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A comprehensive long-term analysis of S&P 500 index additions and deletions
Chan, Kalok; Kot, Hung Wan; Tang, Gordon Y. N. - In: Journal of banking & finance 37 (2013) 12, pp. 4920-4930
Persistent link: https://www.econbiz.de/10010340761
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Intraday relationships among index arbitrage, spot and futures price volatility, and spot market volume : a transactions data test
Chan, Kalok - In: Journal of banking & finance 17 (1993) 4, pp. 663-687
Persistent link: https://www.econbiz.de/10001147074
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Vector autoregression or simultaneous equations model? : The intraday relationship between index arbitrage and market volatility
Chan, Kalok - In: Journal of banking & finance 19 (1995) 1, pp. 173-179
Persistent link: https://www.econbiz.de/10001181847
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Why investors do not buy cheaper securities : evidence from a natural experiment
Chan, Kalok; Wang, Baolian; Zhishu Yang - In: Journal of banking & finance 101 (2019), pp. 59-76
Persistent link: https://www.econbiz.de/10012162623
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Volume autocorrelation, information, and investor trading
Covrig, Vicentiu; Ng, Lilian K. - In: Journal of banking & finance 28 (2004) 9, pp. 2155-2174
Persistent link: https://www.econbiz.de/10002153118
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Volume autocorrelation, information, and investor trading
Covrig, Vicentiu; Ng, Lilian - In: Journal of banking & finance 28 (2004) 9, pp. 2155-2174
Persistent link: https://www.econbiz.de/10005883254
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Vector autoregression or simultaneous equations model? The intraday relationship between index arbitrage and market volatility
Chan, K.; Chung, Y.P. - In: Journal of banking & finance 19 (1995) 1, pp. 173-180
Persistent link: https://www.econbiz.de/10005911779
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Intraday relationships among index arbitrage, spot and futures price volatility, and spot market volume: A transactions data test
Chan, K.; Chung, Y.P. - In: Journal of banking & finance 17 (1993) 4, pp. 663-688
Persistent link: https://www.econbiz.de/10005916952