Market closure effects on return, volatility, and turnover patterns in the Hong Kong index futures market
โ Scribed by Richard Yan-ki Ho; Raymond Siu-kuen Lee
- Book ID
- 117699618
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 119 KB
- Volume
- 8
- Category
- Article
- ISSN
- 1042-4431
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
## 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
## Abstract During 1999 and 2000, three major futures exchanges transferred trading in stock index futures from open outcry to electronic markets: the London International Financial Futures and Options Exchange (LIFFE); the Sydney Futures Exchange (SFE); and the Hong Kong Futures Exchange (HKFE). T