Strangling speculation: the effect of the 1903 Viennese futures trading ban
Author:
Funder
H2020 Marie Skłodowska-Curie Actions
Danube University Krems University for Continuing Education
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s11698-024-00294-3.pdf
Reference68 articles.
1. Alexakis P (2007) On the effect of index futures trading on stock market volatility. Int Res J Financ Econ 11:7–20
2. Antoniou A, Holmes P (1995) Futures trading, information and spot price volatility: evidence for the FTSE-100 stock index futures contract using GARCH. J Bank Finance 19:117–129. https://doi.org/10.1016/0378-4266(94)00059-C
3. Austria. ANNO – AustriaN newspapers Online. http://anno.onb.ac.at/
4. Baklaci H, Tutek H (2006) The impact of the futures market on spot volatility: an analysis in Turkish derivatives markets. WIT Trans Model Simul 43:237–246. https://doi.org/10.2495/CF060231
5. Balcombe K (2009) The nature and determinants of volatility in agricultural prices. University Library of Munich, Munich
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