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1785 - 1808. Indexes

Strassburger, Ralph Beaver - 1934

Persistent link: https://www.econbiz.de/10000417591

Stock index volatility expectations implied by call options premia

Rindell, Krister - 1989

Persistent link: https://www.econbiz.de/10000126342

The limits to stock index arbitrage : examining S&P 500 futures and SPDRS

Richie, Nivine; Daigler, Robert T.; Gleason, Kimberly - In: The journal of futures markets 28 (2008) 12, pp. 1182-1205

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A new look at stock return indicators and their impact under different market conditions

Knif, Johan - 1995

Persistent link: https://www.econbiz.de/10000572826

Noise, equity prices, and hedging : a new approach

Bertus, Mark; Godbey, Jonathan; Hinkelmann, Christoph; … - In: International review of financial analysis 17 (2008) 5, pp. 886-902

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The impact of jump dynamics on the predictive power of option-implied densities

Wang, Yaw-huei - In: The journal of derivatives : the official publication … 16 (2008/09) 3, pp. 9-22

Persistent link: https://www.econbiz.de/10003852617

The innovations of e-mini contracts and futures price volatility components : the empirical investigation of S&P 500 stock index futures

Tu, Anthony H.; Wang, Ming-chun - In: Journal of international financial markets, … 17 (2007) 2, pp. 198-211

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Enhanced indexing strategies : utilizing futures and options to achieve higher performance

Yates, Tristan - 2009

Index funds are among the highest performing and most reliable investments available in the marketplace. Over the past several years, literally hundreds of index-related products have been introduced to the marketplace, most designed to provide investors with the capability to mix and match...

Persistent link: https://www.econbiz.de/10003692830

Price discovery across the stock index futures and the EFT markets : intra-day evidence from the S&P 500, Nasdaq-100 and DJIA indices

Hseu, Mei-Maun; Chung, Huimin; Sun, Erh-Yin - In: Review of Pacific Basin financial markets and policies 10 (2007) 2, pp. 215-236

Persistent link: https://www.econbiz.de/10003507265

Trading around macroeconomic announcements : are all traders created equal?

Erenburg, Grigori; Kurov, Alexander; Lasser, Dennis J. - In: Journal of financial intermediation 15 (2006) 4, pp. 470-493

Persistent link: https://www.econbiz.de/10003395882

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