Similar Search Results

Ultra High Frequency Statistical Arbitrage Across International Index Futures

Alsayed, Hamad - 2013

-quote changes in lagging contracts with a directional accuracy in excess of 85%. A simple statistical arbitrage strategy exploiting … arbitrage in this market setting. Overall, our results accord with the view that informational inefficiencies incentivize …

Persistent link: https://www.econbiz.de/10013086041

Time-zone arbitrage in vanguard international index funds

Donnelly, Katelyn Rae (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003748416

The world price of jumo and volatility risk

Driessen, Joost; Maenhout, Pascal J. - In: Journal of banking & finance 37 (2013) 2, pp. 518-536

Persistent link: https://www.econbiz.de/10009705629

Interest rate differentials, market integration, and the efficiency of commodity futures markets

Jumah, Adusei; Karbuz, Sohbet; Rünstler, Gerhard - In: Applied financial economics 9 (1999) 1, pp. 101-108

Persistent link: https://www.econbiz.de/10001363845

Guida pratica ai futures su indici azionari : tecniche, mercati, strategie

Cirio, FLavio E. - 1992 - 1. ed

Persistent link: https://www.econbiz.de/10000891041

International price discovery in Finnish stock index futures and cash markets

Martikainen, Teppo; Puttonen, Vesa - 1991

Persistent link: https://www.econbiz.de/10000826100

Index futures and positive feedback trading : evidence from major stock exchanges

Antoniou, Antonios; Koutmos, Gregory; Pericli, Andreas … - In: Journal of empirical finance 12 (2005) 2, pp. 219-238

Persistent link: https://www.econbiz.de/10002685067

An out-of-sample comparative analysis of hedging performance of stock index futures : dynamic versus static hedging

Yang, Ming Jing; Lai, Yi-Chuan - In: Applied financial economics 19 (2009) 13/15, pp. 1059-1072

The purpose of this study is to examine the hedging performance of the major international stock index futures, including DJIA, S&P500, NASDAQ100, FTSE100, CAC40, DAX30 and Nikkei225 index futures, by using the various dynamic hedging strategies and the traditional static hedging strategies. The...

Persistent link: https://www.econbiz.de/10003886000

The CRB encyclopedia of commodity and financial prices

Lown, Christopher J. (contributor); … - Commodity Research Bureau - 2006

Persistent link: https://www.econbiz.de/10003451815

The implied volatility term structure of stock index options

Mixon, Scott - In: Journal of empirical finance 14 (2007) 3, pp. 333-354

Persistent link: https://www.econbiz.de/10003609837

1
2
3
4
5
6
7
8
9
10
Next
Last