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Anger in predicting the index futures returns
Cao, Zhen; Shen, Jiancheng; Wei, Xinbei; Zhang, Qunzi - In: The journal of futures markets 43 (2023) 4, pp. 437-454
Persistent link: https://www.econbiz.de/10014293110
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Stock market uncertainty and the stock-bond return relation
Connolly, Robert A.; Stivers, Christopher T.; Sun, Licheng - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 1, pp. 161-194
Persistent link: https://www.econbiz.de/10002699485
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A study of the lead-lag relationship between price change and trading volume in futures market using high-frequency data
Streeter, Denise W.; Najand, Mohammad; Dondeti, V. Reddy; … - In: International journal of bonds and derivatives 1 (2015) 4, pp. 284-301
Persistent link: https://www.econbiz.de/10011546737
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A test of two models in forecasting stock index futures price volatility
Randolph, William L. - In: The journal of futures markets 11 (1991) 2, pp. 179-190
Persistent link: https://www.econbiz.de/10001102724
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Price dynamics among exchange rates, stock index, and treasury bonds in futures markets
Najand, Mohammad - In: Advances in investment analysis and portfolio … 4 (1997), pp. 65-76
Persistent link: https://www.econbiz.de/10001229803
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A further investigation of the lead-lag relationship between the spot market and stock index futures : early evidence from Korea
Min, Jae H.; Najand, Mohammad - In: The journal of futures markets 19 (1999) 2, pp. 217-232
Persistent link: https://www.econbiz.de/10001369637