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An empirical study on index changes on the Indonesia Stock Exchange
Rafik, Abdur; Lantara, I. Wayan Nuka - In: Afro-Asian Journal of Finance and Accounting : AAJFA 6 (2016) 2, pp. 87-118
Persistent link: https://www.econbiz.de/10011719681
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Explaining the dynamics of the NIKKEI 225 stock and stock index futures markets by using the SETAR model
Tsuji, Chikashi - In: Applied financial economics letters 3 (2007) 2, pp. 77-83
Persistent link: https://www.econbiz.de/10003540179
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Price discovery and information transmission across stock index futures : evidence from VN 30 Index Futures on Vietnam's stock market
Nguyễn Thị Nhung; Trần Thị Vân Anh; Nguyễn … - In: Investment management and financial innovations 16 (2019) 4, pp. 262-276
Persistent link: https://www.econbiz.de/10012177690
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Financial volatility forecasting by nonlinear support vector machine heterogeneous autoregressive model : evidence from Nikkei 225 Stock Index
Khan, Md. Ashraful Islam - In: International journal of economics and finance 3 (2011) 4, pp. 138-150
Persistent link: https://www.econbiz.de/10009311494
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The impact of stock index arbitrage on equity markets - theory and evidence
Bhatt, Swati - 1987
Persistent link: https://www.econbiz.de/10000082786
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An empirical study on expiration day effects in stock index futures in Indian stock market
Debasish, Sathya Swaroop; Puri, Tribhuvan N. - In: The international journal of finance 22 (2010) 3, pp. 6544-6560
Persistent link: https://www.econbiz.de/10009378845
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Discrete wavelet transform-based prediction of stock index : a study on national stock exchange fifty index
Jothimani, Dhanya; Shankar, Ravi; Yadav, Surendra S. - In: Journal of financial management and analysis : … 28 (2015) 2, pp. 35-49
Persistent link: https://www.econbiz.de/10011535334
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The Effect of Foreign Stock Index and Macroeconomic to Composite Index in Indonesian Stock Exchange
Pasaribu, Rowland Bismark - 2017
This study aimed to get empirical evidence global stock indices: Dow Jones Industrial Average, Shanghai Stock Exchange Composite, Strait Times Index, and macroeconomic variable: inflation, BI Rate, world oil prices, exchange rate IDR/USD toward the JCI. This research was conducted by examine the...
Persistent link: https://www.econbiz.de/10012943076
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The Lead-Lag Relationship between Volatility Index Futures and Spot in the Korean Stock Market
Qin, Rong-Yuan - 2017
This empirical study examines the short-run lead-lag relationship between the VKOSPI index futures and its underlying spot index and KOSPI index using daily data from September 17, 2014 to May 2017. We used the unit root test, Johansen-Juselius cointegration test, Granger causality analysis,...
Persistent link: https://www.econbiz.de/10012944228
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Lead-Lag Relationship in Spot and Future Market : Evidence from Pakistani Stock Market KSE-100 Index
Ullah, Hamid - 2014
This paper has investigated the Efficient Market Hypothesis (EMH) through the concept of lead-lag relationship of the future market prices and spot market prices in the context of Pakistani stock market. The study has used data of randomly selected one hundred and forty firms listed on the...
Persistent link: https://www.econbiz.de/10013055921