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A study of the cointegrated relationship between Australian All Ord. index and share index futures using the Granger causality method
Parasuraman, Aloysius; Evans, John P. - 2001
Persistent link: https://www.econbiz.de/10001585344
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The evolving nature of intraday price discovery in the Chinese CSI 300 index futures market
Liu, Qiang; Qiao, Gaoxiu - In: Empirical economics : a journal of the Institute for … 52 (2017) 4, pp. 1569-1585
Persistent link: https://www.econbiz.de/10011945910
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The impact of restrictive measures on the price discovery function of stock index futures : evidence from CSI 500 stock index futures
Wu, Maoguo; Zhu, Zhehao - In: International journal of financial research 9 (2018) 4, pp. 117-125
Persistent link: https://www.econbiz.de/10012237176
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The lead-lag relationship between volatility index futures and spot in the Korean Stock Market
Qin, Rong-Yuan; Heo, Ji-Hun - In: Journal of international trade & commerce 13 (2017) 4, pp. 139-159
Persistent link: https://www.econbiz.de/10011799640
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Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin; Schweikert, Karsten - In: Journal of banking & finance 149 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
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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
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Pairs trading in the index options market
Brunetti, Marianna; De Luca, Roberta - In: Eurasian economic review : a journal in applied … 13 (2023) 1, pp. 145-173
Persistent link: https://www.econbiz.de/10014252894
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An empirical examination of the lead-lag relationship between spot and futures markets : evidence from Thailand
Judge, Amrit; Reancharoen, Tipprapa - In: Pacific-Basin finance journal 29 (2014), pp. 335-358
Persistent link: https://www.econbiz.de/10010495702
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Price discovery between informationally linked markets during trading phases
Hodgson, Allan (contributor);  … - 1998 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001456433
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Impact of Economic Crises on the Price Discovery Dynamics of Spot & Index Futures Market
Avinash - 2017
We investigate the effect of economic crises on the direction of information flow and price discovery efficiency of spot and futures market by considering the near month Nifty50 index futures and its corresponding spot index. The period of study commences from January, 2004 to December, 2015 and...
Persistent link: https://www.econbiz.de/10012952496