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Relative informational efficiency of cash, futures, and options markets : the case of an emerging market
Chiang, Raymond; Fong, Wai-ming - In: Journal of banking & finance 25 (2001) 2, pp. 355-375
Persistent link: https://www.econbiz.de/10001545305
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A further analysis of the lead-lag relationship between the cash market and stock index futures market
Chan, Kalok - In: The review of financial studies 5 (1992) 1, pp. 132-152
Persistent link: https://www.econbiz.de/10001119820
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Information in the cash market and stock index future market
Chan, Kalok - 1990
Persistent link: https://www.econbiz.de/10000839818
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An empirical examination of information, differences of opinion, and trading activity
Bessembinder, Hendrik - In: Journal of financial economics 40 (1996) 1, pp. 105-134
Persistent link: https://www.econbiz.de/10001192319
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The profitability of index futures arbitrage : evidence from bid-ask quotes
Bae, Kee-hong - In: The journal of futures markets 18 (1998) 7, pp. 743-763
Persistent link: https://www.econbiz.de/10001249189
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Intraday volatility in the stock index and stock index futures markets
Chan, Kalok - In: The review of financial studies 4 (1991) 4, pp. 657-684
Persistent link: https://www.econbiz.de/10001120545