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A note on the effects of the initiation of major market index futures on the daily returns of the component stocks

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  • Francis E. Laatsch

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  • Francis E. Laatsch, 1991. "A note on the effects of the initiation of major market index futures on the daily returns of the component stocks," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 11(3), pages 313-317, June.
    • Handle: RePEc:wly:jfutmk:v:11:y:1991:i:3:p:313-317
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    Cited by:

    1. Qian Han & Jufang Liang, 2017. "Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(4), pages 411-428, April.
    2. Gary Robinson, 1993. "The Effect of Futures Trading on Cash Market Volatility: Evidence from the London Stock Exchange," Bank of England working papers 19, Bank of England.
    3. Benilde Maria do Nascimento Oliveira & Manuel Jose da Rocha Armada, 2005. "Structural Changes of the Conditional Volatility of the Portuguese Stock Market," Multinational Finance Journal, Multinational Finance Journal, vol. 9(3-4), pages 189-214, September.

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