๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Volatility effects of institutional trading in foreign stocks

โœ Scribed by Chiraphol N. Chiyachantana; Pankaj K. Jain; Christine Jiang; Robert A. Wood


Book ID
116614693
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
186 KB
Volume
30
Category
Article
ISSN
0378-4266

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Volatility and trading demands in stock
โœ Ming-Shiun Pan; Y. Angela Liu; Herbert J. Roth ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 127 KB ๐Ÿ‘ 1 views

## Abstract In this study we examine how volatility and the futures risk premium affect trading demands for hedging and speculation in the S&P 500 Stock Index futures contracts. To ascertain if different volatility measures matter in affecting the result, we employ three volatility estimates. Our e