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1
Contract size changes in the options market : effects on market efficiency and investor behaviour
Park, Seongkyu
;
Ryu, Doojin
- In:
Applied economics
53
(
2021
)
57
,
pp. 6670-6682
Persistent link: https://www.econbiz.de/10012697955
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2
Volatility and stock price indexes
Clements, Kenneth W.
;
Izan, H. Y.
;
Lan, Yihui
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3255-3262
Persistent link: https://www.econbiz.de/10010345452
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3
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
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4
Dynamic hedge ratio for stock index futures : application of threshold VECM
Li, Ming-yuan Leon
- In:
Applied economics
42
(
2010
)
10/12
,
pp. 1403-1417
Persistent link: https://www.econbiz.de/10008658442
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5
Index arbitrage and dynamics between REIT index futures and spot prices
Zhou, Jian
- In:
Applied economics
49
(
2017
)
19
,
pp. 1875-1885
Persistent link: https://www.econbiz.de/10011816956
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6
The effectiveness of index futures
hedging
in emerging markets during the crisis period of 2008-2010 : evidence from South Africa
Bonga-Bonga, Lumengo
;
Umoetok, Ekerete
- In:
Applied economics
48
(
2016
)
40/42
,
pp. 3999-4018
Persistent link: https://www.econbiz.de/10011639941
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7
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
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8
Empirical of the Taiwan stock index option price forecasting model-applied artificial neural network
Lin, Chin-tsai
;
Yeh, Hsin-yi
- In:
Applied economics
41
(
2009
)
13/15
,
pp. 1965-1972
Persistent link: https://www.econbiz.de/10003862784
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9
An analysis of mean-variance portfolio selection with varying holding periods
Ulucan, Aydin
- In:
Applied economics
39
(
2007
)
10/12
,
pp. 1399-1407
Persistent link: https://www.econbiz.de/10003511831
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10
A nonparametric kernel regression approach for pricing options on stock market index
Kung, James J.
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 902-913
Persistent link: https://www.econbiz.de/10011432797
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