Index Futures and Predictability of the Underlying Stocks’ Returns: The Case of the Nikkei 225
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References listed on IDEAS
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More about this item
KeywordsNikkei 225 futures; Underlying stocks; Return predictability; Price informativeness; G13; G14; G15;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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