On the public citation graph
Short-Sale Constraints and Efficiency of the Spot-Futures Dynamics
0 signed · 33 inferred · view as graph
Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.
Is this your work? Sign in with ORCID and put your name on the
claims that are yours.
Reference health. See whether every reference in this work resolves to a
known work and none has been retracted — and get a dated CiteStamped
badge you can embed.
What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/(sici)1096-9934(199909)19:6<695::aid-fut4>3.0.co;2-hopenalex-extracted
Mispricing of index futures contracts and short sales constraints
inferredcites →https://doi.org/10.1002/fut.20203openalex-extracted
Nonlinear dynamics and competing behavioral interpretations: Evidence from intra‐day FTSE‐100 index and futures data
inferredcites →https://doi.org/10.1016/0304-405x(87)90042-0openalex-extracted
Constraints on short-selling and asset price adjustment to private information
inferredcites →https://doi.org/10.1016/0377-2217(93)90187-ropenalex-extracted
Stock index futures arbitrage in Finland: Theory and evidence in a new market
inferredcites →https://doi.org/10.1016/0378-4266(94)00026-3openalex-extracted
Stock index futures mispricing: profit opportunities or risk premia?
inferredcites →https://doi.org/10.1016/j.irfa.2011.04.001openalex-extracted
Short-sales constraints and market quality: Evidence from the 2008 short-sales bans
inferredcites →https://doi.org/10.1016/j.jbankfin.2011.01.026openalex-extracted
The 2008 short sale ban: Liquidity, dispersion of opinion, and the cross-section of returns of US financial stocks
inferredcites →https://doi.org/10.1016/j.jfineco.2012.05.013openalex-extracted
Do option markets undo restrictions on short sales? Evidence from the 2008 short-sale ban
inferredcites →https://doi.org/10.1016/s0169-2070(00)00062-5openalex-extracted
A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100
inferredcites →https://doi.org/10.1080/09603100110087996openalex-extracted
Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
inferredcites →https://doi.org/10.1093/rfs/1.2.137openalex-extracted
Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices
inferredcites →https://doi.org/10.1093/rfs/5.1.123openalex-extracted
A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market
inferredcites →https://doi.org/10.1093/rfs/9.1.301openalex-extracted
Index Arbitrage and Nonlinear dynamics Between the S&P 500 Futures and Cash
inferredcites →https://doi.org/10.1111/j.1467-9965.1994.tb00058.xopenalex-extracted
THRESHOLD AUTOREGRESSIVE MODELING IN FINANCE: THE PRICE DIFFERENCES OF EQUIVALENT ASSETS1
inferredcites →https://doi.org/10.1111/j.1468-0084.1996.mp58004008.xopenalex-extracted
TESTING PARAMETER CONSTANCY AND SUPER EXOGENEITY IN ECONOMETRIC EQUATIONS
inferredcites →https://doi.org/10.1111/j.1540-6261.1977.tb03317.xopenalex-extracted
RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION
inferredcites →https://doi.org/10.1111/j.1540-6261.1987.tb04368.xopenalex-extracted
The Temporal Price Relationship Between S&P 500 Futures and the S&P 500 Index
inferredcites →https://doi.org/10.1111/j.1540-6261.1994.tb05149.xopenalex-extracted
Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage‐induced or Statistical Illusion?
inferredcites →https://doi.org/10.1111/j.1540-6261.2011.01700.xopenalex-extracted
Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity Option Markets
inferredcites →https://doi.org/10.1111/j.1540-6288.2001.tb00020.xopenalex-extracted
The Lead‐Lag Relation Between Spot and Futures Markets Under Different Short‐Selling Regimes
inferredcites →https://doi.org/10.1214/aos/1176349040openalex-extracted
Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model
inferredcites →https://doi.org/10.2139/ssrn.1438168openalex-extracted
Prohibitions Versus Constraints: The 2008 Short Sales Regulations
inferredcites →https://doi.org/10.2139/ssrn.1441236openalex-extracted
Emergency Short Selling Restrictions in the Course of the Financial Crisis
inferredcites →https://doi.org/10.2307/1913236openalex-extracted
Co-Integration and Error Correction: Representation, Estimation, and Testing
inferredcites →https://doi.org/10.2307/2331010openalex-extracted
The Dynamics of Stock Index and Stock Index Futures Returns
inferredcites →https://doi.org/10.3390/jrfm11020017openalex-extracted
Equity Options During the Shorting Ban of 2008
inferredcites →https://doi.org/10.3905/jod.1994.407895openalex-extracted
The Impact of Short Sales Constraints on Stock Index futures Prices
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
Editorial review for independent work. ICSAC — the Institute for Complexity
Science and Advanced Computing — runs a structured editorial panel for researchers
publishing outside journals, and publishes on CiteStamp rails. Submission is free
and goes through ORCID: icsacinstitute.org/submit.