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Financial market spillovers around the globe
Dimpfl, Thomas; Jung, Robert - 2011
follows. We find weak and shortlived return spillovers, in particular from the USA to Japan. Volatility spillovers are more …
Persistent link: https://www.econbiz.de/10009161582
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Information in the cash market and stock index future market
Chan, Kalok - 1990
Persistent link: https://www.econbiz.de/10000839818
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Testing the pricing and informational efficiency of the S&P 500 stock index futures market
Hassan, Mahamood Mahomed - 1989
Persistent link: https://www.econbiz.de/10000803788
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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
Persistent link: https://www.econbiz.de/10003773148
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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
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Tails, fears and risk premia
Bollerslev, Tim; Todorov, Viktor - 2009
Persistent link: https://www.econbiz.de/10003849565
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Price expectation and the pricing of stock index futures : evidence from developed and emerging markets
Wang, Janchung; Hsu, Hsinan - In: Review of Pacific Basin financial markets and policies 9 (2006) 4, pp. 639-660
Persistent link: https://www.econbiz.de/10003413741
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Higher order Greeks
Ederington, Louis H.; Guan, Wei - In: The journal of derivatives : the official publication … 14 (2007) 3, pp. 7-34
Persistent link: https://www.econbiz.de/10003447122