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Efficient Price Discovery in Stock Index Cash and Futures Markets

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  • Pascal Alphonse

    (LUMEN - Lille University Management Lab - ULR 4999 - Université de Lille)

Abstract

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Suggested Citation

  • Pascal Alphonse, 2000. "Efficient Price Discovery in Stock Index Cash and Futures Markets," Post-Print hal-03590557, HAL.
    • Handle: RePEc:hal:journl:hal-03590557
    DOI: 10.2307/20076259
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    Cited by:

    1. P.R. Madhusoodanan & Hareesh V. Kumar, 2008. "An Empirical Verification of Cointegration and Causality in Indian Stock Markets," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 9(1), pages 159-172, June.
    2. C. Kailash P. & К. Прадхам Ч., 2017. "Движение цен на спотовых и фьючерсных рынках: Подтверждение индексами S&P CNX NIFTY // Price movements in futures and spot markets: Evidence from the S&P CNX Nifty Index," Review of Business and Economics Studies // Review of Business and Economics Studies, Финансовый Университет // Financial University, vol. 5(1), pages 32-41.
    3. Nilabja Ghosh, 2015. "Production, Market Structure and the Role of Public Policy: Foodgrains in the New Economy," Working Papers id:7511, eSocialSciences.
    4. Kapil Choudhary & Sushil Bajaj, 2013. "Price Discovery Process in Nifty Spot and Futures Markets," Global Business Review, International Management Institute, vol. 14(1), pages 55-88, February.

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