Search Results - subject:"Stock Index Futures"

Spatial linkages of positive feedback trading among the stock index futures markets

Tian, Shuxi; Liu, Shuyi; Mu, Lijie - 2025

Persistent link: https://www.econbiz.de/10015359879

Does asynchronous market update matter? : re-examining the price discovery of stock index and futures in China

Han, Qian; Zhao, Chengzhi; Chen, Jing; Guo, Qian - In: Emerging markets review 67 (2025), pp. 1-25

Persistent link: https://www.econbiz.de/10015412163

On the effectiveness of stock index futures for tail risk protection

Zouari, Hammadi - In: International journal of economics and financial issues … 12 (2022) 3, pp. 38-52

Persistent link: https://www.econbiz.de/10013259361

Application of diffusion models in the analysis of financial markets: Evidence on exchange traded funds in Europe

Marszk, Adam; Lechman, Ewa - In: Risks 8 (2020) 1, pp. 1-23

trajectories with regard to stock index futures and options that may be considered as their substitutes, e.g., in risk management …

Persistent link: https://www.econbiz.de/10013200553

Cost-benefit analysis of trading strategies in the stock index futures market

Xiong, Xiong; Cui, Yian; Yan, Xiaocong; Liu, Jun; He, Shaoyi - In: Financial Innovation 6 (2020) 1, pp. 1-17

With the introduction of many derivatives into the capital market, including stock index futures, the trading …-market platform that includes five stocks and one stock index future, and constructed an evaluation system for stock index futures …

Persistent link: https://www.econbiz.de/10012602868

Cost-benefit analysis of trading strategies in the stock index futures market

Xiong, Xiong; Cui, Yian; Yan, Xiaocong; Liu, Jun; He, Shaoyi - In: Financial innovation : FIN 6 (2020) 32, pp. 1-17

Persistent link: https://www.econbiz.de/10012295988

Application of diffusion models in the analysis of financial markets : evidence on exchange traded funds in Europe

Marszk, Adam; Lechman, Ewa - In: Risks : open access journal 8 (2020) 1/18, pp. 1-23

trajectories with regard to stock index futures and options that may be considered as their substitutes, e.g., in risk management …

Persistent link: https://www.econbiz.de/10012203807

Small is beautiful? How the introduction of mini futures contracts affects the regular contract

Greppmair, Stefan; Theissen, Erik - 2019

We analyze how the introduction of a mini futures contract affects the liquidity of the regular contract. We use a panel data set that covers more than 20 years and more than 20 contracts. We use a traditional difference-in-differences methodology as well as a synthetic control group approach...

Persistent link: https://www.econbiz.de/10012143443

Small is beautiful? : how the introduction of mini futures contracts affects the regular contract

Greppmair, Stefan; Theissen, Erik - 2019

Persistent link: https://www.econbiz.de/10012135023

Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study

Jusoh, Hashim; Bacha, Obiyathulla; Masih, Abul Mansur M. - Volkswirtschaftliche Fakultät, … - 2014

lead-lag relationship between stock index and stock index futures in Malaysia. We use a new approach based on the … relationships between stock index and stock index futures are shown to evolve over time with non-homogeneous trends across different …There is a considerable literature relating to a lead-lag relationship between the stock index (spot) and stock index …

Persistent link: https://www.econbiz.de/10011113744