The relationship between spot and futures prices in stock index futures markets: Some preliminary evidence

Journal of Futures Markets ◽

10.1002/fut.3990030103 ◽

1983 ◽

Vol 3 (1) ◽

pp. 15-41 ◽

Author(s):

David M. Modest ◽

Mahadevan Sundaresan

Keyword(s):

Futures Markets ◽

Preliminary Evidence ◽

Stock Index ◽

Stock Index Futures ◽

Futures Prices ◽

Index Futures ◽

The Relationship

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Information Transmission between China’s IH and SGX FTSE A50 Stock Index Futures Markets: The Role of Trading Restrictions

Emerging Markets Finance and Trade ◽

10.1080/1540496x.2021.1917360 ◽

2021 ◽

pp. 1-12

Author(s):

Tian Wen ◽

Ping Li ◽

Yunbi an

Keyword(s):

Information Transmission ◽

Futures Markets ◽

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

Trading Restrictions

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Mispricing in Stock Index Futures Markets – the Case of Greece

SSRN Electronic Journal ◽

10.2139/ssrn.1873949 ◽

2010 ◽

Author(s):

Athanasios Fassas

Keyword(s):

Futures Markets ◽

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

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Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices

Review of Financial Studies ◽

10.1093/rfs/1.2.137 ◽

1988 ◽

Vol 1 (2) ◽

pp. 137-158 ◽

Author(s):

A. Craig MacKinlay ◽

Krishna Ramaswamy

Keyword(s):

Stock Index ◽

Stock Index Futures ◽

Futures Prices ◽

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The lead-lag relationship between equities and stock index futures markets around information releases

Journal of Futures Markets ◽

10.1002/(sici)1096-9934(200005)20:5<467::aid-fut4>3.0.co;2-l ◽

2000 ◽

Vol 20 (5) ◽

pp. 467-487 ◽

Author(s):

Alex Frino ◽

Terry Walter ◽

Andrew West

Keyword(s):

Futures Markets ◽

Stock Index ◽

Stock Index Futures ◽

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Cojumps in China's spot and stock index futures markets

Pacific-Basin Finance Journal ◽

10.1016/j.pacfin.2015.10.002 ◽

2015 ◽

Vol 35 ◽

pp. 541-557 ◽

Author(s):

Hao Wang ◽

Mengqi Yue ◽

Hua Zhao

Keyword(s):

Futures Markets ◽

Stock Index ◽

Stock Index Futures ◽

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Stock index futures prices

Personal Finance and Investments ◽

10.4324/9780203895634-39 ◽

2008 ◽

pp. 607-619

Keyword(s):

Stock Index ◽

Stock Index Futures ◽

Futures Prices ◽

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The market for japanese stock index futures: Some preliminary evidence

Journal of Futures Markets ◽

10.1002/fut.3990090403 ◽

1989 ◽

Vol 9 (4) ◽

pp. 283-295 ◽

Author(s):

Warren Bailey

Keyword(s):

Preliminary Evidence ◽

Stock Index ◽

Stock Index Futures ◽

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The linkages of S & P 500 stock index and S & P 500 stock index futures prices during October 1987

Journal of Economics and Business ◽

10.1016/s0148-6195(97)00003-9 ◽

1997 ◽

Vol 49 (3) ◽

pp. 253-266 ◽

Author(s):

Bala Arshanapalli ◽

John Doukas

Keyword(s):

Stock Index ◽

Stock Index Futures ◽

Futures Prices ◽

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General Equilibrium Stock Index Futures Prices: Theory and Empirical Evidence

Journal of Financial and Quantitative Analysis ◽

10.2307/2331208 ◽

1991 ◽

Vol 26 (3) ◽

pp. 287 ◽

Author(s):

Michael L. Hemler ◽

Francis A. Longstaff

Keyword(s):

General Equilibrium ◽

Empirical Evidence ◽

Stock Index ◽

Stock Index Futures ◽

Futures Prices ◽

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Return and volatility dynamics in the FT-SE 100 stock index and stock index futures markets

Journal of Futures Markets ◽

10.1002/fut.3990150405 ◽

1995 ◽

Vol 15 (4) ◽

pp. 457-488 ◽

Author(s):

Abhay H. Abhyankar

Keyword(s):

Futures Markets ◽

Stock Index ◽

Stock Index Futures ◽

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