Works matching DE "STOCK index futures"

Results: 601

HEDGING EFFECTIVENESS OF CROSS-LISTED NIFTY INDEX FUTURES.

Published in:

Global Economy Journal, 2019, v. 19, n. 2, p. N.PAG, doi. 10.1142/S2194565919500118

By:

KUMAR, K. KIRAN;
BOSE, SHREYA

Publication type:

Article

'The Future of Indexing: A Mix of Art & Technology'. American Society for Indexing (ASI) 2022 conference.

Published in:

Indexer, 2022, v. 40, n. 3, p. 221, doi. 10.3828/indexer.2022.22

By:

Kingdom, Ann;
Coe, Mary

Publication type:

Article

We Expect Stocks to Rise, but We Do Not Know When and Which Ones: Excessive Optimism in Predicting Future Stock Indices Returns.

Published in:

Studia Psychologica, 2017, v. 59, n. 2, p. 113, doi. 10.21909/sp.2017.02.734

By:

Grežo, Matúš

Publication type:

Article

Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets.

Published in:

Asia-Pacific Financial Markets, 2013, v. 20, n. 3, p. 219, doi. 10.1007/s10690-013-9165-4

By:

Lee, Yi-Tsung;
Wu, Wei-Shao;
Yang, Yun

Publication type:

Article

Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data.

Published in:

Asia-Pacific Financial Markets, 2013, v. 20, n. 1, p. 49, doi. 10.1007/s10690-012-9158-8

By:

Hou, Yang;
Li, Steven

Publication type:

Article

Dynamic Hedging Effectiveness in South Korean Index Futures and the Impact of the Asian Financial Crisis.

Published in:

Asia-Pacific Financial Markets, 2001, v. 8, n. 3, p. 237, doi. 10.1023/A:1016268419530

By:

Sim, Ah-Boon;
Zurbruegg, Ralf

Publication type:

Article

Forecasting and Arbitrage of the Nikkei Stock Index Futures: An Application of Backpropagation Networks.

Published in:

Asia-Pacific Financial Markets, 1999, v. 6, n. 4, p. 341, doi. 10.1023/A:1010012728229

By:

Yu, Shang-Wu

Publication type:

Article

Transmission of Stock Returns and Volatility between the U.S. and Japan: Evidence from the Stock Index Futures Markets.

Published in:

Asia-Pacific Financial Markets, 1998, v. 5, n. 3, p. 211, doi. 10.1023/A:1010000606092

By:

Pan, Ming-Shiun;
Hsueh, L.

Publication type:

Article

Technical review on design optimization in forging.

Published in:

International Journal of Advanced Manufacturing Technology, 2024, v. 132, n. 9/10, p. 4161, doi. 10.1007/s00170-024-13593-w

By:

Kitayama, Satoshi

Publication type:

Article

Effect of Futures Trading Restrictions on Market Efficiency: A Multifractal Analysis.

Published in:

Fluctuation & Noise Letters, 2023, v. 22, n. 1, p. 1, doi. 10.1142/S0219477523500116

By:

Jin, Yuetian;
Wu, Youyi;
Yu, Ping;
Zhang, Jiarui

Publication type:

Article

Prediction of Hospital course of Chronic Obstructive Pulmonary Disease Patients Correlation of BODE Index and Arterial Blood Gases.

Published in:

Zagazig University Medical Journal, 2024, v. 30, p. 267, doi. 10.21608/ZUMJ.2021.92060.2327

By:

Ahmed Hassan, Adel Salah;
Elshoura, Ashraf Elsayed;
Hassan Ghoneim, Mostafa Adel;
Saied Moghawri, Mohammed Walaa

Publication type:

Article

Integrating Hedge Funds into the Traditional Portfolio.

Published in:

Journal of Wealth Management, 2005, v. 7, n. 4, p. 51, doi. 10.3905/jwm.2005.470615

By:

Kat, Harry M.

Publication type:

Article

Time-frequency moment interdependence of equity, oil, and gold markets during the COVID-19 pandemic.

Published in:

Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2085292

By:

Ahmed, Walid M. A.;
Sleem, Mohamed A.E.

Publication type:

Article

An analytical study of equity derivatives traded on the NSE of India.

Published in:

Cogent Business & Management, 2022, v. 9, n. 1, p. 1, doi. 10.1080/23311975.2022.2100616

By:

Dungore, Parizad Phiroze;
Singh, Kulbir;
Pai, Rajesh

Publication type:

Article

Impact of the Adjustment of Maximum Order Volume on Pricing Efficiency of Stock Index Futures in China.

Published in:

Discrete Dynamics in Nature & Society, 2020, p. 1, doi. 10.1155/2020/7916496

By:

Wang, Liang;
Xu, Tingjia;
Qin, Longhao;
Xiong, Xianyan

Publication type:

Article

Research on the Value at Risk of Basis for Stock Index Futures Hedging in China Based on Two-State Markov Process and Semiparametric RS-GARCH Model.

Published in:

Discrete Dynamics in Nature & Society, 2019, p. 1, doi. 10.1155/2019/8904162

By:

Wang, Liang;
Xu, Tingjia;
Qin, Longhao;
Liu, Chenge

Publication type:

Article

Investor Sentiment and the Basis of CSI 300 Stock Index Futures: An Empirical Study Based on QVAR Model and Quantile Regression.

Published in:

Discrete Dynamics in Nature & Society, 2018, p. 1, doi. 10.1155/2018/4783214

By:

Liu, Chen;
An, Yi

Publication type:

Article

Dynamic Contagion of Systemic Risks on Global Main Equity Markets Based on Granger Causality Networks.

Published in:

Discrete Dynamics in Nature & Society, 2018, p. 1, doi. 10.1155/2018/9461870

By:

Zheng, Qiuhong;
Song, Liangrong

Publication type:

Article

ANALYSIS OF THE DYNAMICS OF EUROPE STOCK MARKETS DEVELOPMENT.

Published in:

Financial & Credit Activity: Problems of Theory & Practice, 2023, v. 4, n. 51, p. 175, doi. 10.55643/fcaptp.4.51.2023.4038

By:

Serhiienko, Olena;
Bril, Mykhailo;
Baranova, Valeria;
Tatar, Maryna;
Bilotserkivskyi, Oleksandr

Publication type:

Article

An Alternative Formulation for the Pricing of Stock Index Futures: Theoretical and Empirical Perspectives.

Published in:

International Journal of Business & Economics, 2007, v. 6, n. 2, p. 121

By:

Wang, Chou-Wen;
Wu, Ting-Yi

Publication type:

Article

General Equilibrium Stock Index Futures Pricing Allowing for Event Risk.

Published in:

International Journal of Business & Economics, 2007, v. 6, n. 2, p. 103

By:

Yen, Simon H.;
Wang, Jai Jen

Publication type:

Article

A Stochastic Method for Optimizing Portfolios Using a Combined Monte Carlo and Markowitz Model: Approach on Python.

Published in:

Economics: Innovative & Economic Research Journal / Casopis za Ekonomsku Teoriju i Analizu, 2024, v. 12, n. 2, p. 113, doi. 10.2478/eoik-2024-0014

By:

Mallieswari, R.;
Palanisamy, Varadharajan;
Senthilnathan, Arthi Thangavelu;
Gurumurthy, Suganya;
Joshua Selvakumar, J.;
Pachiyappan, Sathish

Publication type:

Article

INVESTIGATION OF A LEAD-LAG RELATIONSHIP BETWEEN SPOT AND FUTURES INDICES OF THE HANG SENG STOCK AVERAGE.

Published in:

International Journal of Business Studies, 2007, v. 15, n. 1, p. 69

By:

Rajaguru, Gulasekaran;
Pattnayak, Sanja Samirana

Publication type:

Article

Optimal model averaging based on leave‐ h‐out forward‐validation for threshold autoregressive models.

Published in:

Stat, 2023, v. 12, n. 1, p. 1, doi. 10.1002/sta4.561

By:

Xi, Li;
Liu, Yin;
Chen, Zhanshou;
Zhang, Xinyu

Publication type:

Article

Optimal Pricing Model of Environmental Quality Index Futures from the Perspective of Green Finance.

Published in:

International Transactions on Electrical Energy Systems, 2022, p. 1, doi. 10.1155/2022/6951040

By:

Che, Junwen;
Zhou, Shenghe;
Shan, Rui;
Jia, Hui;
Liu, Zheng

Publication type:

Article

Conventional and Islamic Indices in Indonesia: A Comparison on Performance, Volatility, and The Determinants.

Published in:

Indonesian Capital Market Review, 2015, v. 7, n. 2, p. 113, doi. 10.21002/icmr.v7i2.5004

By:

Pranata, Nika;
Nurzanah

Publication type:

Article

A Stochastic Model for Order Book Dynamics: An Application to Korean Stock Index Futures.

Published in:

Management Science & Financial Engineering, 2013, v. 19, n. 1, p. 37, doi. 10.7737/MSFE.2013.19.1.037

By:

Yongiae Lee;
Woo Chang Kim

Publication type:

Article

ВИКЛИКИ ЕКОЛОГІЧНОГО ПІДПРИЄМНИЦТВА В УКРАЇНІ.

Published in:

Economics: Time Realities, 2024, v. 75, n. 5, p. 86, doi. 10.5281/zenodo.14112511

By:

Shevchenko, Alisa A.;
Petrenko, Olga P.

Publication type:

Article

Forecasting VIX: The illusion of forecast evaluation criteria.

Published in:

Economics & Business Letters, 2023, v. 12, n. 3, p. 231, doi. 10.17811/ebl.12.3.2023.231-240

By:

Degiannakis, Stavros;
Kafousaki, Eleftheria

Publication type:

Article

Characterization and outlook of climatic hazards in an agricultural area of Pakistan.

Published in:

Scientific Reports, 2023, v. 13, n. 1, p. 1, doi. 10.1038/s41598-023-36909-4

By:

Bhatti, Muhammad Tousif;
Anwar, Arif A.;
Hussain, Kashif

Publication type:

Article

Dynamics of information leadership in the volatility complex with trading time changes: Evidence from VIX futures and VIX ETPs.

Published in:

Algorithmic Finance, 2022, v. 9, n. 3/4, p. 63, doi. 10.3233/AF-200342

By:

Hurwitz, Catalina I.;
Mishra, Suchismita;
Daigler, Robert T.;
Badshah, Ihsan

Publication type:

Article

CAUSALITY, INFORMATION FLOW, AND CO-MOVEMENT ANALYSIS OF MAJOR STOCK INDICES.

Published in:

Annals of Financial Economics, 2022, v. 17, n. 3, p. 1, doi. 10.1142/S2010495222500191

By:

KARATAS, CENGIZ;
UNAL, GAZANFER

Publication type:

Article

MEAT TRADE DYNAMICS: MONTHLY PATTERNS IN ROMANIA'S IMPORTS (CMA AND HOLT-WINTERS METHODS).

Published in:

Scientific Papers Series Management, Economic Engineering in Agriculture & Rural Development, 2024, v. 24, n. 3, p. 91

By:

BĂLAN, Aurelia Vasilica;
TOMA, Elena

Publication type:

Article

The Efficacy of Neural Networks in Predicting Returns on Stock and Bond Indices.

Published in:

Decision Sciences, 1998, v. 29, n. 2, p. 405, doi. 10.1111/j.1540-5915.1998.tb01582.x

By:

Desai, Vijay S.;
Bharati, Rakesh

Publication type:

Article

Are Markets Truly Efficient? Experiments Using Deep Learning Algorithms for Market Movement Prediction.

Published in:

Algorithms, 2018, v. 11, n. 9, p. 138, doi. 10.3390/a11090138

By:

Das, Sanjiv R.;
Mokashi, Karthik;
Culkin, Robbie

Publication type:

Article

On measuring speculative and hedging activities in futures markets from volume and open interest data.

Published in:

Applied Economics, 2010, v. 42, n. 12, p. 1549, doi. 10.1080/00036840701721489

By:

Lucia, Julio J.;
Pardo, Angel

Publication type:

Article

Dynamic hedge ratio for stock index futures: application of threshold VECM.

Published in:

Applied Economics, 2010, v. 42, n. 11, p. 1403, doi. 10.1080/00036840701721380

By:

Li, Ming-Yuan Leon

Publication type:

Article

Regime switching cointegration tests for the Asian stock index futures: evidence for MSCI Taiwan, Nikkei 225, Hong Kong Hang-Seng, and SGX Straits Times indices.

Published in:

Applied Economics, 2008, v. 40, n. 3, p. 285, doi. 10.1080/00036840500400251

By:

Chiang, Min-Hsien;
Wang, Jo-Yu

Publication type:

Article

VIX constant maturity futures trading strategy: A walk-forward machine learning study.

Published in:

PLoS ONE, 2024, v. 19, n. 4, p. 1, doi. 10.1371/journal.pone.0302289

By:

Wang, Sangyuan;
Li, Keran;
Liu, Yaling;
Chen, Yijun;
Tang, Xianbo

Publication type:

Article

EVIDENCE AND SOURCES OF MOMENTUM PROFITS. A STUDY ON INDIAN STOCK MARKET.

Published in:

Economics, Management & Financial Markets, 2014, v. 9, n. 3, p. 86

By:

MISRA, ARUN KUMAR;
MOHAPATRA, SABYASACHI

Publication type:

Article

Impact of Futures Trading Activity on Stock Price Volatility of NSE Nifty Stock Index.

Published in:

ICFAI Journal of Derivatives Markets, 2008, v. 5, n. 4, p. 75

By:

Debasish, Sathya Swaroop

Publication type:

Article

The Predictability Power of Trading Volume Volatility in Stock Index Futures Markets.

Published in:

ICFAI Journal of Derivatives Markets, 2008, v. 5, n. 3, p. 72

By:

Azlinna Azizan, Noor

Publication type:

Article

Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations.

Published in:

Review of Financial Studies, 2002, v. 15, n. 2, p. 655, doi. 10.1093/rfs/15.2.655

By:

Ahn, Dong-Hyun;
Boudoukh, Jacob;
Richardson, Matthew;
Whitelaw, Robert F.

Publication type:

Article

Do call prices and the underlying stock always move in the same direction?

Published in:

Review of Financial Studies, 2000, v. 13, n. 3, doi. 10.1093/rfs/13.3.549

By:

Bakshi, G;
Bakshi, Gurdip;
Cao, C;
Cao, Charles;
Chen, Z;
Zhiwu Chen

Publication type:

Article

A further analysis of the lead-lag relationship between the cash market and stock index futures market.

Published in:

Review of Financial Studies, 1992, v. 5, n. 1, doi. 10.1093/rfs/5.1.123

By:

Chan, K

Publication type:

Article

Intraday volatility in the stock index and stock index futures markets.

Published in:

Review of Financial Studies, 1991, v. 4, n. 4, doi. 10.1093/rfs/4.4.657

By:

Chan, K;
Chan, KC;
Karolyi, GA

Publication type:

Article

A theory of trading in stock index futures.

Published in:

Review of Financial Studies, 1991, v. 4, n. 1, doi. 10.1093/rfs/4.1.17

By:

Subrahmanyam, A;
Subrahmanyam, Avanidhar

Publication type:

Article

COINTEGRATION AND ITS SPECIFIC APPLICATIONS IN PORTFOLIO MANAGEMENT.

Published in:

Economic Computation & Economic Cybernetics Studies & Research, 2015, v. 49, n. 4, p. 193

By:

GLOVA, Jozef;
PASTOR, Damián;
SABOL, Tomáš

Publication type:

Article

CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE.

Published in:

New Mathematics & Natural Computation, 2005, v. 1, n. 3, p. 435, doi. 10.1142/S1793005705000251

By:

TSANG, EDWARD;
MARKOSE, SHERI;
ER, HAKAN

Publication type:

Article

Impact of COVID-19 pandemic on the energy markets.

Published in:

Economic Change & Restructuring, 2022, v. 55, n. 1, p. 433, doi. 10.1007/s10644-021-09320-0

By:

Shaikh, Imlak

Publication type:

Article