Amanote Research

Amanote Research

    RegisterSign In

Trading Rules From Forecasting the Collapse of Speculative Bubbles for the S&P 500 Composite Index*

The Journal of Business
doi 10.1086/431450
Full Text
Open PDF
Abstract

Available in full text

Date

September 1, 2005

Authors
Chris BrooksApostolos Katsaris
Publisher

University of Chicago Press


Related search

Strategic Trading by Index Funds and Liquidity Provision Around S&P 500 Index Additions

SSRN Electronic Journal
2010English

Mispricing of S&P 500 Index Options

SSRN Electronic Journal
2006English

Intraday Trading Invariance in the E-Mini S&P 500 Futures Market

SSRN Electronic Journal
2015English

Information Asymmetry Around S&P 500 Index Changes

SSRN Electronic Journal
2012English

Short-Term Dependence in Time Series as an Index of Complexity: Example From the S&p-500 Index

International Business Research
2012English

Index Arbitrage and Nonlinear Dynamics Between the S&P 500 Futures and Cash

Review of Financial Studies
AccountingEconomicsEconometricsFinance
1996English

SV Mixture Models With Application to S&P 500 Index Returns

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2007English

Is Trading Imbalance a Better Explanatory Factor in the Volatility Process? Intraday and Daily Evidence From E-Mini S&P 500 Index Futures and Information-Based Hypotheses

SSRN Electronic Journal
2007English

N-Tuple S&P 500 Index Patterns Across Decades, 1950s to 2011

SSRN Electronic Journal
2013English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy