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subject:"Aktienindex"
~person:"Baltussen, Guido"
~person:"Lai-Tong, Charles"
~person:"Yu, Wei"
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Aktienindex
Arbitrage
6
Stock index
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Börsenkurs
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Industrialized countries
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Baltussen, Guido
Lai-Tong, Charles
Yu, Wei
Kempf, Alexander
4
Lamont, Owen A.
4
Stein, Jeremy C.
4
Theissen, Erik
4
Bühler, Wolfgang
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Gaul, Jürgen
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Ahn, Byung Hyun
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Neal, Robert S.
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Neumann, Kai
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Patatoukas, Panos N.
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Peng, Jiaxin
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ECONIS (ZBW)
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Indexing and stock market serial dependence around the world
Baltussen, Guido
;
Bekkum, Sjoerd van
;
Da, Zhi
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 26-48
Persistent link: https://www.econbiz.de/10012134770
Saved in:
2
Effets "volume" volatilité et transmissions internationales sur les marchés boursiers dans le G5
Avouyi-Dovi, Sanvi
;
Jondeau, Eric
;
Lai-Tong, Charles
-
1997
Persistent link: https://www.econbiz.de/10000958857
Saved in:
3
Index arbitrage and nonlinear dynamics between the S&P 500 futures and cash
Dwyer, Gerald P. <jun.>
- In:
The review of financial studies
9
(
1996
)
1
,
pp. 301-332
Persistent link: https://www.econbiz.de/10001198903
Saved in:
4
Effets volumes, volatilité et transmissions internationales sur les marchés boursiers dans le G5
Avouyi-Dovi, Sanvi
;
Jondeau, Eric
;
Lai-Tong, Charles
-
1996
Persistent link: https://www.econbiz.de/10000949564
Saved in:
5
Index arbitrage and nonlinear dynamics between the S&P 500 futures and cash
Dwyer, Gerald P. <jun.>
;
Locke, Peter R.
;
Yu, Wei
-
1995
Persistent link: https://www.econbiz.de/10000925747
Saved in:
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