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1
Relationships among US S&P500 stock index, its futures and NASDAQ index futures with volatility spillover and jump diffusion : modeling and
hedging
performance
Liu, Hsiang-Hsi
;
Lin, Yu-Cheng
- In:
Bulletin of applied economics
8
(
2022
)
1
,
pp. 121-148
Persistent link: https://www.econbiz.de/10013271045
Saved in:
2
Does futures trading increase stock market volatility? : The US, Japan, the UK, and Hong Kong
Yi, Sang-bin
- In:
Review of futures markets
11
(
1994
)
3
,
pp. 253-288
Persistent link: https://www.econbiz.de/10001185970
Saved in:
3
New evidence on the Monday seasonal in stock returns
Kamara, Avraham
- In:
The journal of business : B
70
(
1997
)
1
,
pp. 63-84
Persistent link: https://www.econbiz.de/10001213197
Saved in:
4
The "weekend effect" for stock indexes and stock index futures : dividend and interest rate effects
Phillips-Patrick, Frederick J.
- In:
The journal of futures markets
8
(
1988
)
1
,
pp. 115-121
Persistent link: https://www.econbiz.de/10001134567
Saved in:
5
Expiration-day effects : what has changed?
Stoll, Hans R.
- In:
Financial analysts' journal : FAJ
47
(
1991
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10001106429
Saved in:
6
An analysis of daily patterns in stock returns across indices : spot versus futures
Maberly, Edwin D.
- In:
Quarterly journal of business and economics : QJBE
28
(
1989
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10001089344
Saved in:
7
A time series test of calendar seasonalities in the S & P 500 index since the introduction of index
derivative
securities
Cyr, Don J.
- In:
The journal of futures markets
14
(
1994
)
5
,
pp. 511-529
Persistent link: https://www.econbiz.de/10001169818
Saved in:
8
Program trading, portfolio insurance and the crash of 1987
Stulz, René M.
- In:
Finanzmarkt und Portfolio-Management
2
(
1988
)
1
,
pp. 11-22
Persistent link: https://www.econbiz.de/10001219184
Saved in:
9
Is lead-lag stronger under bad news? : Evidence from a complementary test
Jokivuolle, Esa
;
Lanne, Markku
-
1997
Persistent link: https://www.econbiz.de/10000963925
Saved in:
10
The information content of implied volatility indexes for forecasting volatility and market risk
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001791288
Saved in:
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