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Index funds and stock market growth
Goetzmann, William N.; Massa, Massimo - 1999
Persistent link: https://www.econbiz.de/10001378341
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Index Funds and Stock Market Growth
Goetzmann, William N. - 1999
In the present paper we analyze the relationship between index funds and asset prices. In particular, our analysis of daily index fund flows indicates a strong contemporaneous correlation between fund inflows and S&P market returns. We also document a strong negative correlation between fund out...
Persistent link: https://www.econbiz.de/10012471767
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Index Funds and Stock Market Growth
Massa, Massimo - 2010
In the present paper we analyze the relationship between index funds and asset prices. In particular, our analysis of daily index fund flows indicates a strong contemporaneous correlation between fund inflows and Samp;P market returns. We also document a strong negative correlation between fund...
Persistent link: https://www.econbiz.de/10012763384
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Program trading and individual stock returns : ingredients of the triple-witching brew
Stoll, Hans R.
Persistent link: https://www.econbiz.de/10001274007
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Price movements and price discovery in the municipal bond index and the index futures markets
Hung, Mao-Wei - In: The journal of futures markets 15 (1995) 4, pp. 489-506
Persistent link: https://www.econbiz.de/10001185354
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Financial market spillovers around the globe
Dimpfl, Thomas; Jung, Robert - 2011
follows. We find weak and shortlived return spillovers, in particular from the USA to Japan. Volatility spillovers are more …
Persistent link: https://www.econbiz.de/10009161582
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Essays on the efficiency of financial markets
Schlusche, Bernd - 2010
Persistent link: https://www.econbiz.de/10008990314
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Do the prices of stock index futures in Asia overreact to US market returns?
Fung, Alexander Kwok-wah; Lam, Kin; Lam, Ka-ming - In: Journal of empirical finance 17 (2010) 3, pp. 428-440
Persistent link: https://www.econbiz.de/10009267290
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Carbon future price return, oil future price return and stock index future price return in the U.S.
Wei, Ching Chun; Lin, Ya-Ling - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 4, pp. 655-662
Persistent link: https://www.econbiz.de/10011550607
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The effect of options on stock prices : 1973 to 1995
Sorescu, Sorin M. - In: The journal of finance : the journal of the American … 55 (2000) 1, pp. 487-514
Persistent link: https://www.econbiz.de/10001497015