FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2282822461> ?p ?o ?g. }

• W2282822461 endingPage "24" @default.
• W2282822461 startingPage "1" @default.
• W2282822461 abstract "This paper investigates price discovery in the association between the South African stock index futures market and the underlying market. Employing an unstructured VAR on intraday data at the 2, 6, and 10 minute frequency for 1998, and end-of-day data for 1996-98, we find that futures markets lead spot markets. While precluding Fama informational efficiency, this does not preclude zero-arbitrage efficiency." @default.
• W2282822461 created "2016-06-24" @default.
• W2282822461 creator A5048138503 @default.
• W2282822461 creator A5057288345 @default.
• W2282822461 date "2001-08-01" @default.
• W2282822461 modified "2023-09-26" @default.
• W2282822461 title "Price Discovery in South African Financial Markets: Investigating the Relationship Between South Africa's Stock Index Futures Market and the Underlying Market" @default.
• W2282822461 cites W1587141723 @default.
• W2282822461 cites W1698069784 @default.
• W2282822461 cites W1831368783 @default.
• W2282822461 cites W1967336851 @default.
• W2282822461 cites W1976777669 @default.
• W2282822461 cites W1993871151 @default.
• W2282822461 cites W2029576777 @default.
• W2282822461 cites W2053030651 @default.
• W2282822461 cites W2075194507 @default.
• W2282822461 cites W2077709628 @default.
• W2282822461 cites W2080653208 @default.
• W2282822461 cites W2098388069 @default.
• W2282822461 cites W2151743685 @default.
• W2282822461 cites W2153562738 @default.
• W2282822461 cites W2890865775 @default.
• W2282822461 cites W4210376077 @default.
• W2282822461 cites W4231546411 @default.
• W2282822461 cites W4237970111 @default.
• W2282822461 doi "https://doi.org/10.1080/10800379.2001.12106311" @default.
• W2282822461 hasPublicationYear "2001" @default.
• W2282822461 type Work @default.
• W2282822461 sameAs 2282822461 @default.
• W2282822461 citedByCount "13" @default.
• W2282822461 countsByYear W22828224612012 @default.
• W2282822461 countsByYear W22828224612016 @default.
• W2282822461 countsByYear W22828224612017 @default.
• W2282822461 countsByYear W22828224612018 @default.
• W2282822461 countsByYear W22828224612022 @default.
• W2282822461 crossrefType "journal-article" @default.
• W2282822461 hasAuthorship W2282822461A5048138503 @default.
• W2282822461 hasAuthorship W2282822461A5057288345 @default.
• W2282822461 hasConcept C10138342 @default.
• W2282822461 hasConcept C106159729 @default.
• W2282822461 hasConcept C106306483 @default.
• W2282822461 hasConcept C127413603 @default.
• W2282822461 hasConcept C136764020 @default.
• W2282822461 hasConcept C151730666 @default.
• W2282822461 hasConcept C160623529 @default.
• W2282822461 hasConcept C162324750 @default.
• W2282822461 hasConcept C19244329 @default.
• W2282822461 hasConcept C204036174 @default.
• W2282822461 hasConcept C2777382242 @default.
• W2282822461 hasConcept C2780299701 @default.
• W2282822461 hasConcept C2780762169 @default.
• W2282822461 hasConcept C2983622608 @default.
• W2282822461 hasConcept C2985330422 @default.
• W2282822461 hasConcept C2993390347 @default.
• W2282822461 hasConcept C39658296 @default.
• W2282822461 hasConcept C41008148 @default.
• W2282822461 hasConcept C52837651 @default.
• W2282822461 hasConcept C556758197 @default.
• W2282822461 hasConcept C78519656 @default.
• W2282822461 hasConcept C86803240 @default.
• W2282822461 hasConcept C88389905 @default.
• W2282822461 hasConceptScore W2282822461C10138342 @default.
• W2282822461 hasConceptScore W2282822461C106159729 @default.
• W2282822461 hasConceptScore W2282822461C106306483 @default.
• W2282822461 hasConceptScore W2282822461C127413603 @default.
• W2282822461 hasConceptScore W2282822461C136764020 @default.
• W2282822461 hasConceptScore W2282822461C151730666 @default.
• W2282822461 hasConceptScore W2282822461C160623529 @default.
• W2282822461 hasConceptScore W2282822461C162324750 @default.
• W2282822461 hasConceptScore W2282822461C19244329 @default.
• W2282822461 hasConceptScore W2282822461C204036174 @default.
• W2282822461 hasConceptScore W2282822461C2777382242 @default.
• W2282822461 hasConceptScore W2282822461C2780299701 @default.
• W2282822461 hasConceptScore W2282822461C2780762169 @default.
• W2282822461 hasConceptScore W2282822461C2983622608 @default.
• W2282822461 hasConceptScore W2282822461C2985330422 @default.
• W2282822461 hasConceptScore W2282822461C2993390347 @default.
• W2282822461 hasConceptScore W2282822461C39658296 @default.
• W2282822461 hasConceptScore W2282822461C41008148 @default.
• W2282822461 hasConceptScore W2282822461C52837651 @default.
• W2282822461 hasConceptScore W2282822461C556758197 @default.
• W2282822461 hasConceptScore W2282822461C78519656 @default.
• W2282822461 hasConceptScore W2282822461C86803240 @default.
• W2282822461 hasConceptScore W2282822461C88389905 @default.
• W2282822461 hasIssue "2" @default.
• W2282822461 hasLocation W22828224611 @default.
• W2282822461 hasOpenAccess W2282822461 @default.
• W2282822461 hasPrimaryLocation W22828224611 @default.
• W2282822461 hasRelatedWork W1480207004 @default.
• W2282822461 hasRelatedWork W2034410058 @default.
• W2282822461 hasRelatedWork W2100193126 @default.
• W2282822461 hasRelatedWork W2158751788 @default.
• W2282822461 hasRelatedWork W2282822461 @default.
• W2282822461 hasRelatedWork W2348311927 @default.
• W2282822461 hasRelatedWork W2352560703 @default.
• W2282822461 hasRelatedWork W2384023246 @default.
• W2282822461 hasRelatedWork W2739351783 @default.
• W2282822461 hasRelatedWork W3122040089 @default.

• next