## Abstract This study investigates the trading activity of the Taiwan Futures Exchange (TAIFEX) and Singapore Exchange Derivatives Trading Limited (SGX‐DT) Taiwan Stock Index Futures markets by analyzing the intraday patterns of volume and volatility. In addition, the market closure theory, which
Stock index futures arbitrage in emerging markets: Polish evidence
✍ Scribed by Jędrzej Białkowski; Jacek Jakubowski
- Book ID
- 116577307
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 217 KB
- Volume
- 17
- Category
- Article
- ISSN
- 1057-5219
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📜 SIMILAR VOLUMES
he pricing of futures contracts relative to their underlying cash assets via no-T arbitrage relations has been a subject of extensive theoretical and empirical research. Recent studies of arbitrage-enforced relative futures-cash pricing restrictions by for Treasury bill futures,' and by ; Cornell a
rading in financial fumes currently accounts for roughly 35% of all futures T contracts, and it promises to become an even larger share of the market. Among those assets in which futures contracts are now traded are stock indices. Futures contracts on the Vdue4he Composite Average opened on Februar