1. Stock index futures and cash market volatility;Aggarwal;Review of Futures Markets,1988
2. Stock price volatility: Some evidence from an ARCH model;Baldauf;Journal of Futures Markets,1991
3. Will increased regulation of stock index futures reduce stock market volatility?;Becketti;Federal Reserve Bank of Kansas City Economic Review November/December,1990
4. The causal relationship between futures price volatility and the cash price volatility of GNMA securities;Bhattacharya;Journal of Futures Markets,1986
5. Information, volatility, volume and maturity: An investigation of stock index futures;Board;University of Southampton Discussion Paper No. 91-5,1991