Do economic statistics contain information to predict stock indexes futures prices and returns? Evidence from Asian equity futures markets

This research examines the impact of local and international market factors on the pricing of stock indexes futures in East Asian countries. The purpose of this paper is to present a study of the significant factors that determine the major stock indexes futures' prices of Hong Kong, Malaysia,...

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Bibliographic Details
Main Authors: Chan, Jacinta Phooi M'ng, Jer, Ham Yi
Format: Article
Published: Springer 2021
Subjects:
Online Access:http://eprints.um.edu.my/34951/
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