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,...
Saved in:
Main Authors: | Chan, Jacinta Phooi M'ng, Jer, Ham Yi |
---|---|
格式: | Article |
出版: |
Springer
2021
|
主题: | |
在线阅读: | http://eprints.um.edu.my/34951/ |
标签: |
添加标签
没有标签, 成为第一个标记此记录!
|
相似书籍
-
Dynamically Adjustable Moving Average (AMA’) technical analysis indicator to forecast Asian Tigers’ futures markets
由: Chan, Jacinta Phooi M'ng
出版: (2018) -
Impulse Response On The Relationship Between Stock Price, Oil Price And Futures: Regional Response Among Asian Equities.
由: Chan, Sheau Tyng
出版: (2007) -
Announcements effect of corporate bond issuance on share price returns Evidence from three emerging markets
由: M'ng, Jacinta Chan Phooi, et al.
出版: (2020) -
The price-volume relationship of the Malaysian stock index futures market
由: McGowan, Carl B., et al.
出版: (2011) -
Understanding the nature of oil fluctuations using 1 neutral network moving average: A study on the returns of crude oil futures
由: Phooi M’ng, J.C., et al.
出版: (2015)