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The "weekend effect" for stock indexes and stock index futures : dividend and interest rate effects
Phillips-Patrick, Frederick J., (1988)
The daily distribution of changes in the price of stock index futures
Dyl, Edward A., (1986)
Informed futures trading and price discovery : evidence from Taiwan futures and stock markets
Lee, Yi-tsung, (2013)
An analysis of Japanese stock return dynamics conditional on US Monday holiday closures
Hiraki, Takato, (2000)
Closing the question on the continuation of turn-of-the-month effects : evidence from the S&P 500 index futures contract
Maberly, Edwin D., (2000)
The information content of end-of-the-day index futures returns : international evidence from the Osaka Nikkei 225 futures contract
Hiraki, Takato, (1995)