THE EFFECTS OF STOCK INDEX FUTURES TRADING ON STOCK INDEX VOLATILITY - AN ANALYSIS OF THE ASYMMETRIC RESPONSE OF VOLATILITY TO NEWS

Authors
ANTONIOU A HOLMES P PRIESTLEY R
Citation
A. Antoniou et al., THE EFFECTS OF STOCK INDEX FUTURES TRADING ON STOCK INDEX VOLATILITY - AN ANALYSIS OF THE ASYMMETRIC RESPONSE OF VOLATILITY TO NEWS, The journal of futures markets, 18(2), 1998, pp. 151-166
Citations number
32
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
18
Issue
2
Year of publication
1998
Pages
151 - 166
Database
ISI
SICI code
0270-7314(1998)18:2<151:TEOSIF>2.0.ZU;2-L