The global value of trading in index futures is about $20 trillion per year and rising and for
many countries the value traded is similar to that traded on their stock markets. This book …

This paper examines whether the introduction of Chinese stock index futures had an impact
on the volatility of the underlying spot market. To this end, we estimate several Generalized …

The study investigates the information content of SGX-DT Nikkei 225 futures prices during
the non-cash-trading (NCT) period using an artificial neural network model. The cash market …

We investigate China's three stock index futures, and their underlying index in Chinese
financial markets, to test their long-and short-run price discovery ability. Additionally, we …

The inefficiency of information transmission (IEIT) between stock index futures and the
underlying index is dynamic and difficult to measure due to severe market frictions. This …

This study examines the role of extended CSI 300 Index futures trading in price discovery.
As a prerequisite for the facilitation of price discovery, we first confirm that extended trading …

This study investigates the information content of SGX-DT Nikkei 225 and MSCI Taiwan
index futures prices during the non-cash-trading (NCT) period. The lead–lag relationship …

The recent extension of trading hours for Hang Seng Index Futures provides an opportunity
to examine whether extended futures trading contains useful information about spot returns …

Purpose Focusing on the spillover effects between the CSI 500 stock index futures market
and its underlying spot market during April to September 2015, the purpose of this paper is …

The extension of trading hours for HS 300 index futures (China Shanghai Shenzhen 300
Stock Index Futures or Hushen 300 Index) in China provides an opportunity for examining …