Index-Futures Lead-Lag And Price -Volume Causality: A Study Of The Malaysian Stock Index Futures Market
Although much research has been undertaken on the index-futures lead-laq and price-volume causality in developed countries hardly has any been focused on the Malaysian stock index futures market. This study focuses on the index-futures lead-laq and price-volume causality in the Malaysian stock index...
| Main Author: | |
|---|---|
| Format: | Thesis |
| Published: |
2003
|
| Subjects: | |
| Online Access: | http://shdl.mmu.edu.my/50/ |
Similar Items
Index-Futures Lead-Lag And Price -Volume Causality: A Study Of The Malaysian Stock Index Futures Market
by: Ramasamy, Suganthi
Published: (2003)
by: Ramasamy, Suganthi
Published: (2003)
The price-volume relationship of the Malaysian stock index futures market
by: McGowan, Carl B., et al.
Published: (2011)
by: McGowan, Carl B., et al.
Published: (2011)
Lead-lag relationship between stock futures index and cash price index in Malaysia / Ahmad Syazwan Hirun Azaman
by: Hirun Azaman, Ahmad Syazwan
Published: (2018)
by: Hirun Azaman, Ahmad Syazwan
Published: (2018)
Testing lead-lag effect and cointegration between FTSE 100 Index and its futures
by: huang, lin
Published: (2008)
by: huang, lin
Published: (2008)
Intraday Analysis of the Malaysian Stock Index Futures Market
by: Lim, Chee Seong
Published: (2004)
by: Lim, Chee Seong
Published: (2004)
Study on the Lead and Lag Relationship Between the Kuala Lumpur Stock Exchange Composite Index Futures Contract and its Underlying Kuala Lumpur Stock Exchange Composite Index
by: Abdullah, Mahdhir
Published: (2001)
by: Abdullah, Mahdhir
Published: (2001)
Efficiency of Malaysia stock index futures market
by: Ng, Chen Wai
Published: (2005)
by: Ng, Chen Wai
Published: (2005)
The temporal price relationship between the stock index futures and the underlying stock index: evidence from Malaysia
by: Abdullah, Mahdhir, et al.
Published: (2002)
by: Abdullah, Mahdhir, et al.
Published: (2002)
The subprime crisis and stock index futures markets integration
by: Bakri, Abdul Karim, et al.
Published: (2011)
by: Bakri, Abdul Karim, et al.
Published: (2011)
The subprime crisis and stock index futures markets integration
by: Karim, Bakri Abdul, et al.
Published: (2011)
by: Karim, Bakri Abdul, et al.
Published: (2011)
The subprime crisis and stock index futures markets integration
by: Bakri, Abdul Karim, et al.
Published: (2011)
by: Bakri, Abdul Karim, et al.
Published: (2011)
Price discovery between index futures and spot markets
by: Sifat, Imtiaz Mohamma, et al.
Published: (2019)
by: Sifat, Imtiaz Mohamma, et al.
Published: (2019)
The impact of launching Stock Index Futures on the volatility of the Chinese stock market
by: Liu, Mengxi
Published: (2008)
by: Liu, Mengxi
Published: (2008)
Arbitrage opportunities and pricing efficiency in Malaysia futures market - Kuala Lumpur stock exchange composite index futures (FKLI)
by: Khong, Jason Jasmy
Published: (2013)
by: Khong, Jason Jasmy
Published: (2013)
Price efficiency of stock index futures contracts: are there any arbitrage opportunities?
by: Ramadilli Mohd, Shamsher Mohamad, et al.
Published: (2000)
by: Ramadilli Mohd, Shamsher Mohamad, et al.
Published: (2000)
Malaysian stock index futures market hedging effectiveness: symmetric and asymmetric model
by: Haron, Razali, et al.
Published: (2017)
by: Haron, Razali, et al.
Published: (2017)
Malaysian stock index futures market hedging effectiveness:
symmetric and asymmetric model
by: Haron, Razali, et al.
Published: (2019)
by: Haron, Razali, et al.
Published: (2019)
Overall Performance of Malaysian Futures Market: Evidence Using Crude Palm Oil and Stock Index Futures Contract
by: Chowdury, Taufiq Hassan Shah
Published: (2001)
by: Chowdury, Taufiq Hassan Shah
Published: (2001)
Unified Test of Causality and Cost of Carry Model : Pricing of the Kuala Lumpur Composite Index Futures Contract
by: Lau, Kenny Yee Sheng
Published: (2011)
by: Lau, Kenny Yee Sheng
Published: (2011)
The optimal hedge ratio and hedging effectiveness of stock index futures
An empirical study of TAIEX index futures contract
by: Nguyen, Thi Mai Hanh
Published: (2014)
by: Nguyen, Thi Mai Hanh
Published: (2014)
The optimal hedge ratio and hedging effectiveness of stock index futures
An empirical study of TAIEX index futures contract
by: Nguyen, Thi Mai Hanh
Published: (2014)
by: Nguyen, Thi Mai Hanh
Published: (2014)
The impact of CSI-300 stock index futures on the volatility of stock price based on panel data analysis
by: HE, RUIZHEN
Published: (2020)
by: HE, RUIZHEN
Published: (2020)
Stock Index Futures and Hedging Performance: Evidence from Developed and Emerging Markets
by: Zhang, Shu
Published: (2007)
by: Zhang, Shu
Published: (2007)
Dynamic Relationship Between the Spot and Futures Markets : Empirical Evidence From Malaysian Crude Palm Oil and Stock Index Futures
by: Mariady, Jenny
Published: (2014)
by: Mariady, Jenny
Published: (2014)
The international effect of economic crises on the volatility of futures prices and the volatility of underlying spot prices of stock indexes and commodities
by: Tham, Lucas Yew Jun
Published: (2022)
by: Tham, Lucas Yew Jun
Published: (2022)
The Linkage between the Market of Stock Index Futures and Standard Spot: Evidence from China
by: LI, YOU
Published: (2020)
by: LI, YOU
Published: (2020)
Relationships Among Selected Asian Index Futures Markets
by: Krishnasamy, Geeta
Published: (2003)
by: Krishnasamy, Geeta
Published: (2003)
Constant & time-varying hedge ratio for FBMKLCI stock index futures
by: Islam, Mohd Aminul
Published: (2016)
by: Islam, Mohd Aminul
Published: (2016)
Estimating Hedge Ratio and The Hedging
Effectiveness of Stock Index Futures Contract
by: Islam, Mohd Aminul, et al.
Published: (2014)
by: Islam, Mohd Aminul, et al.
Published: (2014)
Analysis of causality relationship between the composite stock price index (CSPI) Jakarta with large companies in Indonesia
Forecasting the Impact of the Soon to be Traded Stock Index Futures on the Chinese Stock Market: Empirical Evidence from Japan and Taiwan
by: Wang, Xuewen
Published: (2007)
by: Wang, Xuewen
Published: (2007)
Granger Causality Between The Stock Market Index and Macroeconomic Variables. A Study of Malaysia and Singapore
by: Sircar, Shadee Mosaddek
Published: (2009)
by: Sircar, Shadee Mosaddek
Published: (2009)
The relationship between selected economic indicators and the Malaysian stock index futures / Irwaan Iskandar Abrahim
by: Abrahim, Irwaan Iskandar
Published: (2002)
by: Abrahim, Irwaan Iskandar
Published: (2002)
On contango, backwardation, and seasonality in index futures
by: Abd Wahab, Mohd Asraf, et al.
Published: (2019)
by: Abd Wahab, Mohd Asraf, et al.
Published: (2019)
Manipulation in crude oil futures markets: evidence from price-volume relationship
by: Teh, Tict Chuan, et al.
Published: (2015)
by: Teh, Tict Chuan, et al.
Published: (2015)
Investigating the Intraday Interdependence Between the Index Futures and Stock Index at Different Time Scales : Evidence from Bursa Malaysia
by: Kunle-Ogunlusi, Nene
Published: (2016)
by: Kunle-Ogunlusi, Nene
Published: (2016)
Construction of the Malaysian Islamic Stock Market Integration Index
by: Bakri, Abdul Karim, et al.
Published: (2010)
by: Bakri, Abdul Karim, et al.
Published: (2010)
Construction of the Malaysian Islamic Stock Market Integration Index
by: Bakri, Abdul Karim, et al.
Published: (2012)
by: Bakri, Abdul Karim, et al.
Published: (2012)
Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange
by: Mohamad, Azhar, et al.
Published: (2003)
by: Mohamad, Azhar, et al.
Published: (2003)
Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange
by: Mohamad, Azhar, et al.
Published: (2003)
by: Mohamad, Azhar, et al.
Published: (2003)