Information content of extended trading for index futures
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference19 articles.
1. Futures trading, information and spot price volatility: evidence for the FTSE-100 stock index futures contract using GARCH
2. (2001, working paper). Price discovery and trading costs after hours. University of Rochester, New York.
3. A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market
4. Standard & Poor's 500 Index Futures Volatility and Price Changes Around the New York Stock Exchange Close
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