Price discovery in the German equity index derivatives markets
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference41 articles.
1. Return and volatility dynamics in the FT-SE 100 stock index and stock index futures markets
2. The Pricing of Options and Corporate Liabilities
3. Market structure and bid-ask spreads: IBIS vs Nasdaq
4. Dax index futures: Mispricing and arbitrage in German markets
5. A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market
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