Investor Sentiment and Microstructure Information in Index Futures Markets

Investor sentiment and market dynamics: Evidence from index futures markets

Investment Analysts Journal ◽

10.1080/10293523.2021.2010376 ◽

2021 ◽

pp. 1-15

Author(s):

Heejin Yang

Keyword(s):

Futures Markets ◽

Investor Sentiment ◽

Market Dynamics ◽

Index Futures

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Investor Sentiment, Trading Behavior and Informational Efficiency in Index Futures Markets

Financial Review ◽

10.1111/j.1540-6288.2007.00188.x ◽

2008 ◽

Vol 43 (1) ◽

pp. 107-127 ◽

Cited By ~ 72

Author(s):

Alexander Kurov

Keyword(s):

Futures Markets ◽

Investor Sentiment ◽

Informational Efficiency ◽

Trading Behavior ◽

Index Futures

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Information Transmission between U.S. and China Index Futures Markets: An Asymmetric DCC GARCH Approach

SSRN Electronic Journal ◽

10.2139/ssrn.2627468 ◽

2015 ◽

Author(s):

Yang Hou ◽

Steven Li

Keyword(s):

Information Transmission ◽

Futures Markets ◽

Index Futures

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Assessing the Profitability of Timely Opening Range Breakout on Index Futures Markets

IEEE Access ◽

10.1109/access.2019.2899177 ◽

2019 ◽

Vol 7 ◽

pp. 32061-32071 ◽

Cited By ~ 8

Author(s):

Yi-Cheng Tsai ◽

Mu-En Wu ◽

Jia-Hao Syu ◽

Chin-Laung Lei ◽

Chung-Shu Wu ◽

...

Keyword(s):

Futures Markets ◽

Index Futures

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Information Transmission between China’s IH and SGX FTSE A50 Stock Index Futures Markets: The Role of Trading Restrictions

Emerging Markets Finance and Trade ◽

10.1080/1540496x.2021.1917360 ◽

2021 ◽

pp. 1-12

Author(s):

Tian Wen ◽

Ping Li ◽

Yunbi an

Keyword(s):

Information Transmission ◽

Futures Markets ◽

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

Trading Restrictions

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基于股指期货的投资者情绪对中国股市影响的实证研究The Empirical Research on the Effect of Investor Sentiment for the Stock Market of China Based on Stock Index Futures

Finance ◽

10.4236/fin.2012.23017 ◽

2012 ◽

Vol 02 (03) ◽

pp. 151-154

Author(s):

潘永泉

Keyword(s):

Stock Market ◽

Empirical Research ◽

Investor Sentiment ◽

Stock Index ◽

Stock Index Futures ◽

Index Futures

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Price Discovery and Volatility Spillovers in Index Futures Markets: Some Evidence from Mexico

SSRN Electronic Journal ◽

10.2139/ssrn.470341 ◽

2003 ◽

Author(s):

Maosen Zhong ◽

Ali F. Darrat ◽

Rafael Otero

Keyword(s):

Futures Markets ◽

Price Discovery ◽

Index Futures ◽

Volatility Spillovers

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Mispricing in Stock Index Futures Markets – the Case of Greece

SSRN Electronic Journal ◽

10.2139/ssrn.1873949 ◽

2010 ◽

Cited By ~ 2

Author(s):

Athanasios Fassas

Keyword(s):

Futures Markets ◽

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

Of Greece

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Futures trading, spot market volatility, and market efficiency: The case of the Korean index futures markets

Journal of Futures Markets ◽

10.1002/fut.20135 ◽

2004 ◽

Vol 24 (12) ◽

pp. 1195-1228 ◽

Cited By ~ 51

Author(s):

Sung C. Bae ◽

Taek Ho Kwon ◽

Jong Won Park

Keyword(s):

Market Efficiency ◽

Futures Markets ◽

Spot Market ◽

Market Volatility ◽

Futures Trading ◽

Index Futures

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The lead-lag relationship between equities and stock index futures markets around information releases

Journal of Futures Markets ◽

10.1002/(sici)1096-9934(200005)20:5<467::aid-fut4>3.0.co;2-l ◽

2000 ◽

Vol 20 (5) ◽

pp. 467-487 ◽

Cited By ~ 43

Author(s):

Alex Frino ◽

Terry Walter ◽

Andrew West

Keyword(s):

Futures Markets ◽

Stock Index ◽

Stock Index Futures ◽

Index Futures

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