Futures-Trading Activity and Share Price Volatility in South Africa
Author:
Affiliation:
1. Graduate School of Business, University of Stellenbosch, 7535 Bellville
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance,Accounting
Link
https://www.tandfonline.com/doi/pdf/10.1080/10293523.1997.11082367
Reference8 articles.
1. Futures-Trading Activity and Stock Price Volatility
2. Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets
3. Futures trading and cash market volatility: Stock index and interest rate futures
4. Futures Trading and Volatility in the GNMA Market
5. An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies
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