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Does the introduction of stock index futures destabilize the spot market? : Some cross-country evidence from Asia

Dong, Yan; Fan, Cijun; Zhang, Dayong - In: The Chinese economy 49 (2016) 5, pp. 374-394

Persistent link: https://www.econbiz.de/10011666780

Volatility spillovers across stock index futures in Asian markets : evidence from range volatility estimators

Yarovaya, Larisa; Brzeszczyński, Janusz; Lau, Chi Keung - In: Finance research letters 17 (2016), pp. 158-166

Persistent link: https://www.econbiz.de/10011596275

Examining the impact of index futures on information efficiency of stock market : evidence from US, Japan, Hong Kong and India

Chai, Shanglei - In: International journal of economics and finance 7 (2015) 8, pp. 218-228

Persistent link: https://www.econbiz.de/10011346849

Volatility analysis of the Indian stock market : insights from Bank Nifty Index and futures trading

Paientko, Tetiana; Pundir, Rashmi Ravindra Kumar - In: Journal of intercultural management : the journal of … 16 (2025) 4, pp. 5-41

Objective To diagnose the relationship between futures contract trading and the volatility of stocks in the Bank Nifty … and spot market volatility. Findings The analysis revealed that out of the six banks analyzed, just two demonstrated a … statistically significant influence of future trading on volatility, while the remaining four did not exhibit any such relationship …

Persistent link: https://www.econbiz.de/10015417101

An anatomy of Chinese stock and futures markets' dynamic features

Wang, Chaoyou; Guo, Yuanyuan; Ye, Qiang - In: Applied economics letters 22 (2015) 16/18, pp. 1329-1334

Persistent link: https://www.econbiz.de/10011380167

Testing the long-memory features in return and volatility of NSE index

Ahamed, Naseem; Kalita, Mamoni; Tiwari, Aviral Kumar - In: Theoretical economics letters 5 (2015) 3, pp. 431-440

Persistent link: https://www.econbiz.de/10011396558

Re-examining the expiration effects of index futures : evidence from India

Singh, Gurmeet; Muneer, Shaik, - In: International journal of economics and financial issues … 10 (2020) 3, pp. 16-23

Persistent link: https://www.econbiz.de/10012215224

Expiration day effects of stock and index futures on the Warsaw Stock Exchange

Suliga, Milena; Wójtowicz, Tomasz - In: Bank i kredyt 50 (2019) 1, pp. 45-82

Persistent link: https://www.econbiz.de/10012502760

Volatility of COVID-19 pandemic

Wang, Kun; Han, Chuan-Hsiang - In: Applied economics letters 30 (2023) 15, pp. 2004-2008

Persistent link: https://www.econbiz.de/10014324852

Jump-dependent model for optimal index futures hedging in five major Asian stock markets

Lai, Yi-Hao; Wang, Yi-Chiuan - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 786-796

Persistent link: https://www.econbiz.de/10011563109