The effects of stock index futures trading on stock index volatility: An analysis of the asymmetric response of volatility to news
Antoniou, Antonios, Holmes, Phil, Priestley, RichardVolume:
18
Langue:
english
Pages:
16
Journal:
Journal of Futures Markets
DOI:
10.1002/(sici)1096-9934(199804)18:23.0.co;2-1
Date:
April, 1998
Fichier:
PDF, 197 KB
english, 1998