
-
Pricing Default Risk: The good, the bad, and the anomaly
Ferreira Filipe, Sara, (2014)
-
“Too-Small-To-Survive” versus “Too-Big-To-Fail” banks : The two sides of the same coin
Grammatikos, Theoharry, (2018)
- More ...