The effects of stock index futures trading on stock index volatility: An analysis of the asymmetric response of volatility to news

✍ Scribed by Antoniou, Antonios; Holmes, Phil; Priestley, Richard

• Publisher: John Wiley and Sons
• Year: 1998
• Tongue: English
• Weight: 197 KB
• Volume: 18
• Category: Article
• ISSN: 0270-7314
• DOI: 10.1002/(sici)1096-9934(199804)18:2<151::aid-fut2>3.0.co;2-1