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1. Is the tracking error time-varying? Evidence from agricultural ETCs. (2022). Bohl, Martin T ; Biakowski, Jdrzej ; Perera, Devmali.
   In: Research in International Business and Finance.
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2. Is the Tracking Error Time-Varying? Evidence from Agricultural ETCs. (2022). Biakowski, Jdrzej ; Perera, Devmali ; Bohl, Martin T.
   In: Working Papers in Economics.
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4. The impact of soft intervention on the Chinese financial futures market. (2020). Zhang, Haoran ; Hilliard, Jimmy E.
   In: Journal of Futures Markets.
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6. Financial distress, short sale constraints, and mispricing. (2019). Na, Haejung ; Lee, Inro ; Kim, Dongcheol.
   In: Pacific-Basin Finance Journal.
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7. Stock index futures arbitrage: Evidence from a meta-analysis. (2019). Perera, Devmali ; Biakowski, Jdrzej.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:61:y:2019:i:c:p:284-294.

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8. A novel market efficiency index for energy futures and their term structure risk premiums. (2019). Roberts, Helen ; Premachandra, I M ; Kuruppuarachchi, Duminda.
   In: Energy Economics.
   RePEc:eee:eneeco:v:77:y:2019:i:c:p:23-33.

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9. Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi.
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10. .

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11. Market uncertainty, expected volatility and the mispricing of S&P 500 index futures. (2016). Wu, Wei-Shao ; Hsieh, Wen-Liang G ; Tu, Anthony H.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:35:y:2016:i:c:p:78-98.

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12. Common deviation and regime-dependent dynamics in the index derivatives markets. (2015). Lee, Jaeram ; Ryu, Doojin ; Kang, Jangkoo.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:33:y:2015:i:c:p:1-22.

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13. Arbitrage opportunities and feedback trading in emissions and energy markets. (2015). Chau, Frankie ; Shi, Yukun ; Kuo, Jing-Ming .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:36:y:2015:i:c:p:130-147.

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14. Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity : Evidence from the CAC 40 Index. (2014). de Severac, Beatrice ; Deville, Laurent ; Gresse, Carole.
    In: Economics Papers from University Paris Dauphine.
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15. Direct and Indirect Effects of Index ETFs on Spot†Futures Pricing and Liquidity: Evidence from the CAC 40 Index. (2014). Deville, Laurent ; de Sverac, Batrice ; Gresse, Carole.
    In: European Financial Management.
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16. Futures mispricing, order imbalance, and short-selling constraints. (2013). Lee, Cheng-Few ; Wang, Kehluh ; Lin, Emily.
    In: International Review of Economics & Finance.
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17. A DECOMPOSITION OF STOCK INDEX FUTURES MISPRICING AND THE PRICE EFFECT OF INDEX ARBITRAGE. (2012). Valentina, SINAJ ; Arjin, TUSHAJ .
    In: Studies in Business and Economics.
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18. Trading platform, market volatility and pricing efficiency in the floor-traded and E-mini index futures markets. (2010). Sheu, Her-Jiun ; Hsu, Shufang ; Chung, Huimin.
    In: International Review of Economics & Finance.
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19. The dynamics of the relationship between spot and futures markets under high and low variance regimes. (2009). LI, MINGYUAN LEON .
    In: Applied Stochastic Models in Business and Industry.
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20. Mispricing, Volume, Volatility and Open Interest. (2008). .
    In: Journal of Emerging Market Finance.
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21. Exchange Traded Funds: History, Trading and Research. (2008). DEVILLE, Laurent.
    In: Post-Print.
    RePEc:hal:journl:halshs-00162223.

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22. Stock index futures arbitrage in emerging markets: Polish evidence. (2008). Bialkowski, Jedrzej ; Jakubowski, Jacek .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:17:y:2008:i:2:p:363-381.

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23. Investigating the Pricing Efficiency of Indian Equity Futures Market. (2007). Gupta, Kapil ; Singh, Balwinder.
    In: Management and Labour Studies.
    RePEc:sae:manlab:v:32:y:2007:i:4:p:486-512.

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24. Mispricing Persistence and the Effectiveness of Arbitrage Trading. (2007). Alphonse, Pascal.
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:11:y:2007:i:1-2:p:123-156.

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25. Stock Index Futures Prices and the Asian Financial Crisis-super-. (2007). Mohamad, Shamsher ; Md Nassir, Annuar ; Hassan, Taufiq ; Ariff, Mohamed.
    In: International Review of Finance.
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26. Pricing efficiency and arbitrage: Hong Kong derivatives markets revisited. (2006). Lai, Rose Neng ; Zhang, Zhihua.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:16:p:1185-1198.

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27. Trading futures spreads: an application of correlation and threshold filters. (2006). Evans, Ben ; Laws, Jason ; Dunis, C. L..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:12:p:903-914.

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28. The Introduction of the CAC40 Master Unit and the CAC40 Index Spot-Futures Pricing Relationship. (2006). de Severac, Beatrice ; Deville, Laurent ; Gresse, Carole.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/2933.

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29. Index futures arbitrage before and after the introduction of sixteenths on the NYSE. (2005). Martens, Martin ; Henker, Thomas .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:12:y:2005:i:3:p:353-373.

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30. The International Transmission of Arbitrage Information Across Futures Markets. (2005). Brailsford, Tim ; Bilson, Chris ; Evans, Twm ; Twm Evans, ; Twm Evans, .
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:32:y:2005:i:5-6:p:973-1000.

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31. Transaction costs, arbitrage, and volatility spillover: a note. (2003). Corredor, P. ; Arago, V. ; Santamaria, R..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:12:y:2003:i:3:p:399-415.

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32. Index arbitrage with heterogeneous investors: A smooth transition error correction analysis. (2001). Tse, Yiuman.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:10:p:1829-1855.

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33. ARBITRAGE, COINTEGRATION AND EFFICIENCY IN FINANCIAL MARKETS IN THE PRESENCE OF FINANCIAL CRISES. (2001). Fedderke, Johannes ; Joao, Michelle.
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:69:y:2001:i:3:p:366-384.

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34. Dividend Forecast Biases in Index Option Valuation. (2000). Kumar, Raman ; Rich, Don ; Chance, Don .
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:4:y:2000:i:3:p:285-303.

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35. Modelling bid-ask spreads in competitive dealership markets. (1998). Lai, H N ; Koopman, S. J. M., .
    In: Other publications TiSEM.
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36. Modelling bid-ask spreads in competitive dealership markets. (1998). Koopman, Siem Jan ; Lai, H. N. ; Koopman, S. J. M., .
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37. Preisbildung am schweizerischen SMI-Futuresmarkt: Arbitrage und dynamische Preisbeziehungen. (1997). Zogg-Wetter, Claudia ; Zimmermann, Heinz.
    In: Swiss Journal of Economics and Statistics (SJES).
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38. Economic news and equity market linkages between the U.S. and U.K.. (1995). Friedman, Joseph ; Finnerty, Joseph E. ; Becker, Kent G..
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39. DAX Index Futures: Mispricing and Arbitrage in German Markets. (1994). Kempf, Alexander ; Buhler, Wolfgang .
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