Narrow search
Showing 1 - 10 of 106,422
Cover Image
Determinants of price discovery in the VIX futures market
Chen, Yu-Lun; Tsai, Wei-Che - In: Journal of empirical finance 43 (2017), pp. 59-73
Persistent link: https://www.econbiz.de/10011817906
Cover Image
The price discovery processes in China, India, and Russia's stock index futures markets
Liu, Qingfeng Wilson; Sono, Hui; Zhang, Wei - In: Review of Pacific Basin financial markets and policies 24 (2021) 3, pp. 2150020-1-2150020-28
Persistent link: https://www.econbiz.de/10012657782
Cover Image
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
Cover Image
Small is beautiful? : how the introduction of mini futures contracts affects the regular contract
Greppmair, Stefan; Theissen, Erik - 2019
We analyze how the introduction of a mini futures contract affects the liquidity of the regular contract. We use a …)). We find that the liquidity of the regular contracts increases and the volatility decreases upon the introduction of a …
Persistent link: https://www.econbiz.de/10012135023
Cover Image
Islamic spot and index futures markets : where is the price discovery?
Karabiyik, Hande; Narayan, Paresh Kumar; Dinh Hoang … - In: Pacific-Basin finance journal 52 (2018), pp. 123-133
Persistent link: https://www.econbiz.de/10012035614
Cover Image
Price discovery of German index derivatives during financial turmoil
Frommherz, Anja - In: Review of managerial science 13 (2019) 1, pp. 147-179
Persistent link: https://www.econbiz.de/10011979671
Cover Image
Price discovery in the S&P 500 index derivatives markets
Chen, Wei Peng; Chung, Huimin; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 45 (2016), pp. 438-452
Persistent link: https://www.econbiz.de/10011626500
Cover Image
The price discovery of day trading activities in futures market
Chen, Ming-Hsien; Tai, Vivian W. - In: Review of derivatives research 17 (2014) 2, pp. 217-239
Persistent link: https://www.econbiz.de/10010529623
Cover Image
Price discovery and information transmission across stock index futures : evidence from VN 30 Index Futures on Vietnam's stock market
Nguyễn Thị Nhung; Trần Thị Vân Anh; Nguyễn … - In: Investment management and financial innovations 16 (2019) 4, pp. 262-276
Persistent link: https://www.econbiz.de/10012177690
Cover Image
Price discovery in Indian stock index futures market : new evidence based on intraday data
Inani, Sarveshwar Kumar - In: International journal of Indian culture and business … 14 (2017) 1, pp. 23-43
Persistent link: https://www.econbiz.de/10011714566