## Abstract This paper analyzes 31 months of data on 137 singleβstock futures (SSFs) traded on OneChicago. The results indicate that on the days they trade, SSFs contribute approximately 24% of the price discovery for underlying stocks. Information revelation in the SSFs market decreases with the r
β¦ LIBER β¦
Single-stock futures: Evidence from the Indian securities market
β Scribed by Umesh Kumar; Yiuman Tse
- Book ID
- 116511885
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 231 KB
- Volume
- 20
- Category
- Article
- ISSN
- 1044-0283
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Information revelation in the futures ma
β
Kuldeep Shastri; Ramabhadran S. Thirumalai; Chad J. Zutter
π
Article
π
2008
π
John Wiley and Sons
π
English
β 293 KB
The stock closing calland futures price
β
Hsiu-Chuan Lee; Cheng-Yi Chien; Yen-Sheng Huang
π
Article
π
2007
π
John Wiley and Sons
π
English
β 292 KB
## Abstract This study examines the behavior of futures prices around stock market close before and after changes to the batching period of the stock closing call. On July 1, 2002, the Taiwan Stock Exchange expanded the length of the batching period roughly 10βfold, from an average of 30 seconds to
Institutional Investors and Stock Liquid
β
Syamala, S. R.; Chauhan, Y.; Wadhwa, K.
π
Article
π
2014
π
SAGE Publications
π
English
β 233 KB
Towards an efficient stock market: Empir
β
Majumder, Debasish
π
Article
π
2013
π
Elsevier Science
π
English
β 358 KB
Futures Trading, Spot Price Volatility a
β
Lee, Chyi Lin; Stevenson, Simon; Lee, Ming-Long
π
Article
π
2012
π
Springer US
π
English
β 385 KB
Hedging with foreign currency denominate
β
Changyun Wang; Soon Sern Low
π
Article
π
2003
π
Elsevier Science
π
English
β 243 KB