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~subject:"Effizienzmarkthypothese"
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Measuring the dynamic lead-lag...
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Effizienzmarkthypothese
Volatility
68
Volatilität
68
High frequency
59
Börsenkurs
58
Share price
58
high frequency
56
Index-Futures
51
Index futures
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Stock index futures
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Theorie
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Theory
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stock index futures
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Schätzung
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Aktienindex-Futures
29
Lead-lag relationship
29
Derivat
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Derivative
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Aktienmarkt
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Stock market
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Aktienindex
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Capital income
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Kapitaleinkommen
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Stock index
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ARCH-Modell
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ARCH model
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Coronavirus
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Zeitreihenanalyse
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Prognoseverfahren
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Time series analysis
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lead-lag relationship
19
Hedging
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Portfolio selection
18
Portfolio-Management
18
COVID-19
14
Dynamic time warping
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Welt
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Efficient market hypothesis
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Aslam, Faheem
2
Procasky, William J.
2
Ali, Haider
1
Aziz, Saqib
1
Batten, Jonathan A.
1
Chai, Shanglei
1
Chan, Stephen
1
Chan, Wai-Sum
1
Charteris, Ailie
1
Chu, Jeffrey
1
Chung, Hon-lun
1
Ferreira, Paulo
1
Inani, Sarveshwar Kumar
1
Judge, Amrit
1
Khan, Maaz
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Mughal, Khurrum Shahzad
1
Musadziruma, Arnold
1
Nguyen, Duc Khuong
1
Reancharoen, Tipprapa
1
Salm, Christian
1
Schuppli, Michael
1
Sulieman, Hana
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Wiśniewska, Marta
1
Zhang, Yuanyuan
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Journal of risk and financial management : JRFM
2
Folia oeconomica Stetinensia : FOS
1
International Journal of Financial Markets and Derivatives : IJFMD
1
International journal of economics and finance
1
International review of financial analysis
1
Journal of financial markets
1
Journal of quantitative economics
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Pacific-Basin finance journal
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ECONIS (ZBW)
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Threshold non-linear dynamics between Hang Seng stock index and futures returns
Chung, Hon-lun
;
Chan, Wai-Sum
;
Batten, Jonathan A.
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 471-486
Persistent link: https://www.econbiz.de/10009509864
Saved in:
2
An empirical examination of the lead-lag relationship between spot and futures markets : evidence from Thailand
Judge, Amrit
;
Reancharoen, Tipprapa
- In:
Pacific-Basin finance journal
29
(
2014
),
pp. 335-358
Persistent link: https://www.econbiz.de/10010495702
Saved in:
3
Price discovery in CDS and equity markets : default risk-based heterogeneity in the systematic investment grade and high yield sectors
Procasky, William J.
- In:
Journal of financial markets
54
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013273142
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4
Price discovery and efficiency of Indian agricultural commodity futures market : an empirical investigation
Inani, Sarveshwar Kumar
- In:
Journal of quantitative economics
16
(
2018
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10012418329
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5
The relative efficiency of investment grade credit and equity markets
Procasky, William J.
- In:
International Journal of Financial Markets and …
9
(
2023
)
1/2
,
pp. 43-58
Persistent link: https://www.econbiz.de/10014311699
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6
Examining the impact of index futures on information efficiency of stock market : evidence from US, Japan, Hong Kong and India
Chai, Shanglei
- In:
International journal of economics and finance
7
(
2015
)
8
,
pp. 218-228
Persistent link: https://www.econbiz.de/10011346849
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7
Positive feedback trading in stock index futures : international evidence
Salm, Christian
;
Schuppli, Michael
- In:
International review of financial analysis
19
(
2010
)
5
,
pp. 313-322
Persistent link: https://www.econbiz.de/10009272653
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8
Feedback trading in stock index futures : evidence from South Africa
Charteris, Ailie
;
Musadziruma, Arnold
- In:
Research in international business and finance
42
(
2017
),
pp. 1289-1297
Persistent link: https://www.econbiz.de/10011760998
Saved in:
9
EURUSD intraday price reversal
Wiśniewska, Marta
- In:
Folia oeconomica Stetinensia : FOS
14
(
2014
)
2
,
pp. 152-162
Persistent link: https://www.econbiz.de/10011419222
Saved in:
10
On the efficiency of foreign exchange markets in times of the COVID-19 pandemic
Aslam, Faheem
;
Aziz, Saqib
;
Nguyen, Duc Khuong
;
Mughal, …
- In:
Technological forecasting & social change : an …
161
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012533572
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