Narrow search
Showing 1 - 7 of 7
Cover Image
Intraday leads and lags with index-futures arbitrage
Martens, Martin; Kofman, Paul - 1995
Persistent link: https://www.econbiz.de/10000909095
Cover Image
Intraday leads and lags with index-futures arbitrage
Martens, Martin; Kofman, Paul - 1995
Persistent link: https://www.econbiz.de/10000912175
Cover Image
A threshold error-correction model for intraday futures and index returns
Martens, Martin - In: Journal of applied econometrics 13 (1998) 3, pp. 245-263
Persistent link: https://www.econbiz.de/10001244202
Cover Image
Testing the mixture-of-distributions hypothesis using "realized" volatility
Luu, James C.; Martens, Martin - In: The journal of futures markets 23 (2002) 7, pp. 661-679
Persistent link: https://www.econbiz.de/10001769720
Cover Image
Measuring and forecasting S&P 500 index-futures volatility using high-frequency data
Martens, Martin - In: The journal of futures markets 22 (2002) 6, pp. 497-518
Persistent link: https://www.econbiz.de/10001696643
Cover Image
Index futures arbitrage before and after the introduction of sixteenths on the NYSE
Henker, Thomas; Martens, Martin - In: Journal of empirical finance 12 (2005) 3, pp. 353-373
Persistent link: https://www.econbiz.de/10002900505
Cover Image
Hedging demand and market intraday momentum
Baltussen, Guido; Da, Zhi; Lammers, Sten; Martens, Martin - In: Journal of financial economics 142 (2021) 1, pp. 377-403
Persistent link: https://www.econbiz.de/10012650726