Does futures trading increase stock market volatility? the case of the Nikkei stock index futures markets

Journal of Banking and Finance

Volumn 23, Issue 5, 1999, Pages 727-753

  Chang, Eric C ^a,b   Cheng, Joseph W ^c   Pinegar, J Michael ^d  

^a GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

^c CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

^d BRIGHAM YOUNG UNIVERSITY   (United States)

Author keywords

Futures; G13; G15; Spot portfolio volatility decomposition

Indexed keywords

EID: 0008620188     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(98)00069-7     Document Type: Article

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