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The introduction of derivatives on the Dow Jones Industrial Average and their impact on the volatility of component stocks
Rahman, Shafiqur - In: The journal of futures markets 21 (2001) 7, pp. 633-653
Persistent link: https://www.econbiz.de/10001588268
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The long-run relationship between spot and futures prices of the S&P 500 index : evidence from cointegration tests
Darrat, Ali F.; Rahman, Shafiqur - In: Advances in investment analysis and portfolio … 6 (1999), pp. 47-54
Persistent link: https://www.econbiz.de/10001438944
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Intraday trading volume and return volatility of the DJIA stocks : a note
Darrat, Ali F.; Rahman, Shafiqur; Zhong, Maosen - In: Journal of banking & finance 27 (2003) 10, pp. 2035-2043
Persistent link: https://www.econbiz.de/10001787478
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Intraday volume : volatility relation of the DOW : a behavioral interpretation
Darrat, Ali F.; Rahman, Shafiqur; Zhong, Maosen - In: Advances in quantitative analysis of finance and … 6 (2008), pp. 117-125
Persistent link: https://www.econbiz.de/10003733858