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493
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455
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450
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442
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441
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408
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407
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400
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399
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398
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391
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384
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362
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357
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354
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341
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336
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333
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332
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324
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321
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320
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318
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317
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314
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310
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310
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309
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308
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305
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297
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293
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285
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1,819
SpringerLink / Bücher
1,811
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1,756
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1,680
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1,526
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IMF working papers
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2,445
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1
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date (newest first)
date (oldest first)
1
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
Saved in:
2
Does international stock index
arbitrage
exist?
Meissner, Gunter
;
Ng, Olivia
;
Villarreal, Pedro A.
- In:
The journal of investment strategies
8
(
2019
)
1
,
pp. 11-27
Persistent link: https://www.econbiz.de/10012020342
Saved in:
3
A partially linear approach to modeling the dynamics of spot and futures prices
Gaul, Jürgen
;
Theissen, Erik
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 371-384
Persistent link: https://www.econbiz.de/10011348414
Saved in:
4
A partially linear approach to modelling the dynamics of spot and futures prices
Gaul, Jürgen
;
Theissen, Erik
-
2012
-
This version: August 2012
This paper considers the dynamics of spot and futures prices in the presence of
arbitrage
. A partially linear error …
Persistent link: https://www.econbiz.de/10009750074
Saved in:
5
A partially linear approach to modelling the dynamics of spot and futures prices
Gaulke, Jürgen
(
contributor
);
Theissen, Erik
(
contributor
)
-
2008
In this paper we consider the dynamics of spot and futures prices in the presence of
arbitrage
. We propose a partially …
Persistent link: https://www.econbiz.de/10003750067
Saved in:
6
Index
arbitrage
with heterogeneous investors : a smooth transition error correction analysis
Tse, Yiuman
- In:
Journal of banking & finance
25
(
2001
)
10
,
pp. 1829-1855
Persistent link: https://www.econbiz.de/10001608847
Saved in:
7
A study on the the lead-lag relationship between the CSI 300 futures market and spot market
Yim, Byung-Jin
;
Liu, Yi-Ling
- In:
Journal of international trade & commerce
15
(
2019
)
4
,
pp. 65-80
Persistent link: https://www.econbiz.de/10012546624
Saved in:
8
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
Saved in:
9
The rolling causal structure between the Chinese stock index and futures
Xu, Xiaojie
- In:
Financial markets and portfolio management
31
(
2017
)
4
,
pp. 491-509
Persistent link: https://www.econbiz.de/10011944629
Saved in:
10
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
Saved in:
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