The pricing of stock index futures spreads at contract expiration

2002 ◽  
Vol 22 (5) ◽  
pp. 451-469 ◽  
Author(s):  
Alex Frino ◽  
Michael D. McKenzie
Keyword(s):  
Stock Index ◽  
Stock Index Futures ◽  
Index Futures ◽  
Contract Expiration

Stock Index Futures Trading and Volatility in International Equity Markets

CFA Digest ◽  
2001 ◽  
Vol 31 (1) ◽  
pp. 71-72
Author(s):  
William H. Sackley
Keyword(s):  
Equity Markets ◽  
Stock Index ◽  
Stock Index Futures ◽  
Futures Trading ◽  
Index Futures ◽  
International Equity Markets ◽  
International Equity

Volatility and Trading Demands in Stock Index Futures

CFA Digest ◽  
2003 ◽  
Vol 33 (3) ◽  
pp. 101-102
Author(s):  
Frank T. Magiera
Keyword(s):  
Stock Index ◽  
Stock Index Futures ◽  
Index Futures

Long Memory and Periodicity in Intraday Volatility of Stock Index Futures

2009 ◽  
Author(s):  
Eduardo Rossi ◽  
Dean Fantazzini
Keyword(s):  
Long Memory ◽  
Stock Index ◽  
Stock Index Futures ◽  
Index Futures ◽  
Intraday Volatility

Stock Index Futures Trading and Spot Market Volatility

2006 ◽  
Author(s):  
George Karathanassis ◽  
Vasilios I. Sogiakas
Keyword(s):  
Spot Market ◽  
Market Volatility ◽  
Stock Index ◽  
Stock Index Futures ◽  
Futures Trading ◽  
Index Futures

Stock index futures arbitrage in emerging markets: Polish evidence

2008 ◽  
Vol 17 (2) ◽  
pp. 363-381 ◽  
Author(s):  
Jędrzej Białkowski ◽  
Jacek Jakubowski
Keyword(s):  
Emerging Markets ◽  
Stock Index ◽  
Stock Index Futures ◽  
Index Futures
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