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Tracking biased weights: asset pricing implications of value-weighted indexing
Jiang, Hao; Vayanos, Dimitri; Lu, Zheng - 2020
Persistent link: https://www.econbiz.de/10012487379
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Returns to trading portfolios of FTSE 100 index options
Liu, Xiaoquan - In: Applied financial economics 17 (2007) 13/15, pp. 1211-1225
Persistent link: https://www.econbiz.de/10003590582
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Comovement and FTSE 100 index changes
Coakley, Jerry; Kougoulis, Periklis; Nankervis, John C. - In: International journal of behavioural accounting and … 4 (2013) 2, pp. 93-112
Persistent link: https://www.econbiz.de/10010393879
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Hedging ratios and cash futures market linkages
Theobald, Michael - In: The journal of futures markets 17 (1997) 1, pp. 101-115
Persistent link: https://www.econbiz.de/10001216340
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Co-movements and contagion between international stock index futures markets
Albulescu, Claudiu Tiberiu; Goyeau, Daniel; Tiwari, … - In: Empirical economics : a journal of the Institute for … 52 (2017) 4, pp. 1529-1568
Persistent link: https://www.econbiz.de/10011945853
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Relative pricing of French Treasury inflation-linked and nominal bonds : an empirical approach using arbitrage strategies
Séverac, Béatrice de; Fonseca, José Soares da - In: Portuguese economic journal 20 (2021) 3, pp. 273-295
Persistent link: https://www.econbiz.de/10012616841
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Simulating convertible bond arbitrage portfolios
Hutchinson, Mark C.; Gallagher, Liam - In: Applied financial economics 18 (2008) 13/15, pp. 1247-1262
Persistent link: https://www.econbiz.de/10003760264
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Time-zone arbitrage in vanguard international index funds
Donnelly, Katelyn Rae (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003748416
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Institutional investment management : equity and bond portfolio strategies and applications
Fabozzi, Frank J. - 2009
Persistent link: https://www.econbiz.de/10003865444