The effect of index futures trading on volatility of HSI constituent stocks: A note

Pacific Basin Finance Journal

Volumn 5, Issue 1, 1997, Pages 105-114

  Kan, Andy C N ^a  

^a HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

Author keywords

Constituent stocks; Hang Seng Index (HSI); Volatility

Indexed keywords

EID: 0031065902     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0927-538x(96)00023-6     Document Type: Article

References (11)

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