Price discovery and volatility spillovers in index futures markets: some evidence from Mexico

Article Abstract:

A study analyzing the effectiveness of Mexican stock index futures market in price determination is presented. Observations on the volatility in spot markets on introduction of futures trading are also recorded.

Mexico, Analysis, Futures market, Futures markets, Stock index futures, Spot market

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Consumption habit and international stock returns

Article Abstract:

An analysis of consumption-based asset pricing model for assessing the returns from international equity markets is presented.

Australia, Market information - general, Pricing Policy, Methods, Usage, Economic aspects, Supply and demand, International aspects, Pricing, Mathematical models, Stock markets, Stock market, Product price

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Intraday trading volume and return volatility of the DJIA stocks: A note.

Article Abstract:

The authors find there is no correlation between volume of trading and volatility of return for stocks listed on Dow Jones.

Science & research, Research, Membership, Dow Jones Industrial Average (Index)

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