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~isPartOf:"The journal of futures markets"
~person:"Ramchander, Sanjay"
~person:"Sarno, Lucio"
~subject:"Index-Futures"
~subject:"Sojabohne"
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The journal of futures markets
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ECONIS (ZBW)
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S&P 500 index-futures price jumps and macroeconomic news
Miao, Hong
;
Ramchander, Sanjay
;
Zumwalt, J. Kenton
- In:
The journal of futures markets
34
(
2014
)
10
,
pp. 980-1001
Persistent link: https://www.econbiz.de/10010508683
Saved in:
2
Mean reversion in stock index futures markets: a nonlinear analysis
Monoyios, Michael
;
Sarno, Lucio
- In:
The journal of futures markets
22
(
2002
)
4
,
pp. 285-314
Persistent link: https://www.econbiz.de/10001678261
Saved in:
3
The cost of carry model and regime shifts in stock index futures markets : an empirical investigation
Sarno, Lucio
;
Valente, Giorgio
- In:
The journal of futures markets
20
(
2000
)
7
,
pp. 603-624
Persistent link: https://www.econbiz.de/10001523738
Saved in:
4
Does options trading lead to greater cash market volatility?
Chatrath, Arjun
- In:
The journal of futures markets
15
(
1995
)
7
,
pp. 785-803
Persistent link: https://www.econbiz.de/10001190083
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