Work

The effects of stock index futures trading on stock index volatility: An analysis of the asymmetric response of volatility to news

Year: 1998

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/(sici)1096-9934(199804)18:2<151::aid-fut2>3.0.co;2-1

Authors: Antonios Antoniou, Phil Holmes, Richard Priestley

Institutions: Brunel University of London, Durham University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2016981818

FWCI: 8.154

Cites:

Cited by: 175

Related to: 10