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Cash-futures basis and the imp...
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1
Cash-futures basis and the impact of market maturity, informed trading, and expiration effects
Chang, Charles
;
Lin, Emily
- In:
International review of economics & finance : IREF
35
(
2015
),
pp. 197-213
Persistent link: https://www.econbiz.de/10011333697
Saved in:
2
Sovereign credit risk and stock markets : does the markets’ dependency increase with financial Distress?
Silva, Paulo Pereira da
- In:
International Journal of Financial Studies : open …
2
(
2014
)
1
,
pp. 145-167
This paper addresses the relationship between stock markets and credit default swaps (CDS) markets. In particular, I aim to gauge if the co-movement between stock prices and sovereign CDS spreads increases with the deterioration of the credit quality of sovereign debt. The analysis of...
Persistent link: https://www.econbiz.de/10010373349
Saved in:
3
Price pressures
Hendershott, Terrence
;
Menkveld, Albert J.
-
2010
supplying
liquidity
to asynchronously arriving investors. Empirically, twelve years of daily New York Stock Exchange …
Persistent link: https://www.econbiz.de/10010303739
Saved in:
4
Chapter 19. Market
Liquidity
—Theory and Empirical Evidence
Vayanos, Dimitri
;
Wang, Jiang
-
2013
In this paper we survey the theoretical and empirical literatures on market
liquidity
. We organize both literatures …
Persistent link: https://www.econbiz.de/10014025359
Saved in:
5
The VIX and Future Information
Hess, Markus
-
2020
In this paper, we propose an innovative VIX model which takes future market information available to the traders into account. The future information is modeled by an initially enlarged filtration in our setup. We derive an explicit representation for the anticipative VIX process and obtain the...
Persistent link: https://www.econbiz.de/10012831500
Saved in:
6
Price Drift before U.S. Macroeconomic News : Private Information about Public Announcements?
Kurov, Alexander
-
2017
We examine stock index futures and Treasury futures around the release time of 30 U.S. macroeconomic announcements. Nine of the 20 announcements that move markets show evidence of substantial informed trading before the official release time. Prices begin to move in the “correct” direction...
Persistent link: https://www.econbiz.de/10012971320
Saved in:
7
Price Drift Before U.S. Macroeconomic News : Private Information About Public Announcements?
Kurov, Alexander
-
2016
We examine stock index and Treasury futures markets around releases of U.S. macroeconomic announcements. Seven out of 21 market-moving announcements show evidence of substantial informed trading before the official release time. Prices begin to move in the "correct" direction about 30 minutes...
Persistent link: https://www.econbiz.de/10012992424
Saved in:
8
Price Discovery for Cross-Listed Securities from Emerging Eastern European Countries
Wölfle, Marco
-
2007
This study provides empirical evidence verifying the theory of price discovery for Eastern European enterprises based on their cross-listing on Western European exchanges. Despite the fact that the crosslisting behavior of companies has been analyzed very actively since the mid-70s, many...
Persistent link: https://www.econbiz.de/10010297968
Saved in:
9
An empirical study on weak-form of market efficiency of selected Asian stock markets
Patel, Nikunj R.
;
Radadia, Nitesh
;
Dhawan, Juhi
- In:
Journal of applied finance & banking
2
(
2012
)
2
,
pp. 99-148
The purpose of this research is to investigate the weak form of market efficiency of Asian four selected stock markets. We have taken a daily closing price of stock markets under the study from the 1st January 2000 to 31st March 2011 and also divided full sample in three interval periods, and...
Persistent link: https://www.econbiz.de/10009539633
Saved in:
10
Frontiers of Macrofinancial Linkages
Claessens, Stijn
-
2018
The Great Financial Crisis of 2007-09 confirmed the vital importance of advancing our understanding of macrofinancial linkages, the two-way interactions between the real economy and the financial sector. The crisis was a bitter reminder of how sharp fluctuations in asset prices, credit and...
Persistent link: https://www.econbiz.de/10012929483
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