Narrow search
Showing 1 - 10 of 373,782
Cover Image
Return and volatility dynamics in the FT-SE 100 stock index and stock index futures markets
Abhyankar, Abhay - In: The journal of futures markets 15 (1995) 4, pp. 457-488
Persistent link: https://www.econbiz.de/10001185355
Cover Image
A new look at stock return indicators and their impact under different market conditions
Knif, Johan - 1995
Persistent link: https://www.econbiz.de/10000572826
Cover Image
The dynamics of stock index and stock index futures returns
Stoll, Hans R. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 4, pp. 441-468
Persistent link: https://www.econbiz.de/10001098664
Cover Image
Efficiency in index options markets and trading in stock baskets
Ackert, Lucy F.; Tian, Yisong Sam - 1999
Persistent link: https://www.econbiz.de/10001393315
Cover Image
Measuring true stock index value in the presence of infrequent trading
Jokivuolle, Esa - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 3, pp. 455-464
Persistent link: https://www.econbiz.de/10001217159
Cover Image
The linkages of S & P 500 stock index and S & P 500 stock index futures prices during October 1987
Arshanapalli, Bala Gangadhar - In: Journal of economics & business 49 (1997) 3, pp. 253-266
Persistent link: https://www.econbiz.de/10001222780
Cover Image
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
Cover Image
Common volatility in S&P 500 stock index and S&P 500 index futures prices during October 1987
Arshanapalli, Bala Gangadhar - In: The journal of futures markets 14 (1994) 8, pp. 915-925
Persistent link: https://www.econbiz.de/10001173367
Cover Image
Predicting stock market volatility : a new measure
Fleming, Jeff - In: The journal of futures markets 15 (1995) 3, pp. 265-302
Persistent link: https://www.econbiz.de/10001180182
Cover Image
S&P 500 futures market and the normal backwardation hypothesis
Hassan, Mahamood Mahomed - In: Journal of economics and finance 19 (1995) 3, pp. 85-103
Persistent link: https://www.econbiz.de/10001206758