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A time series test of calendar seasonalities in the S & P 500 index since the introduction of index derivative securities
Cyr, Don J., (1994)
The dynamics of S&P 500 index and S&P 500 futures intraday price volatilities
Cheung, Yin-Wong, (1990)
Futures trading and cash market volatility : stock index and interest rate futures
Edwards, Franklin R., (1988)
Some joint tests of the efficiency of European equity markets
Wahab, Mamoud S., (1993)
Stability and predictability of the comovement structure of returns in the American depository receipts market
Arbitrage opportunities in the US, UK, and Hong Kong markets
Lashgari, Malek K., (1992)