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The informational content of the interday price change with respect to stock index futures
Maberly, Edwin D. - In: The journal of futures markets 6 (1986) 3, pp. 385-395
Persistent link: https://www.econbiz.de/10001135427
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Closing the question on the continuation of turn-of-the-month effects : evidence from the S&P 500 index futures contract
Maberly, Edwin D.; Waggoner, Daniel F. - 2000
Persistent link: https://www.econbiz.de/10001527589
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The information content of end-of-the-day index futures returns : international evidence from the Osaka Nikkei 225 futures contract
Hiraki, Takato - In: Journal of banking & finance 19 (1995) 5, pp. 921-936
Persistent link: https://www.econbiz.de/10001185505
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The daily distribution of changes in the price of stock index futures
Dyl, Edward A. - In: The journal of futures markets 6 (1986) 4, pp. 513-521
Persistent link: https://www.econbiz.de/10001135354
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The impact of index furures trading on day-of-the-week effects in Japan
Hiraki, Takato; Maberly, Edwin D.; Taube, Paul M. - In: Pacific-Basin finance journal 6 (1998) 5, pp. 493-506
Persistent link: https://www.econbiz.de/10001376519