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Contemporaneous intraday volume, option, and futures volatility transmissions across parallel markets
Chng, Michael; Gannon, Gerard L. - In: International review of financial analysis 12 (2003) 1, pp. 49-68
Persistent link: https://www.econbiz.de/10001769954
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Regulatory change, structural breaks and transmission effects in HSIF and HSI volatility
Au-Yeung, Siu Pang (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002035624
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Time-varying hedge ratios : an application to the Indian stock futures market
Bhattacharya, Prasad S. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003354754
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Regulatory change and micro structure effects in SPI futures
Gannon, Gerard L. (contributor); Chang, Chi-ying (contributor) - 2007
Persistent link: https://www.econbiz.de/10003794159