The effects of stock index futures trading on stock index...

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
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Volume:
18
Language:
english
Pages:
16
Journal:
Journal of Futures Markets
DOI:
10.1002/(sici)1096-9934(199804)18:23.0.co;2-1
Date:
April, 1998
File:
PDF, 197 KB
english, 1998
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