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Index futures
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
The journal of futures markets
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance
1
International review of economics & finance : IREF
1
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1
Selected writings on futures markets : explorations in financial futures markets
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ECONIS (ZBW)
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1
Partial adjustment or stale prices? : Implications from stock index and futures return autocorrelations
Ahn, Dong-Hyun
;
Boudoukh, Jabob
;
Richardson, Matthew
; …
- In:
The review of financial studies
15
(
2002
)
2
,
pp. 655-689
Persistent link: https://www.econbiz.de/10001688863
Saved in:
2
Hedging with stock index futures : theory and application in a new market
Figlewski, Stephen
- In:
The journal of futures markets
5
(
1985
)
2
,
pp. 183-199
Persistent link: https://www.econbiz.de/10001128568
Saved in:
3
Margins and market integrity : margin setting for stock index futures and options
Figlewski, Stephen
- In:
The journal of futures markets
4
(
1984
)
3
,
pp. 385-416
Persistent link: https://www.econbiz.de/10001082850
Saved in:
4
The term structure of sentiment effect in stock index futures market
Yang, Chunpeng
;
Gao, Bin
- In:
The North American journal of economics and finance : a …
30
(
2014
),
pp. 171-182
Persistent link: https://www.econbiz.de/10010463519
Saved in:
5
Trading strategies : forecasting index futures prices with short-term investor sentiment
Gao, Bin
;
Liang, Wen-guang
;
Xu, Zhong-yue
;
Xie, Jun
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
13
,
pp. 3153-3173
Persistent link: https://www.econbiz.de/10012312716
Saved in:
6
Investor trading behavior and sentiment in futures markets
Gao, Bin
;
Yang, Chunpeng
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
1/2/3
,
pp. 707-720
Persistent link: https://www.econbiz.de/10012123434
Saved in:
7
Forecasting excess returns and abnormal trading volume using investor sentiment : evidence from Chinese stock index futures market
Gao, Bin
;
Xie, Jun
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
3
,
pp. 593-612
Persistent link: https://www.econbiz.de/10012211483
Saved in:
8
Forecasting stock index futures returns with mixed-frequency sentiment
Gao, Bin
;
Yang, Chunpeng
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 69-83
Persistent link: https://www.econbiz.de/10011748364
Saved in:
9
Anatomy of a meltdown : the risk neutral density for the S&P 500 in the fall of 2008
Birru, Justin
;
Figlewski, Stephen
- In:
Journal of financial markets
15
(
2012
)
2
,
pp. 151-180
Persistent link: https://www.econbiz.de/10009614494
Saved in:
10
Portfolio management with stock index futures
Figlewski, Stephen
- In:
Selected writings on futures markets : explorations in …
,
(pp. 213-224)
.
1985
Persistent link: https://www.econbiz.de/10001305671
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