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Comovement and FTSE 100 index changes
Coakley, Jerry; Kougoulis, Periklis; Nankervis, John C. - In: International journal of behavioural accounting and … 4 (2013) 2, pp. 93-112
Persistent link: https://www.econbiz.de/10010393879
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Korrelationen von Aktienindizes : Implikationen für die Bildung eines risikodiversifizierten Portfolios mit Hilfe von Indexzertifikaten
Ganser, Florian - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003643210
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Intraday empirical analysis and modeling of diversified world stock indices
Breymann, Wolfgang; Kelly, Leah; Platen, Eckhard - 2004
Persistent link: https://www.econbiz.de/10002253944
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Price exhaustion in the Hang Seng Index
Doucouliagos, Chris (contributor) - 2005
Persistent link: https://www.econbiz.de/10002840331
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Price discovery in the Hang Seng Index markets : index, futures, and the tracker fund
So, Raymond W.; Tse, Yiuman - In: The journal of futures markets 24 (2004) 9, pp. 887-907
Persistent link: https://www.econbiz.de/10002145997
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S&P 500 futures market and the normal backwardation hypothesis
Hassan, Mahamood Mahomed - In: Journal of economics and finance 19 (1995) 3, pp. 85-103
Persistent link: https://www.econbiz.de/10001206758
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Do call prices and the underlying stock always move in the same direction?
Bakshi, Gurdip S.; Cao, Charles Q.; Chen, Zhiwu - In: The review of financial studies 13 (2000) 3, pp. 549-584
Persistent link: https://www.econbiz.de/10001499744
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The dynamics of stock index and stock index futures returns
Stoll, Hans R. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 4, pp. 441-468
Persistent link: https://www.econbiz.de/10001098664
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Intraday empirical analysis and modeling of diversified world stock indices
Breymann, Wolfgang; Kelly, Leah; Platen, Eckhard - In: Asia-Pacific financial markets 12 (2005) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10003370696