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Holmes, Phil
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The effects of stock index futures trading on stock index volatility: an analysis of the asymmetric response of volatility to news.
Antoniou, Antonios
;
Holmes, Phil
;
Priestley, Richard
-
Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005249083
Saved in:
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The Effects of Stock Index Futures Trading on Stock Index Volatility: An Analysis of the Asymmetric Response of Volatility to News
Antoniou, Antonios
;
Holmes, Phil
;
Priestley, Richard
- In:
The journal of futures markets
18
(
1998
)
2
,
pp. 151-166
Persistent link: https://www.econbiz.de/10007359319
Saved in:
3
The effects of stock index futures trading on stock index volatility: An analysis of the asymmetric response of volatility to news
Antoniou, Antonios
;
Holmes, Phil
;
Priestley, Richard
- In:
Journal of Futures Markets
18
(
1998
)
2
,
pp. 151-166
Persistent link: https://www.econbiz.de/10011197102
Saved in:
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