Similar Search Results - EconBiz

The relative pricing of European dividend futures and their predictive abilities for index returns

Stotz, Olaf - In: The European journal of finance 22 (2016) 13/15, pp. 1484-1506

Persistent link: https://www.econbiz.de/10011715480

Short-run deviations and volatility in spot and futures stock returns : evidence from Australia, Hong Kong, and Japan

Choudhry, Taufiq - In: The journal of futures markets 17 (1997) 6, pp. 689-705

Persistent link: https://www.econbiz.de/10001228026

A Fear Index to Predict Oil Futures Returns

Chevallier, Julien - 2016

This paper evaluates the predictability of WTI light sweet crude oil futures by using the variance risk premium, i.e. the difference between model-free measures of implied and realized volatilities. Additional regressors known for their ability to explain crude oil futures prices are also...

Persistent link: https://www.econbiz.de/10013007386

Forecasting high-yield equity and CDS index returns : does observed cross-market informational flow have predictive power?

Procasky, William J.; Yin, Anwen - In: The journal of futures markets 42 (2022) 8, pp. 1466-1490

Persistent link: https://www.econbiz.de/10013287989

Intraday return forecasts and high-frequency trading of stock index futures : a hybrid wavelet-deep learning approach

Liang, Dawei; Xu, Yue; Hu, Yan; Du, Qianqian - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 7, pp. 2118-2128

Persistent link: https://www.econbiz.de/10014290403

Can share price index futures predict returns for the all ordinairies index?

English, John W. - 1987

Persistent link: https://www.econbiz.de/10000829608

Threshold non-linear dynamics between Hang Seng stock index and futures returns

Chung, Hon-lun; Chan, Wai-Sum; Batten, Jonathan A. - In: The European journal of finance 17 (2011) 7/8, pp. 471-486

Persistent link: https://www.econbiz.de/10009509864

Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities

Zhou, Yinggang - In: Journal of banking & finance 38 (2014), pp. 216-228

Persistent link: https://www.econbiz.de/10010340777

Discrete wavelet transform-based prediction of stock index : a study on national stock exchange fifty index

Jothimani, Dhanya; Shankar, Ravi; Yadav, Surendra S. - In: Journal of financial management and analysis : … 28 (2015) 2, pp. 35-49

Persistent link: https://www.econbiz.de/10011535334

Implied volatility smirk and future stock returns : evidence from the German market

Mo, Di; Todorova, Neda; Gupta, Rakesh - In: Managerial finance 41 (2015) 12, pp. 1357-1379

Persistent link: https://www.econbiz.de/10011504242

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