The impact of single stock futures on the South African equity market
Year of publication: |
2008-11-30
|
---|---|
Authors: | De Beer, Johannes Scheepers |
Other Persons: | Marx, J. (contributor) |
Subject: | Equity shares | event study | futures trading | GARCH model | price effect | single stock futures | spot market | volatility effect | volatility level | volatility structure | volume effect |
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