Unified Tests of Causality and Cost of Carry: The Pricing of the French Stock Index Futures Contract
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Bibliographic InfoArticle provided by John Wiley & Sons, Ltd. in its journal International Journal of Finance & Economics.
Volume (Year): 5 (2000)
Issue (Month): 2 (April)
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Web page: http://www.interscience.wiley.com/jpages/1076-9307/
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- Guglielmo Maria Caporale & Alessandro Girardi, 2011.
"Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System,"
Discussion Papers of DIW Berlin
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- Guglielmo Maria Caporale & Alessandro Girardi, 2011. "Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System," CESifo Working Paper Series 3525, CESifo Group Munich.
- Alessandro Girardi, 2008. "The Informational Content of Trades on the EuroMTS Platform," ISAE Working Papers 97, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
- Diogo de Prince & Alexandre Monte, 2013. "What market (spot or future) reflects news first? An analysis in the frequency domain for Brazilian stock market," Economics Bulletin, AccessEcon, vol. 33(3), pages 1780-1787.
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