Crossing of psychological price levels : the price dynamics and interaction between S&P500 index and index futures
Chueh-Yung Tsao, Chun I. Lee, and Yih-Wen Shyu
| Year of publication: |
2017
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|---|---|
| Authors: | Tsao, Chueh-Yung ; Lee, Chun I. ; Shyu, Yih-Wen |
| Published in: |
The journal of behavioral finance : a publication of the Institute of Behavioral Finance. - Abingdon : Routledge, ISSN 1542-7560, ZDB-ID 2110458-X. - Vol. 18.2017, 4, p. 427-447
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| Subject: | 52-week highs and lows | Index arbitrage | Lead-lag relationship | Psychological barriers | Spillover effect | Index-Futures | Index futures | Aktienindex | Stock index | Arbitrage | Spillover-Effekt | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Preisniveau | Price level |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/15427560.2017.1344675 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012008649