The impact of futures trading on volatility of the underlying asset in the Turkish stock market

Physica A: Statistical Mechanics and its Applications

Volumn 387, Issue 12, 2008, Pages 2837-2845

  Kasman, Adnan ^a   Kasman, Saadet ^a  

^a DOKUZ EYLUL UNIVERSITY   (Turkey)

Author keywords

EGARCH; Futures market; Turkish derivative exchange; Volatility

Indexed keywords

COMMERCE; COSTS; MARKETING;

FUTURES MARKET; TURKISH DERIVATIVE EXCHANGE;

ASSET MANAGEMENT;

EID: 40249088136     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2008.01.084     Document Type: Article

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