The effects of randomizing the opening time on the performance of a stock market under stress
Year of publication: |
2012
|
---|---|
Authors: | Hauser, Shmuel ; Kamara, Avraham ; Shurki, Itzik |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 15.2012, 4, p. 392-415
|
Subject: | Preopening and opening price discovery | Stock index derivatives | Random opening time | Manipulation | Börsenkurs | Share price | Aktienindex | Stock index | Aktienmarkt | Stock market | Zeit | Time | Index-Futures | Index futures | Derivat | Derivative | Finanzmarktregulierung | Financial market regulation |
-
Predicting stock market crises using stock index derivatives : evidence from China
Ma, Xiaohan, (2024)
-
How does leverage in stock market influence the margin of stock index futures?
Liu, Hailong, (2018)
-
Price discovery of German index derivatives during financial turmoil
Frommherz, Anja, (2019)
- More ...
-
Eldor, Rafi, (2006)
-
Eldor, Rafi, (2006)
-
Eldor, Rafi (Rafael), (2014)
- More ...