Trading activity in stock index futures markets: The evidence of emerging markets

2002 ◽  
Vol 22 (10) ◽  
pp. 983-1003 ◽  
Author(s):  
Yu Chuan Huang
Keyword(s):  
Emerging Markets ◽  
Futures Markets ◽  
Stock Index ◽  
Stock Index Futures ◽  
Trading Activity ◽  
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

Cojumps in China's spot and stock index futures markets

2015 ◽  
Vol 35 ◽  
pp. 541-557 ◽  
Author(s):  
Hao Wang ◽  
Mengqi Yue ◽  
Hua Zhao
Keyword(s):  
Futures Markets ◽  
Stock Index ◽  
Stock Index Futures ◽  
Index Futures

THE TURN-OF-THE-MONTH EFFECT IN THE U.S. STOCK INDEX FUTURES MARKETS, 1982-1992

2012 ◽  
pp. 365-383
Author(s):  
Chris R. Hensel ◽  
Gordon A. Sick ◽  
William T. Ziemba
Keyword(s):  
Futures Markets ◽  
Stock Index ◽  
Stock Index Futures ◽  
Index Futures ◽  
The U.S

A Multi-agent System for Policy Design of Tick Size in Stock Index Futures Markets

2014 ◽  
Vol 31 (4) ◽  
pp. 512-526 ◽  
Author(s):  
Lijian Wei ◽  
Wei Zhang ◽  
Xiong Xiong ◽  
Yu Zhao
Keyword(s):  
Futures Markets ◽  
Policy Design ◽  
Stock Index ◽  
Stock Index Futures ◽  
Multi Agent System ◽  
Tick Size ◽  
Agent System ◽  
Index Futures ◽  
Multi Agent

Co-movements and contagion between international stock index futures markets

2016 ◽  
Vol 52 (4) ◽  
pp. 1529-1568 ◽  
Author(s):  
Claudiu Tiberiu Albulescu ◽  
Daniel Goyeau ◽  
Aviral Kumar Tiwari
Keyword(s):  
Futures Markets ◽  
Stock Index ◽  
Stock Index Futures ◽  
Index Futures
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