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Regulatory changes and information competition : the case of Taiwan index futures
Hsieh, Wen-Liang Gideon - In: The journal of futures markets 24 (2004) 4, pp. 399-412
Persistent link: https://www.econbiz.de/10002005397
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Algorithmic trading and market quality : evidence from the Taiwan index futures market
Chang, Ya-Kai; Chou, Robin K. - In: The journal of futures markets 42 (2022) 10, pp. 1837-1855
Persistent link: https://www.econbiz.de/10013465825
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Futures trading, spot market volatility, and market efficiency : the case of the Korean index futures markets
Bae, Sung-chul; Know, Taek Ho; Park, Jong Won - In: The journal of futures markets 24 (2004) 12, pp. 1195-1228
Persistent link: https://www.econbiz.de/10002428805
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Triple-witching hour, the change in expiration timing, and stock market reaction
Chen, Chao; Williams, James - In: The journal of futures markets 14 (1994) 3, pp. 275-292
Persistent link: https://www.econbiz.de/10001169799
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A time series test of calendar seasonalities in the S & P 500 index since the introduction of index derivative securities
Cyr, Don J. - In: The journal of futures markets 14 (1994) 5, pp. 511-529
Persistent link: https://www.econbiz.de/10001169818
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Futures trading and cash market volatility : stock index and interest rate futures
Edwards, Franklin R. - In: The journal of futures markets 8 (1988) 4, pp. 421-439
Persistent link: https://www.econbiz.de/10001134552
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The "weekend effect" for stock indexes and stock index futures : dividend and interest rate effects
Phillips-Patrick, Frederick J. - In: The journal of futures markets 8 (1988) 1, pp. 115-121
Persistent link: https://www.econbiz.de/10001134567
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Futures margins and stock price volatility : is there any link?
Kupiec, Paul H. - In: The journal of futures markets 13 (1993) 6, pp. 677-691
Persistent link: https://www.econbiz.de/10001149382
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Short sales restrictions and the temporal relationship between stock index cash and derivatives markets
Puttonen, Vesa - In: The journal of futures markets 13 (1993) 6, pp. 645-664
Persistent link: https://www.econbiz.de/10001149383
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Price dynamics and error correction in stock index and stock index futures markets : a cointegration approach
Wahab, Mamoud S. - In: The journal of futures markets 13 (1993) 7, pp. 711-742
Persistent link: https://www.econbiz.de/10001152239