The effects of stock index futures trading on stock index volatility; An analysis of the asymmetric response of volatility to news

Journal of Futures Markets

Volumn 18, Issue 2, 1998, Pages 151-166

  Antoniou, Antonios ^a   Holmes, Phil ^b   Priestley, Richard ^c  

^a BRUNEL UNIVERSITY   (United Kingdom)

^b DURHAM UNIVERSITY   (United Kingdom)

^c BI NORWEGIAN BUSINESS SCHOOL   (Norway)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032363231     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(199804)18:2<151::AID-FUT2>3.0.CO;2-1     Document Type: Article

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