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Information, Trading, and Volatility: Evidence from Weather-Sensitive Markets

✍ Scribed by JEFF FLEMING; CHRIS KIRBY; BARBARA OSTDIEK

Book ID
109176330
Publisher
John Wiley and Sons
Year
2006
Tongue
English
Weight
343 KB
Volume
61
Category
Article
ISSN
0022-1082

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## Abstract Unlike the U.S. and Japanese securities markets, we find new evidence of volatility spillover between index stocks and non‐index stocks following the introductions of index derivatives trading in the Korean securities markets. We further find that the degree of volatility spillover is c