Similar Search Results

Dynamic efficiency and price leadership in stock index cash and futures markets

Schwarz, Thomas V. - In: The journal of futures markets 11 (1991) 6, pp. 669-683

Persistent link: https://www.econbiz.de/10001116060

New trading practices and short-run market efficiency

Froot, Kenneth - In: The journal of futures markets 15 (1995) 7, pp. 731-765

Persistent link: https://www.econbiz.de/10001190089

An examination of the relationship between stock index cash and futures markets : a cointegration approach

Pizzi, Michael A. - In: The journal of futures markets 18 (1998) 3, pp. 297-305

Persistent link: https://www.econbiz.de/10001242653

Trading costs and the relative rates of price discovery in stock, futures, and option markets

Fleming, Jeff - In: The journal of futures markets 16 (1996) 4, pp. 353-387

Persistent link: https://www.econbiz.de/10001198895

Forecasting high-yield equity and CDS index returns : does observed cross-market informational flow have predictive power?

Procasky, William J.; Yin, Anwen - In: The journal of futures markets 42 (2022) 8, pp. 1466-1490

Persistent link: https://www.econbiz.de/10013287989

Three major crises and Asian emerging market informational efficiency : a case of Pakistan Stock Exchange-100 Index

Said, Bahrawar; Shafiq ur Rehman; Raza, Muhammad Wajid - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-13

Periods of economic turmoil distort the ability of stock prices to reflect the available information. In the last three decades, emerging markets experienced numerous crises. The major three of them are the Asian Financial Crisis (1997-1998), Global Financial Crisis (2007-2009) and Global...

Persistent link: https://www.econbiz.de/10014284076