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A test of two models in forecasting stock index futures price volatility

Randolph, W. L.; Najand, Mohammad - In: Journal of Futures Markets 11 (1991) 2, pp. 179-190

Persistent link: https://www.econbiz.de/10011196800

Optimal futures positions for life insurance companies

Rahman, Hamid; Najand, Mohammad - In: Journal of Futures Markets 12 (1992) 1, pp. 105-115

Persistent link: https://www.econbiz.de/10011197062

State space modeling of price and volume dependence: Evidence from currency futures

McCarthy, Joseph; Najand, Mohammad - In: Journal of Futures Markets 13 (1993) 4, pp. 335-344

Persistent link: https://www.econbiz.de/10011197312

Inter‐currency transmission of volatility in Foreign exchange futures

Najand, Mohammad; Rahman, Hamid; Yung, Kenneth - In: Journal of Futures Markets 12 (1992) 6, pp. 609-620

Persistent link: https://www.econbiz.de/10011197562

A further investigation of the lead–lag relationship between the spot market and stock index futures: Early evidence from Korea

Min, Jae H.; Najand, Mohammad - In: Journal of Futures Markets 19 (1999) 2, pp. 217-232

In this article, we investigate possible lead and lag relationship in returns and volatilities between cash and futures markets in Korea. Utilizing intraday data from the newly established futures market in Korea, we find that the futures market leads the cash market by as long as 30 minutes....

Persistent link: https://www.econbiz.de/10011198383