𝔖 Bobbio Scriptorium
✦   LIBER   ✦

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

✍ Scribed by Pok, Wee Ching; Poshakwale, Sunil

Book ID
121423734
Publisher
Taylor and Francis Group
Year
2004
Tongue
English
Weight
153 KB
Volume
14
Category
Article
ISSN
0960-3107

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Futures trading, spot market volatility,
Futures trading, spot market volatility, and market efficiency: The case of the Korean index futures markets
✍ 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

The effect of spot and futures trading o
The effect of spot and futures trading on stock index market volatility: A nonparametric approach
✍ M. Illueca; J. A. Lafuente πŸ“‚ Article πŸ“… 2003 πŸ› John Wiley and Sons 🌐 English βš– 289 KB πŸ‘ 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