This paper investigates how the introduction of foreign exchange futures has an impact on spot volatility and considers … the contemporaneous and dynamic relationship between spot volatility and foreign exchange futures trading activity … decreases spot volatility. It also increases the rate at which new information is impounded into spot prices but decreases the …

Using data from the Borsa İstanbul (BIST), this study analyzes whether derivatives market operations have a volatility … general volatility spillover effect from the derivatives market to the stock market, except for the frequency that covers all … volatility shocks increases. These results indicate that inexperienced investors should be informed about derivatives markets …

understand the quantum of volume traded and how volume traded affects the underlying volatility. Day trades are about 30% and 46 …% of the total trades for futures and options contracts, respectively. This signifies high volatility. Volume traded by … individuals is bulk compared to other categories for both intraday and non-day trades. This study estimates the volatility volume …

seasonality in the Indian bullion derivative market have not been reported in literature. …

This analysis is the first to investigate the influence of index futures trading volume on spot market volatility for … between VN30-Index futures trading volume and the volatility of the spot market for the HOSE in the short-run. In addition … influence on spot market volatility. Moreover, the results derived from the error correction model (ECM) indicate that only 5 …

one-month variance swap rate, i.e., the CBOE Volatility Index (VIX) accurately. Our research suggests that one should use …