Reference health
Market efficiency in the Spanish derivatives markets: An empirical analysis
8/8 checkable references clean · checked 2026-09-03
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
5 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 8 checked references that resolve
resolves10.1002/fut.3990150405
Return and volatility dynamics in the FT‐SE 100 stock index and stock index futures markets
resolves10.1093/rfs/5.1.123
A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market
resolves10.1002/fut.3990120510
The informational role of end‐of‐the‐day returns in stock index futures
resolves10.1016/0304-4076(92)90086-7
Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
resolves10.1111/j.1540-6261.1987.tb04368.x
The Temporal Price Relationship between S&P 500 Futures and the S&P 500 Index
resolves10.2307/1912934
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
The 5 references without a DOI — listed, not checked
no DOI — not checkedAbhyandar, A. "Does the Stock Index Futures Market Tend to Lead the Cash Market? New Evidence from the FT-SE 100 Stock Index Futures Markets," working paper 96-01, Accountancy and Finance Department, University of Stirling, United Kingdom, 1996.
no DOI — not checkedCaballero, J. M.; Novales, A. "The Spanish Stock Market Futures Contract: A First Analysis,"II Jornadas de Economía Financiera, Bilbao, I, 1995.
no DOI — not checkedCliment, F. J.; Pardo, A. "Estudio de las relaciones entre el contrato de futuros sobre el IBEX-35 y su activo subyacente," working paper WP-EC96-13, IVIE, 1996.
no DOI — not checkedHodgson, A.; Kending, C.; Tahir, M. "Intraday Patterns in Related Markets: Futures and Cash Prices,"Accounting Research Journal, 6, 1993, pp. 36–50.
no DOI — not checkedHodgson, A.; Masih, A; Masih, R. "Multivariate Information Dynamics Between Prices and Futures Trading Volume," working paper, School of Accounting and Finance, Griffith University, 1996.
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