## Abstract This article examines the impact of trading in the Dow Jones Industrial Average (DJIA) index futures and futures options on the conditional volatility of component stocks. It investigates the contention that the introduction of futures and futures options on the DJIA could increase vola
✦ LIBER ✦
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013
✍ Scribed by Charles, Amélie; Darné, Olivier
- Book ID
- 122325419
- Publisher
- Elsevier Science
- Year
- 2014
- Tongue
- English
- Weight
- 624 KB
- Volume
- 43
- Category
- Article
- ISSN
- 0378-4266
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