Efficient Price Discovery in Stock Index Cash and Futures Markets-Reference-Cited by-同舟云学术

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Efficient Price Discovery in Stock Index Cash and Futures Markets

Published:2000 Issue:60 Volume: Page:177
ISSN:0769-489X
Container-title:Annales d'Économie et de Statistique
language:
Short-container-title:Annales d'Économie et de Statistique

Author:

Alphonse

Publisher

JSTOR

Subject

General Medicine

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. TÜRKİYE’DE SPOT VE VADELİ İŞLEM PİYASALARI ARASINDA BİLGİ ETKİNLİĞİ VE ETKİLEŞİM: ÖNCÜL-ARDIL İLİŞKİLER VE VOLATİLİTE İLETİMİ;International Journal of Management Economics and Business;2021-12-09

2. Türev ve Spot Piyasalar Arasındaki Nedensellik Etkileşimi: Bist Üzerine Bir İnceleme;Bilecik Şeyh Edebali Üniversitesi Sosyal Bilimler Enstitüsü Dergisi;2021-06-24

3. Impact of Weather on Agriculture Commodity Market and the Price Discovery: An Empirical Analysis;Millennium Journal of Humanities and Social Sciences;2021-01-31

4. Use VECM-Structural GARCH to Study Price Discovery, with an Application to Chinese Stock Index and Stock Index Futures Markets;SSRN Electronic Journal;2011

5. An Empirical Verification of Cointegration and Causality in Indian Stock Markets;South Asia Economic Journal;2008-06

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