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Dislocations in World Index Futures
SSRN Electronic Journal
◽
10.2139/ssrn.2325373
◽
2013
◽
Author(s):
Gonzalo Cortazar
◽
Lorenzo Naranjo
◽
Enrique Sepulveda
◽
Carmen Stefanescu
Keyword(s):
Index Futures
Download Full-text
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10.2469/dig.v31.n1.832
◽
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◽
pp. 71-72
Author(s):
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Keyword(s):
Equity Markets
◽
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Volatility and Trading Demands in Stock Index Futures
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10.2469/dig.v33.n3.1742
◽
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◽
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◽
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Frank T. Magiera
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◽
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How the Stock Market Can Learn to Live with Index Futures and Options
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◽
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Industrial Electronics and Engineering
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10.2495/iciee140551
◽
2014
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Author(s):
Yue Ding
◽
Xiaoxi Li
◽
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Keyword(s):
Garch Model
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Index Arbitrage and the Pricing Relationship between Australian Stock Index Futures and Their Underlying Shares
SSRN Electronic Journal
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10.2139/ssrn.1252643
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◽
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Long Memory and Periodicity in Intraday Volatility of Stock Index Futures
SSRN Electronic Journal
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10.2139/ssrn.1460625
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Long Memory
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Intraday Volatility
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The Liquidity and Volatility Impacts of Day Trading by Individuals in the Taiwan Index Futures Market
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Manipulation Prevention and Hedging Effectiveness: Optimal Settlement Window Design for CSI 300 Stock Index Futures
SSRN Electronic Journal
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10.2139/ssrn.2223590
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2013
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Author(s):
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Jun Song
Keyword(s):
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Stock Index Futures
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Index Futures
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Hedging Effectiveness
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Order Aggressiveness Strategies by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures
SSRN Electronic Journal
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◽
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Information Transmission between U.S. and China Index Futures Markets: An Asymmetric DCC GARCH Approach
SSRN Electronic Journal
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10.2139/ssrn.2627468
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Author(s):
Yang Hou
◽
Steven Li
Keyword(s):
Information Transmission
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Futures Markets
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