✦ LIBER ✦

The Impact of Universal Stock Futures on Feedback Trading and Volatility Dynamics

✍ Scribed by Frankie Chau; Phil Holmes; Krishna Paudyal

Book ID: 111105909
Publisher: John Wiley and Sons
Year: 2008
Tongue: English
Weight: 560 KB
Volume: 35
Category: Article
ISSN: 0306-686X
DOI: 10.1111/j.1468-5957.2007.02067.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

New insights into the impact of the intr

New insights into the impact of the introduction of futures trading on stock price volatility

✍ Michael D. McKenzie; Timothy J. Brailsford; Robert W. Faff 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 113 KB 👁 2 views

The impact of futures trading on volatil

The impact of futures trading on volatility of the underlying asset in the Turkish stock market

✍ Adnan Kasman; Saadet Kasman 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 243 KB

The Impact of GNMA Futures Trading on Ca

The Impact of GNMA Futures Trading on Cash Market Volatility

✍ John B. Corgel; Gerald D. Gay 📂 Article 📅 1984 🏛 John Wiley and Sons 🌐 English ⚖ 963 KB

The impact of the CSI 300 stock index fu

The impact of the CSI 300 stock index futures: Positive feedback trading and autocorrelation of stock returns

✍ Hou, Yang; Li, Steven 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 471 KB

The effects of stock index futures tradi

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

✍ Antoniou, Antonios; Holmes, Phil; Priestley, Richard 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 197 KB 👁 1 views

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 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 289 KB 👁 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