Intraday Lead-Lag Relationships between the Futures-, Options and Stock Market
Year of publication: |
1996
|
---|---|
Authors: | de Jong, Frank C. J. M. ; Donders, M.W.M. |
Institutions: | Tilburg University, Center for Economic Research |
Subject: | pricing | futures markets | stock markets | option markets |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series CentER Discussion Paper Number 1996-108 |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
-
Quarterly Earnings Announcements and the Lead/Lag Relationship between the Stock and Option Markets
Krinsky, Itzhak, (1997)
-
A partially linear approach to modelling the dynamics of spot and futures prices
Gaul, Jürgen, (2008)
-
Price discovery in spot and futures markets: A reconsideration
Theissen, Erik, (2009)
- More ...
-
Exchange rate target zones : A new approach
de Jong, Frank C. J. M., (1997)
-
An Empirical Analysis of Legal Insider Trading in the Netherlands
Degryse, Hans, (2009)
-
Degryse, Hans, (2011)
- More ...