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High-Frequency Causality in th...
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Showing
1
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10
of
235,734
Sort
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date (newest first)
date (oldest first)
1
Can the introduction of stock index futures stabilize the
volatility
of the stock market? : evidence from the Chinese stock market
Liu, Shengnan
;
Yang, Linshan
;
Gu, Rongbao
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 44-58
Persistent link: https://www.econbiz.de/10014424017
Saved in:
2
Calendar anomalies in cash and stock index futures : international evidence
Floros, Christos
;
Salvador, Enrique
- In:
Economic modelling
37
(
2014
),
pp. 216-223
Persistent link: https://www.econbiz.de/10010417707
Saved in:
3
The price discovery processes in China, India, and Russia's stock index futures markets
Liu, Qingfeng Wilson
;
Sono, Hui
;
Zhang, Wei
- In:
Review of Pacific Basin financial markets and policies
24
(
2021
)
3
,
pp. 2150020-1-2150020-28
Persistent link: https://www.econbiz.de/10012657782
Saved in:
4
Cross-listed futures index and price discovery
Jawed, Mohammad Shameem
;
Tapar, Archit Vinod
;
Dhaigude, Amol
- In:
The empirical economics letters : a monthly …
19
(
2020
)
6
,
pp. 509-519
Persistent link: https://www.econbiz.de/10012596570
Saved in:
5
A study on the the lead-lag relationship between the CSI 300 futures market and spot market
Yim, Byung-Jin
;
Liu, Yi-Ling
- In:
Journal of international trade & commerce
15
(
2019
)
4
,
pp. 65-80
Persistent link: https://www.econbiz.de/10012546624
Saved in:
6
Portfolio effects of VIX futures index
Ratner, Mitchell
;
Chiu, Chih-Chieh
- In:
Quantitative finance and economics
1
(
2017
)
3
,
pp. 288-299
Persistent link: https://www.econbiz.de/10012137805
Saved in:
7
Causal relationship between FT-SE 100 stock index futures
volatility
and FT-SE 100 index options implied
volatility
Kalyvas, Lampros
;
Dritsakis, Nikolaos
- In:
Journal of financial management and analysis : …
30
(
2017
)
2
,
pp. 58-64
Persistent link: https://www.econbiz.de/10011991716
Saved in:
8
The lead-lag relationship between
volatility
index futures and spot in the Korean Stock Market
Qin, Rong-Yuan
;
Heo, Ji-Hun
- In:
Journal of international trade & commerce
13
(
2017
)
4
,
pp. 139-159
Persistent link: https://www.econbiz.de/10011799640
Saved in:
9
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
Saved in:
10
The role of stock index
derivative
products in equity market
volatility
Bhatt, Swati
-
1987
Persistent link: https://www.econbiz.de/10000082838
Saved in:
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