The effects of stock index futures trading on stock index volatility : an analysis of the asymmetric response of volatility to news
Antonios Antoniou ; Phil Holmes ; Richard Priestley
| Year of publication: |
1998
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|---|---|
| Authors: | Antoniou, Antonios |
| Other Persons: | Holmes, Philip (contributor) ; Priestley, Richard (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 18.1998, 2, p. 151-166
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| Subject: | Index-Futures | Index futures | Aktienindex | Stock index | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Deutschland | Germany | Großbritannien | United Kingdom | USA | United States | Japan | Schweiz | Switzerland | Spanien | Spain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001239196