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Cash versus futures prices and the weekend effect : the Canadian evidence
Chamberlain, Trevor W. - In: Advances in futures and options research : a research annual 3 (1988), pp. 329-339
Persistent link: https://www.econbiz.de/10001081714
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The international price transmission in stock index futures markets
Yang, Jian; Bessler, David A. - In: Economic inquiry : journal of the Western Economic … 42 (2004) 3, pp. 370-386
Persistent link: https://www.econbiz.de/10002141196
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The information role of portfolio depository receipts
Brockman, Paul; Tse, Yiuman - In: Advances in investment analysis and portfolio … 8 (2001), pp. 39-56
Persistent link: https://www.econbiz.de/10001640868
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Bivariate GARCH estimation of the optimal hedge ratios for stock index futures : a note
Park, Tae H. - In: The journal of futures markets 15 (1995) 1, pp. 61-67
Persistent link: https://www.econbiz.de/10001178117
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Time-varying volatility in Canadian and US stock index and index futures markets : a multivariate analysis
Racine, Marie D.; Ackert, Lucy F. - 1999
Persistent link: https://www.econbiz.de/10001408054
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Time-varying distributions and the optimal hedge ratios for stock index futures
Park, Tae H. - In: Applied financial economics 5 (1995) 3, pp. 131-137
Persistent link: https://www.econbiz.de/10001185274
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International evidence on psychological barriers in asset prices and the efficient market hypothesis
Donaldson, R. Glen - 1990
Persistent link: https://www.econbiz.de/10000812565
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The anticipated sectoral impact of the Canada- United States Free Trade Agreement : an event study analysis
Thompson, Aileen Jo - 1991
Persistent link: https://www.econbiz.de/10000815334
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The anticipated sectoral impact of the Canada- United States Free Trade Agreement : an event study analysis
Thompson, Aileen Jo - 1991
Persistent link: https://www.econbiz.de/10000816058