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Index futures
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The journal of futures markets
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ECONIS (ZBW)
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LIFFE cycles : intraday evidence from the FTSE-100 Stock Index futures market
Abhyankar, Abhay
;
Copeland, Laurence S.
;
Wong, W.
- In:
The European journal of finance
5
(
1999
)
2
,
pp. 123-139
Persistent link: https://www.econbiz.de/10001439629
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2
Nonlinear dynamics in real-time equity market indices : evidence from the United Kingdom
Abhyankar, Abhay
- In:
The economic journal : the journal of the Royal …
105
(
1995
)
431
,
pp. 864-880
Persistent link: https://www.econbiz.de/10001184713
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3
Return and volatility dynamics in the FT-SE 100 stock index and stock index futures markets
Abhyankar, Abhay
- In:
The journal of futures markets
15
(
1995
)
4
,
pp. 457-488
Persistent link: https://www.econbiz.de/10001185355
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4
Linear and nonlinear granger causality : evidence from the UK stock index futures market
Abhyankar, Abhay
- In:
The journal of futures markets
18
(
1998
)
5
,
pp. 519-540
Persistent link: https://www.econbiz.de/10001247306
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5
Hedging effectiveness in the index futures market
Copeland, Laurence S.
(
contributor
);
Zhu, Yanhui
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003390738
Saved in:
6
Intradaily patterns in the Korean index futures market
Copeland, Laurence S.
;
Jones, Sally-Anne
- In:
Asian economic journal : journal of the East Asian …
16
(
2002
)
2
,
pp. 153-174
Persistent link: https://www.econbiz.de/10001695928
Saved in:
7
The index futures markets : Is screen trading more efficient?
Copeland, Laurence S.
;
Lam, Kin
;
Jones, Sally-Ann
- In:
The journal of futures markets
24
(
2004
)
4
,
pp. 337-357
Persistent link: https://www.econbiz.de/10002005362
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