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Intraday and night index arbitrage
Lee, Chun I.; Gleason, Kimberly; Madura, Jeff - In: Quarterly journal of finance & accounting : QJFA 47 (2008) 2, pp. 3-16
Persistent link: https://www.econbiz.de/10003733609
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Crossing of psychological price levels : the price dynamics and interaction between S&P500 index and index futures
Tsao, Chueh-Yung; Lee, Chun I.; Shyu, Yih-Wen - In: The journal of behavioral finance : a publication of … 18 (2017) 4, pp. 427-447
Persistent link: https://www.econbiz.de/10012008649