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題名:Pricing Dynamics between Single Stock Futures and the Underlying Spot Security
書刊名:International Journal of Business and Economics
作者:Boney, VaneeshaGiannikos, ChristosGuirguis, Hany
出版日期:2018
卷期:17:2
頁次:頁179-191
主題關鍵詞:Price dynamicsPrice discoverySingle stock futuresFinancial crisis
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:0
  • 點閱點閱:5
期刊論文
1.Ang, James S.、Cheng, Yingmei(2005)。Single Stock Futures: Listing Selection and Trading Volume。Finance Research Letters,2(1),30-40。  new window
2.Gonzalo, Jesus、Granger, Clive W. J.(1995)。Estimation of Common Long-Memory Components in Cointegrated Systems。Journal of Business and Economic Statistics,13(1),27-35。  new window
3.Hasbrouck, Joel(1995)。One Security, Many Markets: Determining the Contributions to Price Discovery。The Journal of Finance,50(4),1175-1199。  new window
4.Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a Unit Root in Time Series Regressions。Biometrika,75(2),335-346。  new window
5.Gonzalez, R. G.、Helfand, S. M.(2001)。The Extent, Pattern, and Degree of Market Integration: A Multivariate Approach for the Brazilian Rice Market。American Journal of Agricultural Economics,83(3),576-592。  new window
6.Giannikos, C.、Guirguis, H.、Suen, M.(2013)。The 2008 Financial Crisis and the Dynamics of Price Discovery among Stock Prices, CDS Spreads, and Bond Spreads for U.S. Financial Firms。The Journal of Derivatives,21(1),27-48。  new window
7.Jones, T.、Brooks, R.(2005)。An analysis of single-stock futures trading in the U.S.。Financial Services Review,14(2),85-95。  new window
8.Pan, E.(2008)。Single Stock Futures and Cross-Border Access for US Investors。Stanford Journal of Law, Business, and Finance,14(1),221-262。  new window
9.Fung, Joseph K. W.、Tse, Yiuman(2008)。Efficiency of single‐stock futures: An intraday analysis。Journal of Futures Markets,28(6),518-536。  new window
10.Shastri, Kuldeep、Thirumalai, Ramabhadran S.、Zutter, Chad J.(2008)。Information revelation in the futures market: Evidence from single stock futures。Journal of Futures Markets,28(4),335-353。  new window
11.Granger, Clive William John、Newbold, Paul(1974)。Spurious Regressions in Econometrics。Journal of econometrics,2(2),111-120。  new window
單篇論文
1.Fattouh, B.,Sen, A.,Sen, A.(2013)。Diesel Pricing Reforms in India: a Perspective on Demand,Oxford Institute of Energy Studies。  new window
 
 
 
 
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