Asymmetry in spillover effects: Evidence for international stock index futures markets

International Review of Financial Analysis ◽

10.1016/j.irfa.2017.07.007 ◽

2017 ◽

Vol 53 ◽

pp. 94-111 ◽

Author(s):

Larisa Yarovaya ◽

Janusz Brzeszczyński ◽

Chi Keung Marco Lau

Keyword(s):

Futures Markets ◽

Spillover Effects ◽

Stock Index ◽

Stock Index Futures ◽

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

Calendar Anomalies and Arbitrage ◽

10.1142/9789814405461_0016 ◽

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 ◽

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

Systems Research and Behavioral Science ◽

10.1002/sres.2292 ◽

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 ◽

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Co-movements and contagion between international stock index futures markets

Empirical Economics ◽

10.1007/s00181-016-1113-5 ◽

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 ◽

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

Journal of Futures Markets ◽

10.1002/fut.10040 ◽

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 ◽

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Modelling International Price Relationships and Interdependencies Between the Stock Index and Stock Index Futures Markets of Three EU Countries: A Multivariate Analysis

Journal of Business Finance &amp Accounting ◽

10.1111/1468-5957.05409 ◽

2003 ◽

Vol 30 (5-6) ◽

pp. 645-667 ◽

Author(s):

Antonios Antoniou ◽

Gioia Pescetto ◽

Antonis Violaris

Keyword(s):

Multivariate Analysis ◽

Futures Markets ◽

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

Eu Countries ◽

International Price ◽

Price Relationships

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