Works about STOCK index futures

Results: 617

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

Correlation Between Investor Sentiment and Carbon Price Considering Economic Policy Uncertainty.

Published in:

Journal of Behavioral Finance, 2025, v. 26, n. 1, p. 64, doi. 10.1080/15427560.2023.2242545

By:

Liu, Yanping;
Yan, Bo

Publication type:

Article

Predicting Stock and Bond Market Returns with Emotions: Evidence from Futures Markets.

Published in:

Journal of Behavioral Finance, 2023, v. 24, n. 3, p. 333, doi. 10.1080/15427560.2021.1975717

By:

Shen, Jiancheng;
Griffith, John;
Najand, Mohammad;
Sun, Licheng

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

Natural progression of the pubofemoral distance with age and its correlation with future acetabular index.

Published in:

European Radiology, 2023, v. 33, n. 9, p. 6473, doi. 10.1007/s00330-023-09579-z

By:

Chang, Wen-Chieh;
Hsu, Kuei-Hsiang;
Su, Yu-Ping

Publication type:

Article

Intraday Volatility in International Stock Index Futures Markets: Meteor Showers or Heat Waves?

Published in:

Management Science, 1997, v. 43, n. 11, p. 1564, doi. 10.1287/mnsc.43.11.1564

By:

Booth, G. Geoffrey;
Chowdhury, Mustafa

Publication type:

Article

Merton Miller's Contribution to Modern Finance.

Published in:: Journal of Applied Corporate Finance, 2022, v. 34, n. 1, p. 118, doi. 10.1111/jacf.12493
Publication type:: Article

Heteroscedasticity and Precise Estimation Model Approach for Complex Financial Time-Series Data: An Example of Taiwan Stock Index Futures before and during COVID-19.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 21, p. 2719, doi. 10.3390/math9212719

By:

Hsiao, Chih-Wen;
Chan, Ya-Chuan;
Lee, Mei-Yu;
Lu, Hsi-Peng

Publication type:

Article

Enhancing Portfolio Performance and VIX Futures Trading Timing with Markov-Switching GARCH Models.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 2, p. 185, doi. 10.3390/math9020185

By:

De la Torre-Torres, Oscar V.;
Venegas-Martínez, Francisco;
Martínez-Torre-Enciso, Mᵃ Isabel

Publication type:

Article

The time-varying lead-lag relationship between index futures and the cash index and its factors.

Published in:

Economic Research-Ekonomska Istrazivanja, 2023, v. 36, n. 1, p. 1549, doi. 10.1080/1331677X.2022.2090404

By:

Xiao, Ru;
Ma, Chaoqun;
Mi, Xianhua

Publication type:

Article

Intraday volatility analysis of CSI 300 index futures: a dependent functional data method.

Published in:

Economic Research-Ekonomska Istrazivanja, 2023, v. 36, n. 1, p. 312, doi. 10.1080/1331677X.2022.2076144

By:

Wang, Danni;
Su, Zhifang;
Li, Qifang

Publication type:

Article

Can jumps improve the futures margin level? An empirical study based on an SE-SVCJ-GPD model.

Published in:

Economic Research-Ekonomska Istrazivanja, 2023, v. 36, n. 2, p. 1, doi. 10.1080/1331677X.2022.2136228

By:

Chen, Yan;
Zhang, Lei

Publication type:

Article

The time-varying lead-lag relationship between index futures and the cash index and its factors.

Published in:

Economic Research-Ekonomska Istrazivanja, 2023, v. 36, n. 1, p. 1549, doi. 10.1080/1331677X.2022.2090404

By:

Xiao, Ru;
Ma, Chaoqun;
Mi, Xianhua

Publication type:

Article

Intraday volatility analysis of CSI 300 index futures: a dependent functional data method.

Published in:

Economic Research-Ekonomska Istrazivanja, 2023, v. 36, n. 1, p. 312, doi. 10.1080/1331677X.2022.2076144

By:

Wang, Danni;
Su, Zhifang;
Li, Qifang

Publication type:

Article

Government responses to COVID-19 and industry stock returns.

Published in:

Economic Research-Ekonomska Istrazivanja, 2022, v. 35, n. 1, p. 1967, doi. 10.1080/1331677X.2021.1929374

By:

Bouri, Elie;
Naeem, Muhammad Abubakr;
Nor, Safwan Mohd;
Mbarki, Imen;
Saeed, Tareq

Publication type:

Article

Empirical study on the efficiency of the stock index futures market from the information and functional perspectives – empirical evidence from China.

Published in:

Economic Research-Ekonomska Istrazivanja, 2019, v. 32, n. 1, p. 3733, doi. 10.1080/1331677X.2019.1674174

By:

Qu, Yang;
Xiong, Pan

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

Liquidity and hedging effectiveness under futures mispricing: International evidence.

Published in:

Journal of Futures Markets, 2009, v. 29, n. 11, p. 1050, doi. 10.1002/fut.20395

By:

Andani, A.;
Lafuente, J. A.;
Novales, A.

Publication type:

Article

Rolling over stock index futures contracts.

Published in:

Journal of Futures Markets, 2009, v. 29, n. 7, p. 684, doi. 10.1002/fut.20373

By:

Carchano, Óscar;
Pardo, Ángel

Publication type:

Article

The disposition effect and investment performance in the futures market.

Published in:

Journal of Futures Markets, 2009, v. 29, n. 6, p. 496, doi. 10.1002/fut.20398

By:

Hyuk Choe;
Yunsung Eom

Publication type:

Article

Persistent mispricing in a recently opened emerging index futures market: Arbitrageurs invited.

Published in:

Journal of Futures Markets, 2009, v. 29, n. 3, p. 218, doi. 10.1002/fut.20355

By:

McMillan, David G.;
Ülkü, Numan

Publication type:

Article

Intraday volatility in the bond, foreign exchange, and stock index futures markets.

Published in:

Journal of Futures Markets, 2008, v. 28, n. 4, p. 313, doi. 10.1002/fut.20315

By:

Martinez, Valeria;
Tse, Yiuman

Publication type:

Article

Order imbalance and the dynamics of index and futures prices.

Published in:

Journal of Futures Markets, 2007, v. 27, n. 12, p. 1129, doi. 10.1002/fut.20288

By:

Fung, Joseph K. W.;
Yu, Philip L. H.

Publication type:

Article

Market microstructure effects on volatility at the TAIFEX.

Published in:

Journal of Futures Markets, 2007, v. 27, n. 12, p. 1219, doi. 10.1002/fut.20289

By:

Webb, Robert I.;
Muthuswamy, Jayaram;
Segara, Reuben

Publication type:

Article

The effect of futures trading on the distribution of spot index returns: Implications for CVaR in the Spanish market.

Published in:

Journal of Futures Markets, 2007, v. 27, n. 9, p. 839, doi. 10.1002/fut.20271

By:

Illueca, Manuel;
Lafuente, Juan Angel

Publication type:

Article

Optimal hedging with a regime-switching time-varying correlation GARCH model.

Published in:

Journal of Futures Markets, 2007, v. 27, n. 5, p. 495, doi. 10.1002/fut.20256

By:

Lee, Hsiang-Tai;
Yoder, Jonathan

Publication type:

Article

Does an index futures split enhance trading activity and hedging effectiveness of the futures contract?

Published in:

Journal of Futures Markets, 2006, v. 26, n. 12, p. 1169, doi. 10.1002/fut.20237

By:

Nordén, Lars

Publication type:

Article

New evidence on expiration-day effects using realized volatility: An intraday analysis for the Spanish stock exchange.

Published in:

Journal of Futures Markets, 2006, v. 26, n. 9, p. 923, doi. 10.1002/fut.20220

By:

Illueca, M.;
laFuente, J. A.

Publication type:

Article

Decimalization, trading costs, and information transmission between ETFs and index futures.

Published in:

Journal of Futures Markets, 2006, v. 26, n. 2, p. 131, doi. 10.1002/fut.20189

By:

Chou, Robin K.;
Huimin Chung

Publication type:

Article

Dynamics of intraday serial correlation in the Italian futures market.

Published in:

Journal of Futures Markets, 2006, v. 26, n. 1, p. 61, doi. 10.1002/fut.20182

By:

Bianco, Simone;
Renò, Roberto

Publication type:

Article

Intradaily periodicity and volatility spillovers between international stock index futures markets.

Published in:

Journal of Futures Markets, 2005, v. 25, n. 6, p. 553, doi. 10.1002/fut.20155

By:

Chunchi Wu;
Jinliang Li;
Wei Zhang

Publication type:

Article

TRADERS' STRATEGIC BEHAVIOR IN AN INDEX OPTIONS MARKET.

Published in:

Journal of Futures Markets, 2005, v. 25, n. 2, p. 105, doi. 10.1002/fut.20143

By:

Eom, Kyong Shik;
Hahn, Sang Buhm

Publication type:

Article

VOLATILITY AND TRADING DEMANDS IN STOCK INDEX FUTURES.

Published in:

Journal of Futures Markets, 2003, v. 23, n. 4, p. 399, doi. 10.1002/fut.10067

By:

Ming-Shiun Pan;
Liu, Y. Angela;
Roth, Herbert J.

Publication type:

Article

THE PRICING OF STOCK INDEX FUTURES SPREADS AT CONTRACT EXPIRATION.

Published in:

Journal of Futures Markets, 2002, v. 22, n. 5, p. 451, doi. 10.1002/fut.10013

By:

Frino, Alex;
McKenzie, Michael D.

Publication type:

Article

MEAN REVERSION IN STOCK INDEX FUTURES MARKETS.

Published in:

Journal of Futures Markets, 2002, v. 22, n. 4, p. 285, doi. 10.1002/fut.10008

By:

Monoyios, Michael;
Sarno, Lucio

Publication type:

Article

RETURN AND VOLATILITY DYNAMICS IN THE SPOT AND FUTURES MARKETS IN AUSTRALIA: AN INTERVENTION...

Published in:

Journal of Futures Markets, 2001, v. 21, n. 9, p. 833, doi. 10.1002/fut.1903

By:

Bhar, Ramaprasad

Publication type:

Article

MEAN REVERSION AND BASIS DYNAMICS.

Published in:

Journal of Futures Markets, 2001, v. 21, n. 9, p. 797, doi. 10.1002/fut.1901

By:

Theobald, Michael;
Yallup, Peter

Publication type:

Article

STOCK INDEX FUTURES MARKETS: STOCHASTIC VOLATILITY MODELS AND SMILES.

Published in:

Journal of Futures Markets, 2001, v. 21, n. 1, p. 43, doi. 10.1002/1096-9934(200101)21:1<43::AID-FUT3>3.0.CO;2-0

By:

Tompkins, Robert G.

Publication type:

Article

STOCK INDEX FUTURES TRADING AND VOLATILITY IN INTERNATIONAL EQUITY MARKETS.

Published in:

Journal of Futures Markets, 2000, v. 20, n. 7, p. 661, doi. 10.1002/1096-9934(200008)20:7<661::AID-FUT3>3.0.CO;2-R

By:

Gulen, Huseyin;
Mayhew, Stewart

Publication type:

Article

THE COST OF CARRY MODEL AND REGIME SHIFTS IN STOCK INDEX FUTURES MARKETS: AN EMPIRICAL INVESTIGATION.

Published in:

Journal of Futures Markets, 2000, v. 20, n. 7, p. 603, doi. 10.1002/1096-9934(200008)20:7<603::AID-FUT1>3.0.CO;2-X

By:

Sarno, Lucio;
Valente, Giorgio

Publication type:

Article

THE LEAD-LAG RELATIONSHIP BETWEEN EQUITIES AND STOCK INDEX FUTURES MARKETS AROUND INFORMATION RELEASES.

Published in:

Journal of Futures Markets, 2000, v. 20, n. 5, p. 467, doi. 10.1002/(SICI)1096-9934(200005)20:5<467::AID-FUT4>3.0.CO;2-L

By:

Frino, Alex;
Walter, Terry

Publication type:

Article

INTRA-DAY VOLATILITY COMPONENTS IN FTSE-100 STOCK INDEX FUTURES.

Published in:

Journal of Futures Markets, 2000, v. 20, n. 5, p. 425, doi. 10.1002/(SICI)1096-9934(200005)20:5<425::AID-FUT2>3.0.CO;2-0

By:

Speight, Alan E.H.;
McMillan, David G.

Publication type:

Article

MARKET VOLATILITY AND THE DEMAND FOR HEDGING IN STOCK INDEX FUTURES.

Published in:

Journal of Futures Markets, 2000, v. 20, n. 2, p. 105, doi. 10.1002/(SICI)1096-9934(200002)20:2<105::AID-FUT1>3.0.CO;2-Q

By:

Chang, Eric;
Chou, Ray Y.

Publication type:

Article

TRADING COSTS AND PRICE DISCOVERY ACROSS STOCK INDEX FUTURES AND CASH MARKETS.

Published in:

Journal of Futures Markets, 1999, v. 19, n. 4, p. 475, doi. 10.1002/(SICI)1096-9934(199906)19:4<475::AID-FUT5>3.0.CO;2-V

By:

Minho Kim;
Szakmary, Andrew C.

Publication type:

Article

MID-DAY VOLATILITY SPIKES IN U.S. FUTURES MARKETS.

Published in:

Journal of Futures Markets, 1999, v. 19, n. 2, p. 195, doi. 10.1002/(SICI)1096-9934(199904)19:2<195::AID-FUT4>3.0.CO;2-C

By:

Docking, Diane Scott;
Kawaller, Ira G.

Publication type:

Article

A FURTHER LOOK AT TRANSACTION COSTS, SHORT SALE RESTRICTIONS, AND FUTURES MARKET EFFICIENCY: THE CASE OF KOREAN STOCK INDEX FUTURES.

Published in:

Journal of Futures Markets, 1999, v. 19, n. 2, p. 153, doi. 10.1002/(SICI)1096-9934(199904)19:2<153::AID-FUT2>3.0.CO;2-S

By:

Gay, Gerald D.;
Jung, Dae Y.

Publication type:

Article