Stock index futures arbitrage: International evidence

Pradeep K. Yadav; Peter F. Pope

doi:10.1002/fut.3990100603

Stock index futures arbitrage: International evidence

Journal of Futures Markets ◽

10.1002/fut.3990100603 ◽

1990 ◽

Vol 10 (6) ◽

pp. 573-603 ◽

Cited By ~ 84

Author(s):

Pradeep K. Yadav ◽

Peter F. Pope

Keyword(s):

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

International Evidence

Download Full-text

Information transmission across stock indices and stock index futures: International evidence using wavelet framework

Research in International Business and Finance ◽

10.1016/j.ribaf.2017.07.112 ◽

2018 ◽

Vol 44 ◽

pp. 411-421 ◽

Cited By ~ 7

Author(s):

Chaker Aloui ◽

Besma Hkiri ◽

Marco Chi Keung Lau ◽

Larisa Yarovaya

Keyword(s):

Information Transmission ◽

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

International Evidence ◽

Stock Indices

Download Full-text

Stock Index Futures: Theories and International Evidence.

The Journal of Finance ◽

10.2307/2329153 ◽

1994 ◽

Vol 49 (1) ◽

pp. 366

Author(s):

Joan C. Junkus ◽

Charles M. S. Sutcliffe

Keyword(s):

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

International Evidence

Download Full-text

Positive feedback trading in stock index futures: International evidence

International Review of Financial Analysis ◽

10.1016/j.irfa.2010.08.005 ◽

2010 ◽

Vol 19 (5) ◽

pp. 313-322 ◽

Cited By ~ 30

Author(s):

Christian A. Salm ◽

Michael Schuppli

Keyword(s):

Positive Feedback ◽

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

International Evidence ◽

Feedback Trading

Download Full-text

Stochastic dominance relationships between stock and stock index futures markets: International evidence

Economic Modelling ◽

10.1016/j.econmod.2013.04.049 ◽

2013 ◽

Vol 33 ◽

pp. 552-559 ◽

Cited By ~ 19

Author(s):

Zhuo Qiao ◽

Wing-Keung Wong ◽

Joseph K.W. Fung

Keyword(s):

Stochastic Dominance ◽

Futures Markets ◽

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

International Evidence ◽

Dominance Relationships

Download Full-text

Systematic risk and returns to stock index futures contracts: International evidence

Journal of Futures Markets ◽

10.1002/fut.3990140703 ◽

1994 ◽

Vol 14 (7) ◽

pp. 773-787 ◽

Cited By ~ 1

Author(s):

Antonios Antoniou ◽

Phil Holmes

Keyword(s):

Systematic Risk ◽

Stock Index ◽

Futures Contracts ◽

Stock Index Futures ◽

Index Futures ◽

International Evidence

Download Full-text

Calendar anomalies in cash and stock index futures: International evidence

Economic Modelling ◽

10.1016/j.econmod.2013.10.036 ◽

2014 ◽

Vol 37 ◽

pp. 216-223 ◽

Cited By ~ 12

Author(s):

Christos Floros ◽

Enrique Salvador

Keyword(s):

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

International Evidence ◽

Calendar Anomalies

Download Full-text

Chapter 14 Price behaviour surrounding block transactions in stock index futures markets: International evidence

International Finance Review - Asia-Pacific Financial Markets: Integration, Innovation and Challenges ◽

10.1016/s1569-3767(07)00014-3 ◽

2007 ◽

pp. 289-303

Author(s):

Alex Frino ◽

Jennifer Kruk ◽

Andrew Lepone

Keyword(s):

Futures Markets ◽

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

International Evidence

Download Full-text

Stock Index Futures Trading and Volatility in International Equity Markets

CFA Digest ◽

10.2469/dig.v31.n1.832 ◽

2001 ◽

Vol 31 (1) ◽

pp. 71-72

Author(s):

William H. Sackley

Keyword(s):

Equity Markets ◽

Stock Index ◽

Stock Index Futures ◽

Futures Trading ◽

Index Futures ◽

International Equity Markets ◽

International Equity

Download Full-text

Volatility and Trading Demands in Stock Index Futures

CFA Digest ◽

10.2469/dig.v33.n3.1742 ◽

2003 ◽

Vol 33 (3) ◽

pp. 101-102

Author(s):

Frank T. Magiera

Keyword(s):

Stock Index ◽

Stock Index Futures ◽

Index Futures

Download Full-text

Index Arbitrage and the Pricing Relationship between Australian Stock Index Futures and Their Underlying Shares

SSRN Electronic Journal ◽

10.2139/ssrn.1252643 ◽

2008 ◽

Cited By ~ 1

Author(s):

James Richard Cummings ◽

Alex Frino

Keyword(s):

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

Index Arbitrage

Download Full-text