๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The effect of index futures trading on volatility of HSI constituent stocks: A note

โœ Scribed by Andy C.N. Kan

Book ID
117627994
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
478 KB
Volume
5
Category
Article
ISSN
0927-538X

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

The effect of spot and futures trading o
The effect of spot and futures trading on stock index market volatility: A nonparametric approach
โœ M. Illueca; J. A. Lafuente ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 289 KB ๐Ÿ‘ 1 views

## 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

The effect of futures trading on the pri
The effect of futures trading on the price volatility of gnma securities
โœ W. Gary Simpson; Timothy C. Ireland ๐Ÿ“‚ Article ๐Ÿ“… 1982 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 548 KB

ne of the timeless concerns associated with futures trading is the possibility 0 that destabilizing speculation in futures markets will be transmitted to the cash markets causing distortions in the prices of the underlying commodities. With the tremendous growth of the market for futures contracts o