Mean reversion in stock index futures markets: a nonlinear analysis

Mean reversion in stock index futures markets: a nonlinear analysis

Show other versions (1)

Manylion Llyfryddiaeth
Prif Awduron:	Monoyios, M, Sarno, L
Fformat:	Journal article
Cyhoeddwyd:	2002

Eitemau Tebyg

Mean reversion in stock index futures markets: A nonlinear analysis
gan: Monoyios, M, et al.
Cyhoeddwyd: (2002)

Intraday Analysis of the Malaysian Stock Index Futures Market
gan: Lim, Chee Seong
Cyhoeddwyd: (2004)

Does mean reversion occur in selected African stock markets?
gan: Chia, Ricky Chee Jiun, et al.
Cyhoeddwyd: (2021)

Efficiency of Malaysia stock index futures market
gan: Ng, Chen Wai
Cyhoeddwyd: (2005)

Stock returns, volatility and mean reversion in emerging and developed financial markets
gan: Rizwan Raheem Ahmed, et al.
Cyhoeddwyd: (2018-05-01)

Stock index futures : the case for markets in baskets of securities
gan: Cooper, Ian., et al.
Cyhoeddwyd: (2009)

Samuelson's Hypothesis in Greek Stock Index Futures Market
gan: Christos Floros, et al.
Cyhoeddwyd: (2006-06-01)

Mispricing in stock index futures markets - the case of Greece
gan: Athanasios P. Fassas
Cyhoeddwyd: (2011-06-01)

Mean reversion, long memory and fractional integration in African stock market prices
gan: Anoruo, Emmanuel, et al.
Cyhoeddwyd: (2010)

Potential gains from predicting the timing of stock market persistence and mean reversion
gan: Heng-Hsing Hsieh
Cyhoeddwyd: (2013-10-01)

Stock market responses to COVID-19: The behaviors of mean reversion, dependence and persistence
gan: Yener Coskun, et al.
Cyhoeddwyd: (2023-04-01)

Cost-benefit analysis of trading strategies in the stock index futures market
gan: Xiong Xiong, et al.
Cyhoeddwyd: (2020-10-01)

Mean reversion in a price-earnings ratio and under / overvaluation in the Brazilian stock market
gan: Daniel Penido de Lima Amorim, et al.
Cyhoeddwyd: (2021-04-01)

Mean reversion in stock prices : evidence and implications
gan: Poterba, James M., et al.
Cyhoeddwyd: (2011)

Optimal exercise of an executive stock option by an insider
gan: Monoyios, M
Cyhoeddwyd: (2010)

Fundamentals unknown: momentum, mean-reversion and price-to-earnings trading in an artificial stock market
gan: Joeri Schasfoort, et al.
Cyhoeddwyd: (2017-09-01)

The price-volume relationship of the Malaysian stock index futures market
gan: McGowan, Carl B., et al.
Cyhoeddwyd: (2011)

Price discovery and information transmission across stock index futures: evidence from VN 30 Index Futures on Vietnam’s stock market
gan: Nguyễn Thị Nhung, et al.
Cyhoeddwyd: (2019-12-01)

Price reversal as potential expiration day effect of stock and index futures: evidence from Warsaw Stock Exchange
gan: Milena Suliga
Cyhoeddwyd: (2018-03-01)

An Investigation On the Presence of Mean Reversion in Stock Prices in Tehran Stock Exchange
gan: سعید شیرکوند, et al.
Cyhoeddwyd: (2008-03-01)

Expected lifetime range ratio to find mean reversion: Evidence from Indian stock market
gan: Muneer Shaik, et al.
Cyhoeddwyd: (2018-01-01)

Index Derivatives, Index Futures, Index Options, Stock Portfolio Futures, Stock Portfolio Options
gan: Ahmad Baharvandi, et al.
Cyhoeddwyd: (2016-04-01)

IMPACT OF CONVENTIONAL STOCK MARKET INDEX ON ISLAMIC STOCK MARKET INDEX IN BOSNIA AND HERZEGOVINA
gan: Edin Djedović, et al.
Cyhoeddwyd: (2019-04-01)

Optimal exercise of an executive stock option by an insider
gan: Monoyios, M, et al.
Cyhoeddwyd: (2011)

Multivariate Nonlinear Analysis and Prediction of Shanghai Stock Market
gan: Junhai Ma, et al.
Cyhoeddwyd: (2008-01-01)

The Pricing of Stock Index Futures During the Asian Financial Crisis: Evidence from Four Asian Index Futures Markets
gan: Janchung Wang
Cyhoeddwyd: (2007-06-01)

The Relationship between Crude Oil Futures Market and Chinese/US Stock Index Futures Market Based on Breakpoint Test
gan: Xunfa Lu, et al.
Cyhoeddwyd: (2021-09-01)

Kuala Lumpur Stock Index Futures Market Efficiency: Long Memory Approach
gan: Ahmad, Norzalina, et al.
Cyhoeddwyd: (2017)

Nonlinearities and Chaos: A New Analysis of CEE Stock Markets
gan: Claudiu Tiberiu Albulescu, et al.
Cyhoeddwyd: (2021-03-01)

The Determinants of Stock Market Index: VAR Approach to Turkish Stock Market
gan: Eşref Savaş Başçı, et al.
Cyhoeddwyd: (2013-03-01)

THE DETERMINANTS OF STOCK MARKET INDEX: VAR APPROACH TO TURKISH STOCK MARKET
gan: Eşref Savaş Başçı, et al.
Cyhoeddwyd: (2013-01-01)

The Determinants of Stock Market Index: VAR Approach to Turkish Stock Market
gan: Eşref Savaş Başçı, et al.
Cyhoeddwyd: (2012-12-01)

The Determinants of Stock Market Index: VAR Approach to Turkish Stock Market
gan: Eşref Savaş Başçı, et al.
Cyhoeddwyd: (2012-12-01)

The Determinants of Stock Market Index: VAR Approach to Turkish Stock Market
gan: Eşref Savaş Başçı, et al.
Cyhoeddwyd: (2012-12-01)

Utility indifference pricing with market incompleteness
gan: Monoyios, M
Cyhoeddwyd: (2008)

Intraday Lead-Lag Relationship between Index Futures and Stock Index Markets: Evidence from Malaysia
gan: Jude W. Taunson, et al.
Cyhoeddwyd: (2018)

Mean reversion: an investigation from Karachi stock exchange sectors
gan: Jolita Vveinhardt, et al.
Cyhoeddwyd: (2016-06-01)

A Nonlinear Technical Indicator Selection Approach for Stock Markets. Application to the Chinese Stock Market
gan: Gerardo Alfonso, et al.
Cyhoeddwyd: (2020-08-01)

Market mood index and stock market. Evidence from National Stock Exchange
gan: Neha SETH, et al.
Cyhoeddwyd: (2023-03-01)

Impairment reversals and stock market returns: The case of Malaysia
gan: Shaari, Hasnah
Cyhoeddwyd: (2015)