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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| Main Authors: | , |
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| Format: | Article |
| Published: |
Springer
2021
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/34951/ |
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