Information share and its predictability in the Indian stock market.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 10, p. 1322, doi. 10.1002/fut.22041
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2019 AND VI 39 AND IP 10
Results: 8
1
2
Options pricing and short‐selling in the underlying: Evidence from India.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 10, p. 1250, doi. 10.1002/fut.22040
- By:
- Publication type:
- Article
3
Illiquidity transmission from spot to futures markets.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 10, p. 1228, doi. 10.1002/fut.22043
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- Publication type:
- Article
4
A dimension‐invariant cascade model for VIX futures.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 10, p. 1214, doi. 10.1002/fut.22042
- By:
- Publication type:
- Article
5
Does maturity matter? The case of treasury futures volume.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 10, p. 1301, doi. 10.1002/fut.22039
- By:
- Publication type:
- Article
6
Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 10, p. 1269, doi. 10.1002/fut.22038
- By:
- Publication type:
- Article
7
Instantaneous squared VIX and VIX derivatives.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 10, p. 1193, doi. 10.1002/fut.22037
- By:
- Publication type:
- Article
8
Journal of Futures Markets: Volume 39, Number 10, October 2019.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 10, p. 1191, doi. 10.1002/fut.21951
- Publication type:
- Article