✦ LIBER ✦

Share price volatility with the introduction of individual share futures on the Sydney Futures Exchange

✍ Scribed by Dennis, Steven A.; Sim, Ah Boon

Book ID: 122881169
Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 80 KB
Volume: 8
Category: Article
ISSN: 1057-5219
DOI: 10.1016/S1057-5219(99)00013-7

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A comparison of futures pricing models i

A comparison of futures pricing models in a new market: The case of individual share futures

✍ Brailsford, T.J.; Cusack, A.J. 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 234 KB 👁 2 views

Problems associated with pricing tests of index futures include the general inability to trade the underlying index as an individual security, thin trading in the constituent stocks of the index, and the inability to adjust for all dividend payments in the underlying index. These problems are discus

New insights into the impact of the intr

New insights into the impact of the introduction of futures trading on stock price volatility

✍ Michael D. McKenzie; Timothy J. Brailsford; Robert W. Faff 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 113 KB 👁 2 views

Price Discovery in the Pits: The Role of

Price Discovery in the Pits: The Role of Market Makers on the CBOT and the Sydney Futures Exchange

✍ Alex Frino; Frederick H. deB. Harris; Thomas H. McInish; Michael J. Tomas III 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 125 KB 👁 1 views

## Abstract This paper uses the methods of error correction and common factor analysis to estimate the contribution of locals (market makers who may participate directly by trading for their own account) and non‐local traders to price discovery on the floor of the Chicago Board of Trade (CBOT) and

The impact of the introduction of future

The impact of the introduction of futures contracts on the spot market volatility: the case of Kuala Lumpur Stock Exchange

✍ Pok, Wee Ching; Poshakwale, Sunil 📂 Article 📅 2004 🏛 Taylor and Francis Group 🌐 English ⚖ 153 KB

Regulatory lessons for emerging stock ma

Regulatory lessons for emerging stock markets from a century of evidence on transactions costs and share price volatility in the London Stock Exchange

✍ Christopher J. Green; Paolo Maggioni; Victor Murinde 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 197 KB

[IEEE 2012 Fifth International Conferenc

[IEEE 2012 Fifth International Conference on Business Intelligence and Financial Engineering (BIFE) - Lanzhou, Gansu, China (2012.08.18-2012.08.21)] 2012 Fifth International Conference on Business Intelligence and Financial Engineering - CSI 300 Stock Index Futures to Launch an Empirical Research on A-Share of the Spot Market Pricing Efficiency and Operating Efficiency Influence

✍ Dai-Jun, Zhang; Wei, Chen; Meng-Na, Hou 📂 Article 📅 2012 🏛 IEEE ⚖ 160 KB