𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Stock market automation and the transmission of information between spot and futures markets

✍ Scribed by Timothy J Brailsford; Alex Frino; Allan Hodgson; Andrew West

Book ID
114340133
Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
331 KB
Volume
9
Category
Article
ISSN
1042-444X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Temporal relationships and dynamic inter
Temporal relationships and dynamic interactions between spot and futures stock markets
✍ Koutmos, Gregory; Tucker, Michael πŸ“‚ Article πŸ“… 1996 πŸ› John Wiley and Sons 🌐 English βš– 802 KB

CCC 0270-731 4/96/01 0055-1 5 'The univariate Exponential GARCH model (EGARCH) was suggested by Nelson (1991) as a means of modeling the tendency of stock market returns to be more volatile in periods following market declines.

The relationship between spot and future
The relationship between spot and futures prices in stock index futures markets: Some preliminary evidence
✍ David M. Modest; Mahadevan Sundaresan πŸ“‚ Article πŸ“… 1983 πŸ› John Wiley and Sons 🌐 English βš– 978 KB

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