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The price discovery processes in China, India, and Russia's stock index futures markets
Liu, Qingfeng Wilson; Sono, Hui; Zhang, Wei - In: Review of Pacific Basin financial markets and policies 24 (2021) 3, pp. 2150020-1-2150020-28
Persistent link: https://www.econbiz.de/10012657782
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Determinants of price discovery in the VIX futures market
Chen, Yu-Lun; Tsai, Wei-Che - In: Journal of empirical finance 43 (2017), pp. 59-73
Persistent link: https://www.econbiz.de/10011817906
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A tale of two index futures : the intraday price discovery and volatility transmission processes between the China financial futures exchange and the Singapore exchange
Guo, Biao; Han, Qian; Liu, Maonan; Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 197-212
Persistent link: https://www.econbiz.de/10010258907
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Price discovery and volatility transmission in the spot and futures market of pepper : an empirical analysis
Nadig, Asha; Viswanathan, T. - In: International journal of intelligent enterprise 9 (2022) 1, pp. 78-99
Persistent link: https://www.econbiz.de/10012799917
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The lead-lag relation between VIX futures and SPX futures
Bangsgaard, Christine; Kokholm, Thomas - In: Journal of financial markets 67 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10014491067
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Algorithmic trading and market quality : evidence from the Taiwan index futures market
Chang, Ya-Kai; Chou, Robin K. - In: The journal of futures markets 42 (2022) 10, pp. 1837-1855
Persistent link: https://www.econbiz.de/10013465825
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Volume determination in stock and stock index futures markets : an analysis of arbitrage and volatility effects
Merrick, John J. - 1987
Persistent link: https://www.econbiz.de/10000741962
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The effects of stock index futures on cash market volatility : an empirical study
McGartland, Al; Wang, George H. - 1989
Persistent link: https://www.econbiz.de/10000140390
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Futures expiration day effects on spot market volatility : evidence from the NSE
Sakthivel, P.; Kamaiah, Bandi - In: The Asian economic review : journal of the Indian … 50 (2008) 3, pp. 571-585
Persistent link: https://www.econbiz.de/10003836302
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The effects of exchange-rate exposures on equity asset markets
Jumah, Adusei; Kunst, Robert M. - 2001
This paper analyzes the relationship between stock returns and exchange rate changes in international markets and examines how well exchange rate volatility explains movements in stock market returns. The model-based predictions are evaluated on several cost functions. Results from such analysis...
Persistent link: https://www.econbiz.de/10009724429