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: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 18.1998, 2, p. 151-166
|
| Publisher: |
John Wiley & Sons, Ltd. |