Similar Search Results

Stock index futures hedging in the emerging Malaysian market

Pok, Wee Ching; Poshakwale, Sunil S.; Ford, J. L. - 2009

The paper investigates hedging effectiveness of dynamic and constant models in the emerging market of Malaysia where trading information is not readily available and market liquidity is lower compared to the developed equity markets. Using daily data from December 1995 to April 2001 and...

Persistent link: https://www.econbiz.de/10009462958

Dynamic vs. static stock index futures hedging : a case study for Malaysia

Ford, James L.; Pok, Wee Ching; Poshakwale, Sunil S. - 2006

Persistent link: https://www.econbiz.de/10003349099

Stock index futures hedging in the emerging Malaysian market

Pok, Wee Ching; Poshakwale, Sunil S.; Ford, James L. - In: Global finance journal 20 (2009) 3, pp. 273-288

Persistent link: https://www.econbiz.de/10003921989

The return predictability and market efficiency of the KLSE CI stock index futures markets

Ford, James L.; Pok, Wee Ching; Poshakwale, Sunil S. - In: Journal of emerging market finance 11 (2012) 1, pp. 37-60

Persistent link: https://www.econbiz.de/10009528851

The impact of the introduction of futures contracts on the spot market volatility : the case of Kuala Lumpur Stock Exchange

Pok, Wee Ching; Poshakwale, Sunil S. - In: Applied financial economics 14 (2004) 2, pp. 143-154

Persistent link: https://www.econbiz.de/10001909673

Lower tick sizes and futures pricing efficiency : evidence from the emerging Malaysian market

Poshakwale, Sunil S.; Taunson, Jude W.; Mandal, Anandadeep - In: Review of quantitative finance and accounting 53 (2019) 4, pp. 1135-1163

Persistent link: https://www.econbiz.de/10012234500