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The effects of stock index futures trading on stock index volatility: An analysis of the asymmetric response of volatility to news
Antoniou, Antonios, (1998)
Systematic Risk and Returns to Stock Index Futures Contracts: International Evidence
Antoniou, Antonios, (1994)
Market Efficiency, Thin Trading and Non-linear Behaviour: Evidence from an Emerging Market
Antoniou, Antonios, (1997)