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Relationships among US S&P500 stock index, its futures and NASDAQ index futures with volatility spillover and jump diffusion : modeling and hedging performance
Liu, Hsiang-Hsi, (2021)
Does futures trading increase stock market volatility? : The US, Japan, the UK, and Hong Kong
Yi, Sang-bin, (1994)
New evidence on the Monday seasonal in stock returns
Kamara, Avraham, (1997)
Futures Trading and the Price Volatility of GNMA Certificates—Further Evidence
Moriarty, Eugene J., (1985)
Potential hedging use of a futures contract based on a composite stock index
Tosini, Paula A., (1982)
Futures trading and the price volatility of GNMA certificates : further evidence