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Market efficiency around the clock : some supporting evidence using foreign-based derivatives
Craig, Alastair - In: Journal of financial economics 39 (1995) 2, pp. 161-180
Persistent link: https://www.econbiz.de/10001188051
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Improving MACD technical analysis by optimizing parameters and modifying trading rules : evidence from the Japanese Nikkei 225 futures market
Kang, Byung-Kook - In: Journal of risk and financial management : JRFM 14 (2021) 1/37, pp. 1-21
days. This study confirms that applying the traditional model to Japan’s Nikkei 225 futures prices produces negative …
Persistent link: https://www.econbiz.de/10012417747
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Modelling financial time series
Taylor, Stephen J. - 1986
Persistent link: https://www.econbiz.de/10000692464
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Do asset prices reflect fudamentals? : freshly squeezed evidence from the OJ market
Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; … - In: Journal of financial economics 83 (2007) 2, pp. 397-412
Persistent link: https://www.econbiz.de/10003425461
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Electronic trading systems and intraday non-linear dynamics : an examination of the FTSE 100 cash and futures returns
Cantó, Beatriu (contributor); Kräussl, Roman (contributor) - 2007
Persistent link: https://www.econbiz.de/10003448577
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Single-stock futures : evidence from the Indian securities market
Kumar, Umesh; Tse, Yiuman - In: Global finance journal 20 (2009) 3, pp. 220-234
Persistent link: https://www.econbiz.de/10003921967
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Threshold non-linear dynamics between Hang Seng stock index and futures returns
Chung, Hon-lun; Chan, Wai-Sum; Batten, Jonathan A. - In: The European journal of finance 17 (2011) 7/8, pp. 471-486
Persistent link: https://www.econbiz.de/10009509864
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Gone in ten minutes : intraday evidence of announcement effects in the electronic corn futures market
Lehecka, Georg V.; Wang, Xiaoyang; García, Philip - In: Applied economic perspectives and policy 36 (2014) 3, pp. 504-526
Persistent link: https://www.econbiz.de/10011279818
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Price discovery in Brazilian FX markets
Garcia, Márcio Gomes Pinto; Medeiros, Marcelo C.; … - In: Brazilian review of econometrics : BRE ; the review of … 35 (2015) 1, pp. 65-94
Persistent link: https://www.econbiz.de/10011538826
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Price discovery in Brazilian FX markets
Garcia, Márcio Gomes Pinto; Medeiros, Marcelo C.; … - 2014
Brazilian Foreign Exchange (FX) markets have a unique structure: most trades are conducted in the derivatives (futures) market. We study price discovery in the FX markets in Brazil and indicate which market (spot or futures) adjusts more quickly to the arrival of new information. We find that...
Persistent link: https://www.econbiz.de/10010402141