The role of information in Hong Kong individual stock futures trading
Year of publication: |
2003
|
---|---|
Authors: | McKenzie, Michael D. ; Brooks, Robert |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 13.2003, 2, p. 123-131
|
Subject: | Hongkong | Hong Kong | Derivat | Derivative | Börsenkurs | Share price |
-
Threshold non-linear dynamics between Hang Seng stock index and futures returns
Chung, Hon-lun, (2011)
-
Lei, Adrian C. H., (2015)
-
Lien, Da-hsiang Donald, (2004)
- More ...
-
Research design issues in time-series modelling of financial market volatility
McKenzie, Michael D., (1999)
-
The use of domestic and world market indexes in the estimation of time-varying betas
McKenzie, Michael D., (2000)
-
Time-varying country risk : an assessment of alternative modelling techniques
Brooks, Robert, (2002)
- More ...