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Price discovery and spillover dynamics in the Chinese stock index futures market : a natural experiment on trading volume restriction

He, Feng; Liu-Chen, Baiao; Meng, Xiangtong; Xiong, Xiong; … - In: Quantitative finance 20 (2020) 12, pp. 2067-2083

Persistent link: https://www.econbiz.de/10012313585

Informativeness of CME micro bitcoin futures in pricing of bitcoin : intraday evidence

Pati, Pratap Chandra - In: Finance research letters 49 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10013478767

International linkages of emerging market index futures, under the closure of underlying spot market : evidence from Indian Nifty futures

Sundararajan, Sivakumar; Balasubramanian, Senthil Arasu - In: Managerial finance 49 (2023) 3, pp. 577-593

Persistent link: https://www.econbiz.de/10014227233

Do loosened trading rules restore the stock index futures price discovery ability in China?

Zhang, Xiaotao; Wang, Ziqiao - In: International review of economics & finance : IREF 93 (2024) 2, pp. 389-397

Persistent link: https://www.econbiz.de/10014535566

The impact of long-only index funds on price discovery and market performance in agricultural futures markets

Prehn, Sören; Glauben, Thomas; Loy, Jens-Peter; Pies, Ingo - 2014

For a considerable time, long-only index funds have been suspected of being responsible for price increases on agricultural futures markets, particularly those for grain. Utilizing partial equilibrium concepts, we analyze the market impacts of long-only index funds. Our analysis reveals that...

Persistent link: https://www.econbiz.de/10010355849

The predictability of opening returns for the returns of the trading day : evidence from Taiwan futures market

Chen, Chun-nan - In: International review of economics & finance : IREF 25 (2013), pp. 272-281

Persistent link: https://www.econbiz.de/10009693299

Combining the effects of OLS and spread on futures hedging : evidence fromthe Taiwan stock index

Wu, Ting-Yi - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 214-228

Persistent link: https://www.econbiz.de/10010486502

An application of threshold cointegration to Taiwan stock index futures and spot markets

Lin, Ching-chung; Chen, Shen-yuan; Hwang, Dar-yeh - In: Review of Pacific Basin financial markets and policies 6 (2003) 3, pp. 291-304

Persistent link: https://www.econbiz.de/10001838414

Robust hedging performance and volatility risk in option markets : application to Standard and Poor's 500 and Taiwan index options

Han, Chuan-Hsiang; Chang, Chien-Hung; Kuo, Chii-Shyan; … - In: International review of economics & finance : IREF 40 (2015), pp. 160-173

Persistent link: https://www.econbiz.de/10011573571

What Is So Special About KOSPI 200 Index Futures Contract? An Analysis of Trading Volume and Liquidity

Ciner, Cetin - 2020

The Korean Stock Exchange's (KSE) KOSPI 200 Index futures and options have been the fastest growing derivatives contracts in the world in recent years. This paper presents an analysis of the factors contributing to the success, as measured by trading volume, of the KOSPI 200 Index futures...

Persistent link: https://www.econbiz.de/10012830894