Does options trading lead to greater cash market volatility?-Reference-Cited by-同舟云学术

Does options trading lead to greater cash market volatility?

Published:1995-10 Issue:7 Volume:15 Page:785-803
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J. Fut. Mark.

Author:

Chatrath Arjun,Ramchander Sanjay,Song Frank

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference37 articles.

1. (1973): “Information Theory and the Extension of the Maximum Likelihood Principle,” In Second International Symposium of Information Theory, Budapest, and , ed. Akadémai¯ Kiadó, Budapest, pp. 267–281.

2. A Comparative Study of Alternative Estimators in a Distributed Lag Model

3. The Interrelation of Stock and Options Market Trading-Volume Data

4. Futures-Trading Activity and Stock Price Volatility

5. Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis

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