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An optimal price index for stock index futures contracts

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  • Jonathan Rougier

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  • Jonathan Rougier, 1996. "An optimal price index for stock index futures contracts," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(2), pages 189-199, April.
    • Handle: RePEc:wly:jfutmk:v:16:y:1996:i:2:p:189-199
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    Cited by:

    1. Riza Emekter & Benjamas Jirasakuldech & Peter Went, 2012. "Rational speculative bubbles and commodities markets: application of duration dependence test," Applied Financial Economics, Taylor & Francis Journals, vol. 22(7), pages 581-596, April.
    2. Fang, Ming & Chang, Chiu-Lan & Zhang, Qi, 2023. "Impacts of trading restrictions on price volatilities and speculative activities: Evidence from CSI 300 futures," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 184-204.

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