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1
Financial market spillovers around the globe
Dimpfl, Thomas
;
Jung, Robert
-
2011
follows. We find weak and shortlived return spillovers, in particular from the
USA
to Japan. Volatility spillovers are more …
Persistent link: https://www.econbiz.de/10009161582
Saved in:
2
The effect of options on stock prices : 1973 to 1995
Sorescu, Sorin M.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 487-514
Persistent link: https://www.econbiz.de/10001497015
Saved in:
3
Index funds and stock market growth
Goetzmann, William N.
;
Massa, Massimo
-
1999
Persistent link: https://www.econbiz.de/10001378341
Saved in:
4
The effect of individual stock option expirations on stock returns before and after the introduction of SP 100 index options
Vu, Joseph D.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 341-356
Persistent link: https://www.econbiz.de/10001081713
Saved in:
5
The international lead-lag effect between market returns : comparison of stock index futures and cash markets
Booth, G. Geoffrey
- In:
Journal of international financial markets, …
3
(
1993
)
2
,
pp. 59-71
Persistent link: https://www.econbiz.de/10001174456
Saved in:
6
Index funds and stock market growth
Goetzmann, William N.
;
Massa, Massimo
- In:
The journal of business : B
76
(
2003
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10001743592
Saved in:
7
A further analysis of the lead-lag relationship between the cash market and stock index futures market
Chan, Kalok
- In:
The review of financial studies
5
(
1992
)
1
,
pp. 132-152
Persistent link: https://www.econbiz.de/10001119820
Saved in:
8
Essays on the efficiency of financial markets
Schlusche, Bernd
-
2010
Persistent link: https://www.econbiz.de/10008990314
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9
The VIX market volatility index and US stock index returns
Sarwar, Ghulam
- In:
Journal of international business and economics : JIBE
11
(
2011
)
4
,
pp. 167-179
Persistent link: https://www.econbiz.de/10009380073
Saved in:
10
The CNN Fear and Greed Index as a predictor of US equity index returns : static and time-varying Granger causality
Farrell, Hugh
;
O'Connor, Fergal A.
- In:
Finance research letters
72
(
2025
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015199848
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