𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The Impact of Index Futures Markets On Australian Sharemarket Volatility

✍ Scribed by Allan Hodgson; Des Nicholls


Book ID
111105464
Publisher
John Wiley and Sons
Year
1991
Tongue
English
Weight
754 KB
Volume
18
Category
Article
ISSN
0306-686X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


The predictive value of temporally disag
✍ Nicholas Taylor πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 300 KB πŸ‘ 1 views

## Abstract This paper examines the benefits to forecasters of decomposing close‐to‐close return volatility into close‐to‐open (nighttime) and open‐to‐close (daytime) return volatility. Specifically, we consider whether close‐to‐close volatility forecasts based on the former type of (temporally agg

Futures trading, spot market volatility,
✍ Bae, Sung C. (author);Kwon, Taek Ho (author);Park, Jong Won (author) πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 182 KB πŸ‘ 2 views

## 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