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Showing
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1
The price discovery of day trading activities in futures market
Chen, Ming-Hsien
;
Tai, Vivian W.
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 217-239
Persistent link: https://www.econbiz.de/10010529623
Saved in:
2
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:
3
On the determinants of basis spread for Taiwan index futures and the role of speculators
Chang, Charles
;
Lin, Emily
- In:
Review of Pacific Basin financial markets and policies
17
(
2014
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010348818
Saved in:
4
Volume determination in stock and stock index futures markets : an analysis of
arbitrage
and
volatility
effects
Merrick, John J.
-
1987
Persistent link: https://www.econbiz.de/10000741962
Saved in:
5
Lead-lag relationship between spot and futures stock indexes : intraday data and regime-switching models
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 269-280
Persistent link: https://www.econbiz.de/10012486492
Saved in:
6
Seasonality in ex ante German stock index futures
arbitrage
: where do
arbitrage
profits in Germany come from?
Bamberg, Günter
-
1994
Persistent link: https://www.econbiz.de/10013374625
Saved in:
7
Samuelson hypothesis and carry
arbitrage
: US and China
Brooks, Robert
;
Brooks, Joshua A.
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013438369
Saved in:
8
New evidence that index traders did not drive bubbles in grain futures markets
Etienne, Xiaoli Liao
;
Irwin, Scott H.
;
García, Philip
- In:
Journal of agricultural and resource economics : JARE ; …
42
(
2017
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10011607640
Saved in:
9
Differences in trading and pricing between stock and index options
Lemmon, Michael L.
;
Ni, Sophie Xiaoyan
- In:
Management science : journal of the Institute for …
60
(
2014
)
8
,
pp. 1985-2001
Persistent link: https://www.econbiz.de/10010403590
Saved in:
10
Futures spreads : classification, analysis, trading
Perchanok, Kirill
-
2011
Persistent link: https://www.econbiz.de/10009524407
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