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The price discovery processes in China, India, and Russia's stock index futures markets
Liu, Qingfeng Wilson; Sono, Hui; Zhang, Wei - In: Review of Pacific Basin financial markets and policies 24 (2021) 3, pp. 2150020-1-2150020-28
Persistent link: https://www.econbiz.de/10012657782
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Determinants of price discovery in the VIX futures market
Chen, Yu-Lun; Tsai, Wei-Che - In: Journal of empirical finance 43 (2017), pp. 59-73
Persistent link: https://www.econbiz.de/10011817906
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Cross-listed futures index and price discovery
Jawed, Mohammad Shameem; Tapar, Archit Vinod; Dhaigude, Amol - In: The empirical economics letters : a monthly … 19 (2020) 6, pp. 509-519
Persistent link: https://www.econbiz.de/10012596570
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Small is beautiful? : how the introduction of mini futures contracts affects the regular contract
Greppmair, Stefan; Theissen, Erik - 2019
We analyze how the introduction of a mini futures contract affects the liquidity of the regular contract. We use a …)). We find that the liquidity of the regular contracts increases and the volatility decreases upon the introduction of a …
Persistent link: https://www.econbiz.de/10012135023
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The price discovery of day trading activities in futures market
Chen, Ming-Hsien; Tai, Vivian W. - In: Review of derivatives research 17 (2014) 2, pp. 217-239
Persistent link: https://www.econbiz.de/10010529623
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A tale of two index futures : the intraday price discovery and volatility transmission processes between the China financial futures exchange and the Singapore exchange
Guo, Biao; Han, Qian; Liu, Maonan; Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 197-212
Persistent link: https://www.econbiz.de/10010258907
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Price discovery and volatility transmission in the spot and futures market of pepper : an empirical analysis
Nadig, Asha; Viswanathan, T. - In: International journal of intelligent enterprise 9 (2022) 1, pp. 78-99
Persistent link: https://www.econbiz.de/10012799917
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Does futures help in price discovery of spot : an empricial analysis of the NSE spot and future index in India
Shahani, Rakesh; Khera, Gurpreet - In: Business analyst : a refereed journal of Shri Ram … 39 (2018) 2, pp. 89-107
Persistent link: https://www.econbiz.de/10012391545
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Price discovery in Indian stock index futures market : new evidence based on intraday data
Inani, Sarveshwar Kumar - In: International journal of Indian culture and business … 14 (2017) 1, pp. 23-43
Persistent link: https://www.econbiz.de/10011714566
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Price discovery in the S&P 500 index derivatives markets
Chen, Wei Peng; Chung, Huimin; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 45 (2016), pp. 438-452
Persistent link: https://www.econbiz.de/10011626500