Intra-day anomalies in the relationship between US futures and European stock indexes

A Innocenti, P Malpenga, L Menconi… - University of Siena …, 2010 - papers.ssrn.com
The paper presents an empirical investigation of the intraday minute by minute relationship
between the US S&P 500 Index Futures and the three major European stock indexes (CAC …

Intraday Anomalies in the Relationship betweenU. S. Futures and European Stock Indexes

A Innocenti, P Malpenga, L Menconi… - The Journal of Index …, 2011 - pm-research.com
The authors present an empirical investigation of the intraday minute by minute relationship
between the US S&P 500 Index Futures and the three major European stock indexes (CAC …

Time Lags in Processing Market-Sensitive Information: A Case Study

A Innocenti, P Malpenga, L Menconi… - Available at SSRN …, 2012 - papers.ssrn.com
The paper analyses a case study of time lag in processing market-sensitive information with
intraday data. On February 2011, the Italian Parliament approved the so called …

[PDF][PDF] Depfid Working Papers

A Innocenti, P Malpenga, L Menconi, A Santoni - 2012 - academia.edu
The paper analyses a case study of time lag in processing market-sensitive information with
intraday data. On February 2011, the Italian Parliament approved the so called …

Time lags in processing market-sensitive information. A case study

A Innocenti, P Malpenga, L Menconi, A Santoni - 2011 - ideas.repec.org
The paper analyses a case study of time lag in processing market-sensitive information with
intraday data. On February 2011, the Italian Parliament approved the so called …

[CITATION][C] Guide book on how to grow short rotation forestry to produce energy in an environmentally sustainable manner

…, E Bonari, G Cocchi, G Facciotto, A Faini, L Malpenga… - 1999 - arpi.unipi.it
Guide book on how to grow short rotation forestry to produce energy in an environmentally
sustainable manner IRIS IRIS Home Sfoglia Macrotipologie & tipologie Autore Titolo Riviste Serie …

Popular culture and performance in Africa

D Coplan - Critical Arts, 1983 - Taylor & Francis
… Like the Ubakala dance-plays, the mal~penga mime of Malawi is popular, yet it is important
to note the way in which first colonial agents and then the community elite moved to coopt …

Stylized facts and trends of high frequency data in financial markets

H Arora - Asian Journal of Research in Business Economics …, 2017 - indianjournals.com
High frequency data has given a paradigm shift to financial markets. High Frequency data is
intra-daily data on financial variables taken at a finer time scale (also termed as "tick size") …

Ultra High Frequency Statistical Arbitrage Across International Index Futures

H Alsayed, F McGroarty - Available at SSRN 2225753, 2013 - papers.ssrn.com
We show that exploitable lead-lag relations of the order of a few hundred milliseconds exist
in the three pairings between the S&P 500, FTSE 100, and DAX futures contracts. These …

Plants in gardens and parks of XVIII century in Piedmont

E Accati, P Gullino - II International Conference on Landscape and …, 2009 - actahort.org
The public historical gardens are generally thoroughly described, while private gardens are
still to be discovered. In Piedmont (Northern Italy) this trend was highlighted by the presence …