Stock futures: the effects of their trading on the underlying stocks in Australia-Reference-Cited by-同舟云学术

Stock futures: the effects of their trading on the underlying stocks in Australia

Published:1998-09 Issue:2-3 Volume:8 Page:285-301
ISSN:1042-444X
Container-title:Journal of Multinational Financial Management
language:en
Short-container-title:Journal of Multinational Financial Management

Author:

Lee Chun I.,Tong Hung Cheong

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference18 articles.

1. Stock price volatility some evidence from an ARCH model;Baldauf;The Journal of Futures Markets,1991

2. Speculation, profitability, and stability;Baumol;Review of Economics and Statics,1957

3. Generalized autoregressive conditional heteroscedasticity;Bollerslev;Journal of Econometrics,1986

4. Chassard, C, Halliwell, M., 1986. The NYMEX crude oil futures market an analysis of its performance, Oxford Institute for Energy Studies, Working Paper no. M9.

5. Conrat, 1989. Author please supply data.

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