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The Capital Asset Pricing Model and Weekly Futures Returns : The Case of the FTSE-100 Stock Index Futures Contract
Antoniou, Antonios,
The Relationship between Futures Trading and Spot Price Volatility: Distinguishing Between the Message and the Messenger
The effects of stock index futures trading on stock index volatility : an analysis of the asymmetric response of volatility to news
Antoniou, Antonios, (1998)