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Forecasting stock index price using the CEEMDAN-LSTM model

Lin, Yu; Yan, Yan; Xu, Jiali; Liao, Ying; Ma, Feng - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012822188

The relative pricing of European dividend futures and their predictive abilities for index returns

Stotz, Olaf - In: The European journal of finance 22 (2016) 13/15, pp. 1484-1506

Persistent link: https://www.econbiz.de/10011715480

Forecasting stock index futures returns with mixed-frequency sentiment

Gao, Bin; Yang, Chunpeng - In: International review of economics & finance : IREF 49 (2017), pp. 69-83

Persistent link: https://www.econbiz.de/10011748364

Information transmission between China's IH and SGX FTSE A50 stock index futures markets : the role of trading restrictions

Wen, Tianxiang; Li, Ping; An, Yunbi - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 6, pp. 1639-1650

Persistent link: https://www.econbiz.de/10013190176

Price discovery and information transmission across stock index futures : evidence from VN 30 Index Futures on Vietnam's stock market

Nguyễn Thị Nhung; Trần Thị Vân Anh; Nguyễn … - In: Investment management and financial innovations 16 (2019) 4, pp. 262-276

Persistent link: https://www.econbiz.de/10012177690

Forecasting high-yield equity and CDS index returns : does observed cross-market informational flow have predictive power?

Procasky, William J.; Yin, Anwen - In: The journal of futures markets 42 (2022) 8, pp. 1466-1490

Persistent link: https://www.econbiz.de/10013287989

Intraday return forecasts and high-frequency trading of stock index futures : a hybrid wavelet-deep learning approach

Liang, Dawei; Xu, Yue; Hu, Yan; Du, Qianqian - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 7, pp. 2118-2128

Persistent link: https://www.econbiz.de/10014290403

Macroeconomic news surprises, volume and volatility relationship in index futures market

Banerjee, Ameet Kumar; Pradhan, H. K.; Tripathy, Trilochan - In: Applied economics 52 (2020) 3, pp. 275-287

Persistent link: https://www.econbiz.de/10012197389

Arbitragemöglichkeiten bei fixen Aktien- und Aktienindextermingeschäften : vertieft am Beispiel von DAX-Futures mit unterschiedlicher Laufzeit

Neumann, Kai - 1999

Der Autor analysiert die theoretische und empirische Preisbeziehung zwischen fixen Aktienindexterminkontrakten auf den gleichen Kontraktgegenstand (DAX) mit unterschiedlicher Fälligkeit. Die Untersuchung dieser Beziehung ist von der empirischen Kapitalmarktforschung bislang mit Hinweis auf die...

Persistent link: https://www.econbiz.de/10011401952

Intraday volatility and volume in China's stock index and index futures markets

Nishimura, Yusaku; Sun, Bianxia - In: Asia-Pacific journal of financial studies 44 (2015) 6, pp. 932-955

Persistent link: https://www.econbiz.de/10011471124

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