𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Comments ‘the effect of the stock market on investment: a comparative study’ by M. Mullins and S.B. Wadhwani

✍ Scribed by Koichi Hamada

Book ID
115874742
Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
176 KB
Volume
33
Category
Article
ISSN
0014-2921

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The effect of spot and futures trading on stock index market volatility: A nonparametric approach
✍ M. Illueca; J. A. Lafuente 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 289 KB 👁 1 views

## Abstract This article provides empirical evidence on the intraday relation between spot volatility and trading volume in the Spanish stock index futures market. GARCH methodology is used to estimate spot volatility. We analyze the potential relation between spot and futures trading volume and sp