The effect of universal futures on opening and closing stock market price discovery

Author： Chelley-Steeley Patricia L.   Steeley James M.  

Publisher： Emerald Group Publishing Ltd

ISSN： 1086-7376

Source： Studies in Economics and Finance, Vol.28, Iss.4, 2011-10, pp. : 260-281

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Price Discovery, Causality and Forecasting in the Freight Futures Market

By Kavussanos Manolis G.   Nomikos Nikos K.  

Review of Derivatives Research, Vol. 6, Iss. 3, 2003-01 ,pp. : 203-230

Springer Publishing Company

Access to resources Recommend Favorite

Cross-market soybean futures price discovery: does the Dalian Commodity Exchange affect the Chicago Board of Trade?

By Han Liyan   Liang Rong   Tang Ke  

Quantitative Finance, Vol. 13, Iss. 4, 2013-04 ,pp. : 613-626

Routledge Ltd

Access to resources Recommend Favorite

Price discovery in spot and futures markets: a reconsideration

By Theissen Erik  

The European Journal of Finance, Vol. 18, Iss. 10, 2012-11 ,pp. : 969-987

Routledge Ltd

Access to resources Recommend Favorite

Estimating the price elasticity of demand in the London stock market

By Levin Eric J.   Wright Robert E.  

The European Journal of Finance, Vol. 8, Iss. 2, 2002-06 ,pp. : 222-237

Routledge Ltd

Access to resources Recommend Favorite

Sources of the stock price fluctuations in Chinese equity market

By Su Zhenhua   Ma Jun   Wohar Mark E.  

The European Journal of Finance, Vol. 20, Iss. 7-9, 2014-09 ,pp. : 829-846

Routledge Ltd

Access to resources Recommend Favorite