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Trading with tigers : a technical analysis of Southeast Asian stock index futures

Heng, Panha; Niblock, Scott J. - In: International economic journal 28 (2014) 4, pp. 679-692

Persistent link: https://www.econbiz.de/10010504177

Does the introduction of stock index futures destabilize the spot market? : Some cross-country evidence from Asia

Dong, Yan; Fan, Cijun; Zhang, Dayong - In: The Chinese economy 49 (2016) 5, pp. 374-394

Persistent link: https://www.econbiz.de/10011666780

Price reversals versus price continuations: the transitory price effects of futures trading extension on the underlying stock market

Chan, Yue-cheong; Cheng, Louis T. W. - In: Review of quantitative finance and accounting 33 (2009) 2, pp. 159-176

Persistent link: https://www.econbiz.de/10003880542

Trading costs and price discovery

Choy, Siu Kai; Zhang, Hua - In: Review of quantitative finance and accounting 34 (2010) 1, pp. 37-57

The price discovery roles of a set of related markets or securities have been investigated in many different settings where trading costs effect is often commingled with other trading arrangement factors. In Hong Kong, regular futures and mini futures contracts as well as their underlying spot...

Persistent link: https://www.econbiz.de/10003942164