Index futures and positive feedback trading: evidence from major stock exchanges
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference42 articles.
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3. The effects of stock index futures trading on stock index volatility: an analysis of the asymmetric response of volatility to news;Antoniou;Journal of Futures Markets,1998
4. Nonsynchronous security trading and market index autocorrelation;Atchison;Journal of Finance,1987
5. Stock price volatility: some evidence from an ARCH model;Baldauf;Journal of Futures Markets,1991
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