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Date: 2011
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/218927
Description: This paper examines the mispricing of Australian stock index futures. Exogenous and endogenous price volatility is confirmed to have a positive impact on the mispricing spread, after filtering out pre ... More
Reviewed: Reviewed
Date: 2008
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/219264
Description: This paper estimates the impact of the debt tax shield, cash dividends and imputation tax credits on the prices of Australian stock index futures. Relative to futures payoffs, the cost of financing th ... More
Reviewed: Reviewed
Date: 2003
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/267113
Description: In this paper, we consider the impact of the introduction of LIFFE CONNECT on the lead-lag relationship between the FTSE100 index and its futures contract. In general, the results of this study sugges ... More
Reviewed: Reviewed
Date: 2001
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/219405
Description: Chang et al. [Journal of Business 68 (1) (1995) 61] examine the impact of the closure of the New York Stock Exchange (NYSE) on S&P500 stock index futures traded on the Chicago Mercantile Exchange. The ... More
Reviewed: Reviewed
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