The profitability of momentum strategies using stock futures contracts in small markets

Author： Corredor Pilar   Muga Luis   Santamaria Rafael  

Publisher： Routledge Ltd

ISSN： 1744-6546

Source： Applied Financial Economics Letters, Vol.2, Iss.3, 2006-05, pp. : 173-177

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

Explaining the dynamics of the NIKKEI 225 stock and stock index futures markets by using the SETAR model

By Tsuji Chikashi  

Applied Financial Economics Letters, Vol. 3, Iss. 2, 2007-03 ,pp. : 77-83

Routledge Ltd

Access to resources Recommend Favorite

Hedging or speculation in derivative markets: the case of energy futures contracts

By Ciner Cetin  

Applied Financial Economics Letters, Vol. 2, Iss. 3, 2006-05 ,pp. : 189-192

Routledge Ltd

Access to resources Recommend Favorite

Multi-bank loan pool contracts: enhancing the profitability of small commercial banks

By Gintschel Andreas   Hackethal Andreas  

Applied Financial Economics, Vol. 14, Iss. 17, 2004-11 ,pp. : 1239-1252

Routledge Ltd

Access to resources Recommend Favorite

An alternative approach in investigating lead–lag relationships between stock and stock index futures markets – comment

By Hasan Mohammad  

Applied Financial Economics Letters, Vol. 1, Iss. 2, 2005-03 ,pp. : 125-130

Routledge Ltd

Access to resources Recommend Favorite

Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?

By Brooks Chris   Garrett Ian  

Applied Financial Economics, Vol. 12, Iss. 1, 2002-01 ,pp. : 25-31

Routledge Ltd

Access to resources Recommend Favorite