Predicting opening spot prices using extended futures trading-Reference-Cited by-同舟云学术

Predicting opening spot prices using extended futures trading

Published:2018-10-17 Issue:3 Volume:38 Page:155-174
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Wang Janchung¹^ORCID,Chen Sunwu Winfred²,Wang Bo‐Ting³

Affiliation:

1. Department of Money and BankingNational Kaohsiung University of Science and Technology Kaohsiung Taiwan

2. Department of International Business ManagementShih Chien University Kaohsiung Campus Kaohsiung Taiwan

3. Department of AccountingNational Chengchi University Taipei Taiwan

Funder

Ministry of Science and Technology, Taiwan

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/for.2554

Reference23 articles.

1. Short-Selling Bans Around the World: Evidence from the 2007-09 Crisis

2. The pricing of commodity contracts

3. Efficiency and the Bear: Short Sales and Markets Around the World

4. Information content of extended trading for index futures

5. Relative informational efficiency of cash, futures, and options markets: The case of an emerging market

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