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Mei-Maun Hseu, Huimin Chung & Erh-Yin Sun.(2007). Price Discovery across the Stock Index Futures and the ETF Markets: Intra-Day Evidence from the S&P 500, Nasdaq-100 and DJIA Indices, Review of Pacific Basin Financial Markets and Policies, Vol.10, No. 2 (2007) 1-22. :...
Table, for Now.]]>The article discusses financial market results for September 18, 2013. Prices for gold futures, mortgage-backed securities, and U.S. Treasury bonds rose and the Dow Jones Industrial Average gained over 147 points after the U.S. Federal Reserve unexpectedly said it would ...
StockTradeVolumeSingle Stock Future contracts were introduced in the U.S. in November 2002 on the OneChicago and NQLX exchanges. This work aims at studying the impact of the introduction of Single Stock Futures (SSFs) on the underlying traded stock volumes and short selling activity of the ...