Growing pains: The evolution of new stock index futures in emerging markets-Reference-Cited by-同舟云学术

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Growing pains: The evolution of new stock index futures in emerging markets

Published:2016-05 Issue: Volume:37 Page:1-16
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Sila Alan Nazli,Karagozoglu Ahmet K.,Korkmaz Sibel

Funder

Hofstra University

Scientific and Technology Research Council of Turkey

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference38 articles.

1. Volatility returns with vengeance: financial markets vs. commodities;Aboura;Res. Int. Bus. Financ.,2015

2. Futures trading, spot market volatility, and market efficiency: the case of the Korean index futures markets;Bae;J. Futures Mark.,2004

3. Bivariate garch estimation of the optimal commodity futures Hedge;Baillie;J. Appl. Econom.,1991

4. Futures-trading activity and stock price volatility;Bessembinder;J. Financ.,1992

5. Price volatility, trading volume, and market depth: evidence from futures markets;Bessembinder;J. Fin. Quant. Anal.,1993

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1. Do the advantages of offshore exchanges enhance hedging effectiveness? - evidence from Japanese and Indian dual-listed index futures;Applied Economics;2024-03-23

2. Spot–Futures Price Adjustments in the Nikkei 225: Linear or Smooth Transition? Financial Centre Leadership or Home Bias?;Journal of Risk and Financial Management;2023-02-12

3. Effect of futures trading on the liquidity of underlying stocks: Evidence from Vietnam;Pacific-Basin Finance Journal;2022-06

4. Stock index futures trading impact on spot price volatility. The CSI 300 studied with a TGARCH model;Expert Systems with Applications;2020-12

5. Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs;Journal of Futures Markets;2019-08-12

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