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Autocorrelation of daily index returns : intraday-to-intraday versus close-to-close intervals
McInish, Thomas H. - In: Journal of banking & finance 15 (1991) 1, pp. 193-206
Persistent link: https://www.econbiz.de/10001100942
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The role of stock index arbitrage in the stock market crash of 1987 and other major price-change trading days
Curcio, Richard J. - In: Journal of the Midwest Finance Association 19 (1990), pp. 1-28
Persistent link: https://www.econbiz.de/10001105768
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Expiration-day effects : what has changed?
Stoll, Hans R. - In: Financial analysts' journal : FAJ 47 (1991) 1, pp. 58-72
Persistent link: https://www.econbiz.de/10001106429
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The linkages of S & P 500 stock index and S & P 500 stock index futures prices during October 1987
Arshanapalli, Bala Gangadhar - In: Journal of economics & business 49 (1997) 3, pp. 253-266
Persistent link: https://www.econbiz.de/10001222780
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Has the stock market grown more volatile?
Laster, David Scott - In: Current issues in economics and finance 2 (1996) 11
Persistent link: https://www.econbiz.de/10001222922
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Historical pre and post special closing effects
Seiler, Michael J. - In: Studies in economics and finance 18 (1997) 1, pp. 59-73
Persistent link: https://www.econbiz.de/10001232251
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Index futures and options and stock market volatility
Pericli, Andreas Neophytou - In: The journal of futures markets 17 (1997) 8, pp. 957-974
Persistent link: https://www.econbiz.de/10001232832
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Professional investor re-entry and the January effect
Cuny, Charles John - 1996
Persistent link: https://www.econbiz.de/10001232963
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Market direction and volume-price variability relationships in speculative markets
Kamath, Ravindra R. (contributor) - In: American business review 16 (1998) 1, pp. 20-24
Persistent link: https://www.econbiz.de/10001233630
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Abnormal return behavior surrounding special closings of the NYSE
Seiler, Michael J. - In: American business review 14 (1996) 1, pp. 11-17
Persistent link: https://www.econbiz.de/10001201478