Example sentences of "daily data for the " in BNC.
Next page| No | Sentence |
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| 1 | Using daily data for the FT-SE 100 for the period from June 1984 to June 1988 , Yadav and Pope ( 1990 ) examined proportionate mispricings , that is , the mispricing divided by the current spot price . |
| 2 | Using daily data for the period from June 1987 to June 1988 ( 272 observations ) , after allowing for transactions costs of 0.5–1% , they found a substantial degree of underpricing for Nikkei Stock Average futures : 42% of the time there was an underpricing in excess of the estimated transaction costs . |
| 3 | Using daily data for the period from October 1984 to September 1985 , they found that the covariance between the riskless rate of interest and the rate of return on the spot asset had a statistically significant positive effect on the futures price . |
| 4 | Ng ( 1987 ) used daily data for the period 1981–6 on the near contract for the S&P500 and VLCI indices and five currencies to look for Granger causality between spot and futures prices . |
| 5 | He used daily data for the spot and futures prices of the S&P500 and NYSE Composite indices for the period from 1982 to 1986 . |