Volatility impact of stock index futures trading : a revised analysis
Year of publication: |
2012
|
---|---|
Authors: | Matanovic, Eva ; Wagner, Helmut |
Published in: |
Journal of applied finance & banking. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 1792-6599, ZDB-ID 2614242-9. - Vol. 2.2012, 5, p. 113-126
|
Subject: | Volatilität | Volatility | Index-Futures | Index futures | Börsenkurs | Share price |
Extent: | graph. Darst. |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Classification: | G10 - General Financial Markets. General ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; G19 - General Financial Markets. Other |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Lead-Lag Relationship in Spot and Future Market : Evidence from Pakistani Stock Market KSE-100 Index
Ullah, Hamid, (2014)
-
The Lead-Lag Relationship between Volatility Index Futures and Spot in the Korean Stock Market
Qin, Rong-Yuan, (2017)
-
Karagiannis, Sotirios, (2014)
- More ...
-
Volatility Impact of Stock Index Futures Trading - A Revised Analysis
Wagner, Helmut, (2012)
-
Volatility impact of stock index futures trading : a revised analysis
Matanovic, Eva, (2012)
-
Matanovic, Eva, (2010)
- More ...