The effects of stock index futures trading on stock index volatility: an analysis of the asymmetric response of volatility to news.
| Authors: | Antoniou, Antonios ; Holmes, Phil ; Priestley, Richard |
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| Institutions: | Economics and Finance Section, School of Social Sciences, Brunel University |
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| Type of publication: | Book / Working Paper |
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Persistent link: https://www.econbiz.de/10005249083