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Timmermann, Allan
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39
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37
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1
The long-run relationship between spot and futures prices of the S&P 500 index : evidence from cointegration tests
Darrat, Ali F.
;
Rahman, Shafiqur
- In:
Advances in investment analysis and portfolio …
6
(
1999
),
pp. 47-54
Persistent link: https://www.econbiz.de/10001438944
Saved in:
2
The effects of randomizing the opening
time
on the performance of a stock market under stress
Hauser, Shmuel
;
Kamara, Avraham
;
Shurki, Itzik
- In:
Journal of financial markets
15
(
2012
)
4
,
pp. 392-415
Persistent link: https://www.econbiz.de/10009655269
Saved in:
3
Transactions costs, index arbitrage and non-linear dynamics between FTSE100 spot and futures : a treshold cointegration analysis
Tao, Juan
;
Green, Christopher J.
- In:
International journal of finance & economics : IJFE
18
(
2013
)
2
,
pp. 175-187
Persistent link: https://www.econbiz.de/10010355992
Saved in:
4
Price discovery in the Indian stock index futures market
Ranajee
;
Pathak, Rajesh
- In:
The empirical economics letters : a monthly …
17
(
2018
)
11
,
pp. 1339-1349
Persistent link: https://www.econbiz.de/10012006904
Saved in:
5
Cross-listed futures index and price discovery
Jawed, Mohammad Shameem
;
Tapar, Archit Vinod
;
Dhaigude, Amol
- In:
The empirical economics letters : a monthly …
19
(
2020
)
6
,
pp. 509-519
Persistent link: https://www.econbiz.de/10012596570
Saved in:
6
Dollar index adjusted stock indices
Jalbert, Terrance
- In:
The journal of applied business research
30
(
2014
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010252133
Saved in:
7
Intraday index volatility : evidence from currency adjusted stock indices
Jalbert, Terrance
- In:
The journal of applied business research
31
(
2015
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10010502685
Saved in:
8
Currency-adjusted stock index causality and cointegration : evidence from intraday data
Jalbert, Terrance
- In:
The international journal of business and finance …
9
(
2015
)
5
,
pp. 83-91
Persistent link: https://www.econbiz.de/10011383380
Saved in:
9
A study on the the lead-lag relationship between the CSI 300 futures market and spot market
Yim, Byung-Jin
;
Liu, Yi-Ling
- In:
Journal of international trade & commerce
15
(
2019
)
4
,
pp. 65-80
Persistent link: https://www.econbiz.de/10012546624
Saved in:
10
Dynamic relationship between Indian stock index and commodity derivatives : with special reference to metals
Mohanty, Debasis
;
Khan, Jakki Samir
;
Das, Subhasish
; …
- In:
International journal of economics and accounting : IJEA
10
(
2021
)
4
,
pp. 394-409
Persistent link: https://www.econbiz.de/10012669225
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