Stock futures: The effects of their trading on the underlying stocks in Australia

Journal of Multinational Financial Management

Volumn 8, Issue 2-3, 1998, Pages 285-301

  Lee, Chun I ^a   Tong, Hung Cheong ^b  

^a TEXAS SOUTHERN UNIVERSITY   (United States)

^b UNIVERSITY OF WAIKATO   (New Zealand)

Author keywords

G 10; Stock futures; Volatility

Indexed keywords

EID: 0038900127     PISSN: 1042444X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s1042-444x(98)00032-2     Document Type: Article

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