Share price volatility with the introduction of individual share futures on the Sydney Futures Exchange

International Review of Financial Analysis

Volumn 8, Issue 2, 1999, Pages 153-163

  Dennis, Steven A ^a   Sim, Ah Boon ^b  

^a BALL STATE UNIVERSITY   (United States)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

G13; Share futures; Stock price volatility

Indexed keywords

EID: 0041595344     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1057-5219(99)00013-7     Document Type: Article

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