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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

Improving MACD technical analysis by optimizing parameters and modifying trading rules : evidence from the Japanese Nikkei 225 futures market

Kang, Byung-Kook - In: Journal of risk and financial management : JRFM 14 (2021) 1/37, pp. 1-21

Much research has examined performance or market efficiency by using the moving average convergence divergence (MACD) technical analysis tool. However, most tests fail to verify efficiency with the traditional parameter settings of 12, 26, and 9 days. This study confirms that applying the...

Persistent link: https://www.econbiz.de/10012417747

Option moneyness and price disagreements

Yang, Heejin; Kutan, Ali Mustafa; Ryu, Doojin - In: Applied economics letters 25 (2018) 3, pp. 192-196

Persistent link: https://www.econbiz.de/10011853836

Noise traders, mispricing, and price adjustments in derivatives markets

Ryu, Doojin; Yang, Heejin - In: The European journal of finance 26 (2020) 6, pp. 480-499

Persistent link: https://www.econbiz.de/10012207260

Price disagreements and adjustments in index derivatives markets

Ryu, Doojin; Yang, Heejin - In: Economics letters 151 (2017), pp. 104-106

Persistent link: https://www.econbiz.de/10011742143

The effect of liqudity on the price discovery process in credit derivatives markets in time of financial distress

Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio; … - In: The European journal of finance 17 (2011) 9/10, pp. 851-881

Persistent link: https://www.econbiz.de/10009529136

Sovereign and bank CDS spreads : two sides of the same coin?

Avino, Davide; Cotter, John - In: Journal of international financial markets, … 32 (2014), pp. 72-85

Persistent link: https://www.econbiz.de/10011299805

Time-varying credit risk discovery in the stock and CDS markets : evidence from quiet and crisis times

Forte, Santiago; Lovreta, Lidija - In: European financial management : the journal of the … 21 (2015) 3, pp. 430-461

Persistent link: https://www.econbiz.de/10011317998

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

Price discovery process in Nifty spot and futures markets

Choudhary, Kapil; Bajaj, Sushil - In: Global business review 14 (2013) 1, pp. 55-88

Persistent link: https://www.econbiz.de/10009746434

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