✦ LIBER ✦

The efficiency of Greek stock index futures market

✍ Scribed by Floros, Christos; Floros, Christos; Vougas, Dimitrios V.

Book ID: 121667227
Publisher: Emerald Group Publishing Limited
Year: 2008
Tongue: English
Weight: 283 KB
Volume: 34
Category: Article
ISSN: 0307-4358
DOI: 10.1108/03074350810874451

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stock market volatility and the forecast

Stock market volatility and the forecasting performance of stock index futures

✍ Janchung Wang 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 120 KB 👁 1 views

## Abstract This study attempts to apply the general equilibrium model of stock index futures with both stochastic market volatility and stochastic interest rates to the TAIFEX and the SGX Taiwan stock index futures data, and compares the predictive power of the cost of carry and the general equili

Stock Index Futures and Cash Market Vola

Stock Index Futures and Cash Market Volatility

✍ Edwin D. Maberly, David S. Allen and Roy F. Gilbert 📂 Article 📅 1989 🏛 CFA Institute 🌐 English ⚖ 564 KB

Futures option expirations and volatilit

Futures option expirations and volatility in the stock index futures market

✍ G. D. Hancock 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 748 KB

Stock index futures hedging in the emerg

Stock index futures hedging in the emerging Malaysian market

✍ Wee Ching Pok; Sunil S. Poshakwale; J.L. Ford 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 338 KB

Index futures and options and stock mark

Index futures and options and stock market volatility

✍ Pericli, Andreas; Koutmos, Gregory 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 266 KB 👁 2 views

This article has benefited from the comments and suggestions of two anonymous reviewers. ## 1 Of course, speculation based on fundamentals is likely to be stabilizing rather than destabilizing. Destabilizing speculation may be the result of noise trading (i.e., buying and selling not on the basis

The efficiency of the U.S. dollar index

The efficiency of the U.S. dollar index futures market

✍ Giora Harpaz; Steven Krull; Joseph Yagil 📂 Article 📅 1990 🏛 John Wiley and Sons 🌐 English ⚖ 635 KB

It should be emphasized that the hedge position is a long-long or short-short hedge rather than the conventional long-short hedge, because the USDX futures price is quoted in "European terms" whereas the component FX forward prices are expressed in 'American terms.