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Hedging with the Nikkei index futures : the convential model versus the error correction model
Chou, Win-lin - In: The quarterly review of economics and finance : journal … 36 (1996) 4, pp. 495-505
Persistent link: https://www.econbiz.de/10001214226
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Price discovery in the German equity index derivatives markets
Booth, G. Geoffrey; So, Raymond W.; Tse, Yiuman - In: The journal of futures markets 19 (1999) 6, pp. 619-643
Persistent link: https://www.econbiz.de/10001410389
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An examination of intraday common volatility in the German index derivatives markets
So, Raymond W. - In: Journal of multinational financial management 7 (1997) 4, pp. 305-316
Persistent link: https://www.econbiz.de/10001242392
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Intraday volatility spillovers in the German equity index derivatives markets
Booth, G. Geoffrey; So, Raymond W. - In: Applied financial economics 13 (2003) 7, pp. 487-494
Persistent link: https://www.econbiz.de/10001770769
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Price discovery in the Hang Seng Index markets : index, futures, and the tracker fund
So, Raymond W.; Tse, Yiuman - In: The journal of futures markets 24 (2004) 9, pp. 887-907
Persistent link: https://www.econbiz.de/10002145997
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A note on international portfolio diversification with short selling
So, Raymond W.; Tse, Yiuman - In: Review of quantitative finance and accounting 16 (2001) 4, pp. 331-321
Persistent link: https://www.econbiz.de/10001748058
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Does futures trading increase stock market volatility? : The case of the Nikkei stock index futures markets
Chang, Eric C.; Cheng, Joseph W.; Pinegar, J. Michael - In: Journal of banking & finance 23 (1999) 5, pp. 727-753
Persistent link: https://www.econbiz.de/10001379054