Index Future Trading and Spot Market Volatility in Frontier Markets: Evidence from Ho Chi Minh Stock Exchange
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance
Link
https://link.springer.com/content/pdf/10.1007/s10690-020-09325-1.pdf
Reference27 articles.
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3. Bessembinder, H., & Seguin, P. J. (1992). Futures trading activity and stock price volatility. The Journal of Finance, 47(5), 2015–2034.
4. Board, J., Sandmann, G., & Sutcliffe, C. (2001). The effect of futures market volume on spot market volatility. Journal of Business Finance and Accounting, 28(7–8), 799–820.
5. Bollerslev, T. (1986). Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 31, 307–327.
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