Spot price volatility, information and futures trading: evidence from a thinly traded market
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DOI: 10.1080/758525520
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References listed on IDEAS
- Franklin R. Edwards, 1988. "Futures trading and cash market volatility: Stock index and interest rate futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 8(4), pages 421-439, August.
- repec:bla:jfinan:v:44:y:1989:i:5:p:1155-75 is not listed on IDEAS
- Benoit Mandelbrot, 2015.
"The Variation of Certain Speculative Prices,"
World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 3, pages 39-78,
World Scientific Publishing Co. Pte. Ltd..
- Benoit Mandelbrot, 1963. "The Variation of Certain Speculative Prices," The Journal of Business, University of Chicago Press, vol. 36, pages 394-394.
- repec:bla:jfinan:v:44:y:1989:i:1:p:1-17 is not listed on IDEAS
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- Hyun-Jung Ryoo & Graham Smith, 2004. "The impact of stock index futures on the Korean stock market," Applied Financial Economics, Taylor & Francis Journals, vol. 14(4), pages 243-251.
- Mustafa Okur & Emrah Cevik, 2013.
"Testing Intraday Volatility Spillovers in Turkish Capital Markets: Evidence from Ise,"
Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 26(3), pages 99-116, January.
- Okur, Mustafa & Cevik, Emrah Ismail, 2013. "Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE," MPRA Paper 71477, University Library of Munich, Germany, revised 2013.
- Wurm, Laura, 2021. "Strangling speculation: The effect of the 1903 Viennese futures trading ban," QUCEH Working Paper Series 21-09, Queen's University Belfast, Queen's University Centre for Economic History.
- Chien-Cheng Wang & Yung-Shi Liau & Jack J.W. Yang, 2009. "Information Spillovers In The Spot And Etf Indices In Taiwan," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 3(1), pages 117-131.
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