Index futures and positive feedback trading: evidence from major stock exchanges
β Scribed by Antonios Antoniou; Gregory Koutmos; Andreas Pericli
- Book ID
- 116641534
- Publisher
- Elsevier Science
- Year
- 2005
- Tongue
- English
- Weight
- 180 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0927-5398
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract This study investigates the trading activity of the Taiwan Futures Exchange (TAIFEX) and Singapore Exchange Derivatives Trading Limited (SGXβDT) Taiwan Stock Index Futures markets by analyzing the intraday patterns of volume and volatility. In addition, the market closure theory, which
## Abstract This study examines commonality in trading activity by various types of institutional investors across futures and stock markets, and the dynamic relationship between the common factors in trading activity and the futuresβcash basis. The empirical results provide evidence of commonality