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Results:
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Results: 2
New insights into the impact of the introduction of futures trading on stock price volatility
Authors:
McKenzie, MD Brailsford, TJ Faff, RW
Citation:
Md. Mckenzie et al., New insights into the impact of the introduction of futures trading on stock price volatility, J FUT MARK, 21(3), 2001, pp. 237-255
A multi-country study of power ARCH models and national stock market returns
Authors:
Brooks, RD Faff, RW McKenzie, MD Mitchell, H
Citation:
Rd. Brooks et al., A multi-country study of power ARCH models and national stock market returns, J INT MONEY, 19(3), 2000, pp. 377-397
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