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An anatomy of Chinese stock and futures markets' dynamic features
Wang, Chaoyou; Guo, Yuanyuan; Ye, Qiang - In: Applied economics letters 22 (2015) 16/18, pp. 1329-1334
Persistent link: https://www.econbiz.de/10011380167
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Asymmetric structure of bid-ask spreads across the business cycle
Lin, Chien-Chih - In: Applied economics letters 23 (2016) 7/9, pp. 501-505
Persistent link: https://www.econbiz.de/10011627727
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Dynamic probability of informed trading and price movements : evidence from the CSI300 index futures market
Yan, Yan; Ouyang, Hongbing - In: Applied economics letters 25 (2018) 14, pp. 998-1003
Persistent link: https://www.econbiz.de/10012131668
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Intradaily relationship between information revelation and trading duration under market trends : the evidence of MSCI Taiwan stock index futures
Chiang, Min-hsien; Wang, Cheng-hsiang - In: Applied economics letters 11 (2004) 8, pp. 495-501
Persistent link: https://www.econbiz.de/10002116723
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Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan; Shackleton, Mark B.; Taylor, Stephen; … - In: Applied economics letters 16 (2009) 10/12, pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
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Index funds should be expected to underperform the index
Hanke, Michael; Schredelseker, Klaus - In: Applied economics letters 17 (2010) 10/12, pp. 991-994
Persistent link: https://www.econbiz.de/10008698460
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Dynamic hedging performance with the evaluation of multivariate GARCH models : evidence from KOSTAR index futures
Moon, Gyu-hyen; Yu, Wei-choun; Hong, Chung-hyo - In: Applied economics letters 16 (2009) 7/9, pp. 913-919
Persistent link: https://www.econbiz.de/10003855529
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Are investors' portfolios enhanced by incorporating CTA index funds?
Ni, Yensen; Huang, Paoyu - In: Applied economics letters 21 (2014) 1/3, pp. 43-46
Persistent link: https://www.econbiz.de/10010238319
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Dynamic hedging in stock index futures via copula multiplicative error model
Chen, Wen-Chin; Liu, Kai-ping; Yang, Yung-lieh; Lai, Yi-hao - In: Applied economics letters 21 (2014) 10/12, pp. 801-805
Persistent link: https://www.econbiz.de/10010416262
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Revealing the impact of index traders on commodity futures markets
Power, Gabriel J.; Turvey, Calum Greig - In: Applied economics letters 18 (2011) 7/9, pp. 621-626
Persistent link: https://www.econbiz.de/10009230953