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Search: subject:"S&P500 futures"
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COT report
2
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Institutional traders
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S&P500 futures
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Chen, Haojun
2
Maher, Daniela
2
Hilliard, Jitka
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Tanattrin Bunnag
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International Journal of Energy Economics and Policy : IJEEP
1
International Journal of Financial Markets and Derivatives
1
Journal of International Financial Markets, Institutions and Money
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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Volatility transmission in crude oil, gold, Standard and Poor's 500 and US Dollar Index futures using vector autoregressive-multivariate generalized autoregressive conditional hete...
Tanattrin Bunnag
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10011448160
Saved in:
2
Hedging price changes in the S%P 500 options and futures contracts: the effect of different measures of implied volatility
Hilliard, Jitka
- In:
International Journal of Financial Markets and Derivatives
3
(
2014
)
3
,
pp. 241-259
We evaluate the performance of delta, delta-gamma and delta-vega hedges on the
S%P
500
futures
options with a …
Persistent link: https://www.econbiz.de/10010756274
Saved in:
3
On the predictive role of large futures trades for S&P500 index returns : an analysis of COT data as an informative trading signal
Chen, Haojun
;
Maher, Daniela
- In:
Journal of international financial markets, …
27
(
2013
),
pp. 177-201
Persistent link: https://www.econbiz.de/10010411744
Saved in:
4
On the predictive role of large futures trades for S&P500 index returns: An analysis of COT data as an informative trading signal
Chen, Haojun
;
Maher, Daniela
- In:
Journal of International Financial Markets, …
27
(
2013
)
C
,
pp. 177-201
This study examines the information role of large
S&P
500
futures
trades (commercial, noncommercial, dealers, asset …
Persistent link: https://www.econbiz.de/10010718962
Saved in:
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