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The effect of futures trading on cash market volatility : evidence from the London stock exchange
Robinson, Gary - 1993
Persistent link: https://www.econbiz.de/10000875870
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Price limits and volatility in soybean meal futures markets
Cantor, Richard - 1989
Persistent link: https://www.econbiz.de/10000123785
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The effects of stock index futures on cash market volatility : an empirical study
McGartland, Al; Wang, George H. - 1989
Persistent link: https://www.econbiz.de/10000140390
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Chaos and order in the capital markets : a new view of cycles, prices, and market volatility
Peters, Edgar E. - 1991 - 1. [print.]
Persistent link: https://www.econbiz.de/10000327743
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The role of stock index derivative products in equity market volatility
Bhatt, Swati - 1987
Persistent link: https://www.econbiz.de/10000082838
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What's vol got to do with it
Drechsler, Itamar (contributor); Yaron, Amir (contributor) - 2008 - Current draft: May 2008
Persistent link: https://www.econbiz.de/10003727636
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The impact of volatility derivatives on S&P500 volatility
Dawson, Paul; Staikouras, Sotiris K. - In: The journal of futures markets 29 (2009) 12, pp. 1190-1213
Persistent link: https://www.econbiz.de/10003900993
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What's vol got to do with it
Drechsler, Itamar; Yaron, Amir - 2010 - Current draft: December 2009
Persistent link: https://www.econbiz.de/10003971762
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Investor expectations of volatility increases around large stock splits as implied in call option premia
Klein, Linda S.; Peterson, David R. - In: The journal of financial research 11 (1988) 1, pp. 71-80
Persistent link: https://www.econbiz.de/10003602801
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A jump to default extended CEV model : an application of Bessel processes
Carr, Peter; Linetsky, Vadim - In: Finance and stochastics 10 (2006) 3, pp. 303-330
Persistent link: https://www.econbiz.de/10003379774