Dynamics of a Well-Diversified Equity Index

SSRN Electronic Journal ◽

10.2139/ssrn.3317320 ◽

2019 ◽

Author(s):

Eckhard Platen ◽

Renata Rendek

Keyword(s):

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Intraday Price Formation in U.S. Equity Index Markets

10.2469/dig.v34.n3.1523 ◽

2004 ◽

Vol 34 (3) ◽

pp. 56-57

Author(s):

Robert A. McLean

Keyword(s):

Price Formation ◽

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Not All Heroes Wear CAPEs: Creation of a Global Stock Investment CEILING (Country Equity Index Leading Indicator for Near-term Gains)

SSRN Electronic Journal ◽

10.2139/ssrn.3436585 ◽

2019 ◽

Author(s):

Bryan Williams

Keyword(s):

Leading Indicator ◽

Stock Investment ◽

Near Term ◽

Equity Index ◽

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When Size Matters: The Case of Equity Index Futures

SSRN Electronic Journal ◽

10.2139/ssrn.497502 ◽

2003 ◽

Author(s):

George H. K. Wang ◽

Aysegul Ates

Keyword(s):

Index Futures ◽

Equity Index Futures ◽

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Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns

Applied Economics ◽

10.1080/00036846.2021.1937499 ◽

2021 ◽

pp. 1-18

Author(s):

Mehmet Umutlu ◽

Pelin Bengitöz ◽

Adam Zaremba

Keyword(s):

Cross Section ◽

Price Ratio ◽

International Equity ◽

The Cross ◽

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Equity Index Construction and Research on Wealth Gap

10.1007/978-981-13-9554-3 ◽

2019 ◽

Author(s):

Xiaohuang Zhu ◽

Song Lin

Keyword(s):

Index Construction ◽

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Examining the forward pricing function of the Australian equity index futures contract

Accounting and Finance ◽

10.1111/j.1467-629x.2004.00101.x ◽

2004 ◽

Vol 44 (1) ◽

pp. 57-73 ◽

Author(s):

Irena Ivanovic ◽

Peter Howley

Keyword(s):

Index Futures ◽

Futures Contract ◽

Equity Index Futures ◽

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Practical Applications of Risk and Return of Equity Index Collar StrategiesRisk and Return of Equity Index Collar Strategies Roni Israelov and Matthew Klein

Practical Applications ◽

10.3905/pa.2017.4.5.221 ◽

2017 ◽

Vol 4 (5) ◽

pp. 1-5

Author(s):

Howard Moore

Keyword(s):

Risk And Return ◽

Practical Applications ◽

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Flaws in the approach and application of the Equity Index: Comments on Govinder et al. (2013)

South African Journal of Science ◽

10.1590/sajs.2014/a0049 ◽

2014 ◽

Vol 110 (1/2) ◽

pp. 1-5 ◽

Author(s):

Tom A. Moultrie ◽

Rob E. Dorrington

Keyword(s):

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The Performance of Equity Index Option Strategy Returns During the Financial Crisis

SSRN Electronic Journal ◽

10.2139/ssrn.2669999 ◽

2015 ◽

Author(s):

Dominik Schulte

Keyword(s):

Financial Crisis ◽

Equity Index ◽

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Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors

Pacific-Basin Finance Journal ◽

10.1016/j.pacfin.2014.10.001 ◽

2014 ◽

Vol 30 ◽

pp. 189-206 ◽

Author(s):

Shawkat Hammoudeh ◽

Walid Mensi ◽

Juan Carlos Reboredo ◽

Duc Khuong Nguyen

Keyword(s):

Risk Factors ◽

Equity Market ◽

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