What drives the off-shore futures market? Evidence from India and China

Author:

Kumar S.S.S.,Sampath Aravind

Publisher

Elsevier BV

Subject

Finance

Reference28 articles.

1. Multivariate simultaneous generalized arch, department of economics, university of california at san diego';Baba,1990

2. Institutional investors and stock returns volatility: empirical evidence from a natural experiment;Bohl;J. Financ. Stab.,2009

3. Do individual index futures investors destabilize the underlying spot market?;Bohl;J. Futures Mark.,2011

4. A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100;Brooks;Int. J. Forecasting,2001

5. Do futures lead price discovery in electronic foreign exchange markets?;Cabrera;J. Futures Mark.,2009

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