PRICE DISCOVERY IN THE HANG SENG INDEX MARKETS: INDEX, FUTURES, AND THE TRACKER FUND.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 9, p. 887, doi. 10.1002/fut.20112
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2004 AND VI 24 AND IP 9
Results: 4
1
2
INFORMATION CONTENT OF EXTENDED TRADING FOR INDEX FUTURES.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 9, p. 861, doi. 10.1002/fut.20110
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- Publication type:
- Article
3
THE COMPONENTS OF BID-ASK SPREAD AND THEIR DETERMINANTS: TAIFEX VERSUS SGX-DT.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 9, p. 835, doi. 10.1002/fut.20113
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- Publication type:
- Article
4
MODELING DISCONTINUOUS PERIODIC CONDITIONAL VOLATILITY: EVIDENCE FROM THE COMMODITY FUTURES MARKET.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 9, p. 805, doi. 10.1002/fut.20114
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- Publication type:
- Article