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A reverse index futures split effect on liquidity and market dynamics
Athanasios, Fassas, (2017)
Intraday futures volatility and theories of market behavior
Daigler, Robert T., (1997)
The impact of the introduction of index futures contracts on the price volatility in the underlying stock market
Hsu, Philip, (2000)
Transactions data tests of efficiency : an investigation in the Singapore futures markets
Raj, Mahendra, (2000)
Bidder gains : the undervaluation hypothesis
Raj, Mahendra, (2004)
Agency costs in US banks : have the factors changed post crisis?
Raj, Mahendra, (2018)