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Asymmetric commodity tails and index futures returns
Wang, Yuanzhi, (2025)
Frequent trading and investment performance : evidence from the KOSPI 200 futures market
Ryu, Doojin, (2024)
Hedging in stock index futures : lessons from the crash
Nevler, James M., (1988)
The effects of stock index futures trading on stock index volatility : an analysis of the asymmetric response of volatility to news
Antoniou, Antonios, (1998)
Futures trading, information and spot price volatility : evidence for the FTSE-100 stock index futures contract using GARCH
Antoniou, Antonios, (1995)
Futures market efficiency, the unbiasedness hypothesis and variance-bounds tests : the case of the FTSE-100 futures contract
Antoniou, Antonios, (1996)