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Risk-adjusted day-of-the-week, day-of-the-month, and month-of-the-year effects on stock indexes and stock index futures
Khaksari, Shahriar - In: The financial review : the official publication of the … 27 (1992) 4, pp. 531-552
Persistent link: https://www.econbiz.de/10001143738
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The dynamics of S&P 500 index and S&P 500 futures intraday price volatilities
Cheung, Yin-Wong - In: Review of futures markets 9 (1990) 2, pp. 458-486
Persistent link: https://www.econbiz.de/10001124321
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Futures margins and stock price volatility : is there any link?
Kupiec, Paul H. - In: The journal of futures markets 13 (1993) 6, pp. 677-691
Persistent link: https://www.econbiz.de/10001149382
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Short sales restrictions and the temporal relationship between stock index cash and derivatives markets
Puttonen, Vesa - In: The journal of futures markets 13 (1993) 6, pp. 645-664
Persistent link: https://www.econbiz.de/10001149383
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Price dynamics and error correction in stock index and stock index futures markets : a cointegration approach
Wahab, Mamoud S. - In: The journal of futures markets 13 (1993) 7, pp. 711-742
Persistent link: https://www.econbiz.de/10001152239
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Triple-witching hour, the change in expiration timing, and stock market reaction
Chen, Chao; Williams, James - In: The journal of futures markets 14 (1994) 3, pp. 275-292
Persistent link: https://www.econbiz.de/10001169799
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A time series test of calendar seasonalities in the S & P 500 index since the introduction of index derivative securities
Cyr, Don J. - In: The journal of futures markets 14 (1994) 5, pp. 511-529
Persistent link: https://www.econbiz.de/10001169818
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The international lead-lag effect between market returns : comparison of stock index futures and cash markets
Booth, G. Geoffrey - In: Journal of international financial markets, … 3 (1993) 2, pp. 59-71
Persistent link: https://www.econbiz.de/10001174456
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A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong - In: Journal of econometrics 72 (1996) 1, pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
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Stock indexes, stock index futures and stock index futures options : a causality analysis
Chang, Carolyn C. W. - In: Belgian journal of operations research, statistics and … 28 (1988) 4, pp. 51-74
Persistent link: https://www.econbiz.de/10001076736