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On the qualitative properties of futures market equilibrium

✍ Scribed by Michael J. P. Magill; Manfred Nermuth

Book ID
112500706
Publisher
Springer Vienna
Year
1986
Tongue
English
Weight
880 KB
Volume
46
Category
Article
ISSN
1617-7134

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## Abstract We examine the effect of the introduction of index futures trading in the Korean markets on spot price volatility and market efficiency of the underlying KOSPI 200 stocks, relative to the carefully matched non‐KOSPI 200 stocks. Employing both an event study approach and a matching‐sampl