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Stock index futures arbitrage in emerging markets : Polish evidence
Białkowski, Je̜drzej; Jakubowski, Jacek - In: International review of financial analysis 17 (2008) 2, pp. 363-381
Persistent link: https://www.econbiz.de/10003765100
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The volatility effect of futures trading: Evidence from LSE traded stocks listed as individual equity futures contracts on LIFFE
Mazouz, Khelifa; Bowe, Michael - In: International review of financial analysis 15 (2006) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10003286068
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Futures trading volume as a determinant of prices in different momentum phases
Hodgson, Allan; Masih, Abdul Mansur M.; Masih, Rumi - In: International review of financial analysis 15 (2006) 1, pp. 68-85
Persistent link: https://www.econbiz.de/10003286081
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An empirical analysis of the price discovery and the pricing bias in the KOSPI 200 stock index derivatives markets
Seung Oh Nam; SeungYoung Oh; Hyun Kyung Kim; Byung Chun Kim - In: International review of financial analysis 15 (2006) 4/5, pp. 398-414
Persistent link: https://www.econbiz.de/10003377253
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Intra-night trading behaviour of Australian treasury-bond futures overnight options
Zou, Liping; Rose, Lawrence Craig; Pinfold, John F. - In: International review of financial analysis 15 (2006) 4/5, pp. 415-433
Persistent link: https://www.econbiz.de/10003377254
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Liquidity and resolution of uncertainty in the European carbon futures market
Kalaitzoglou, Iordanis Angelos; Ibrahim, Boulis Maher - In: International review of financial analysis 37 (2015), pp. 89-102
Persistent link: https://www.econbiz.de/10011317249
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Are CDS spreads predictable? : an analysis of linear and non-linear forecasting models
Avino, Davide; Nneji, Ogonna - In: International review of financial analysis 34 (2014), pp. 262-274
Persistent link: https://www.econbiz.de/10010529033
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The use of financial derivatives and risks of US bank holding companies
Li, Shaofang; Marinč, Matej - In: International review of financial analysis 35 (2014), pp. 46-71
Persistent link: https://www.econbiz.de/10010529629
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Asymmetries, causality and correlation between FTSE100 spot and futures : a DCC-TGARCH-M analysis
Tao, Juan; Green, Christopher J. - In: International review of financial analysis 24 (2012), pp. 26-37
Persistent link: https://www.econbiz.de/10009688185
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Testing Greeks and price changes in the S&P 500 options and futures contract : a regression analysis
Hilliard, Jitka - In: International review of financial analysis 26 (2013), pp. 51-58
Persistent link: https://www.econbiz.de/10009717219