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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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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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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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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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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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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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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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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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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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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