The Effects of Stock Index Futures Trading on Stock Index Volatility: An Analysis of the Asymmetric Response of Volatility to News
| Year of publication: |
1998
|
|---|---|
| Authors: | Antoniou, Antonios ; Holmes, Phil ; Priestley, Richard |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 18.1998, 2, p. 151-166
|