## 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 nonβKOSPI 200 stocks. Employing both an event study approach and a matchingβsampl
The Effect of Futures Market Volume on Spot Market Volatility
β Scribed by John Board; Gleb Sandmann; Charles Sutcliffe
- Book ID
- 108567922
- Publisher
- John Wiley and Sons
- Year
- 2001
- Tongue
- English
- Weight
- 145 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0306-686X
No coin nor oath required. For personal study only.
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