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2. Algorithmic trading: Intraday profitability and trading behavior. (2023). Arumugam, Devika.
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3. Price discovery in the CSI 300 Index derivatives markets. (2022). Li, Xiang ; Yuan, Xianghui ; Jin, Liwei ; Long, Jun ; Lian, Feng.
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   RePEc:wly:jfutmk:v:42:y:2022:i:7:p:1352-1368.

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5. CROSS‐SPECULATION IN CURRENCY FUTURES MARKETS. (2012). Röthig, Andreas ; Rothig, Andreas.
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1. The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Abedin, Mohammad Zoynul ; Abdou, Hussein A ; Ibrahim, Bassam A ; Elamer, Ahmed A.
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2. Performance Evaluation of Islamic and Non-Islamic Equity and Bonds Indices: Evidence from selected Emerging and Developed Countries. (2021). Audi, Marc ; Ali, Amjad ; Sadiq, Azhar.
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3. Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India. (2020). Tiwari, Aviral ; Padhan, Hemachandra ; Owusu Junior, Peterson ; ALAGIDEDE, IMHOTEP.
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4. Information transmission across stock indices and stock index futures: International evidence using wavelet framework. (2018). Yarovaya, Larisa ; Aloui, Chaker ; Keung, Marco Chi ; Hkiri, Besma.
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5. Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities. (2017). Umar, Zaghum ; Suleman, Tahir.
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6. Dynamic spillovers between Nigerian, South African and international equity markets. (2016). Shuaibu, Mohammed ; Fowowe, Babajide.
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7. Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures. (2016). Yarovaya, Larisa ; Lau, Chi Keung ; Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Marco, Chi Keung.
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8. Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach. (2016). Hou, Yang ; Li, Steven.
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9. Return and volatility dynamics among four African equity markets: A multivariate VAR-EGARCH analysis. (2014). Kuttu, Saint.
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10. Nonlinear Relationships between Taiwan VIX Index and the Intraday Ordering Behavior of Stock Index Options. (2013). , Jack ; Huang, Chia-Hsing ; Wang, Chi-Hui.
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11. Dynamics of the co-movement between stock and maritime markets. (2013). Karahasan, Burhan ; Erdogan, Oral ; Erdoğan, Oral ; Tata, Kenan ; Sengoz, Hakan M..
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12. Stock market correlations during the financial crisis of 2008–2009: Evidence from 50 equity markets. (2013). Nikkinen, Jussi ; Kotkatvuori-Ornberg, Juha ; Aijo, Janne.
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13. Return performance, Cointegration and short run dynamics of Islamic and non-Islamic indices: evidence from the US and Malaysia during the subprime crisis. (2012). Albaity, Mohamed ; Mudor, Hamdia.
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14. On speculators and hedgers in currency futures markets: who leads whom?. (2011). Röthig, Andreas ; Rothig, Andreas.
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17. INTERNATIONAL TRANSMISSION OF STOCK RETURNS: MEAN AND VOLATILITY SPILLOVER EFFECTS IN INDONESIA AND MALAYSIA. (2010). Kakinaka, Makoto ; Le, Trang Nha .
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18. Dynamic interaction networks in modelling and predicting the behaviour of multiple interactive stock markets. (2009). Pears, Russel ; Kasabov, Nikola ; Widiputra, Harya ; Serguieva, Antoaneta.
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19. International price relationship and volatility transmission between stock index and stock index futures. (2009). Ahmad, Ismail Bin ; Abdul, Fahmi Bin.
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20. Spillovers and correlations between US and major European stock markets: the role of the euro. (2009). Savva, Christos ; Osborn, Denise ; Gill, Len.
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21. Intraday Price Discovery in the DJIA Index Markets. (2006). Tse, Yiuman ; Shen, Yangpin ; Bandyopadhyay, Paramita.
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22. Stock exchanges industry consolidation and shock transmission.. (2006). Idier, Julien.
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23. Behaviour of Stock Markets in South Asia. (2005). Gunasinghe, Chandika.
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24. Volatility, spillover Effects and Correlations in US and Major European Markets. (2005). Savva, Christos ; Osborn, Denise ; Gill, Len.
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25. Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro. (2005). Savva, Christos ; Osborn, Denise ; Gill, Len.
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26. Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro. (2005). Savva, Christos ; Osborn, Denise ; Gill, L.
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27. Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro. (2005). Savva, Christos ; Osborn, Denise ; Gill, L.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:64.

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