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The Effect of Futures Market Volume on Spot Market Volatility
Home
Publications
The Effect of Futures Market Volume on Spot Market Volatility
The Effect of Futures Market Volume on Spot Market Volatility
JB
John Board
John Board
GS
Gleb Sandmann
Gleb Sandmann
Charles Sutcliffe
Charles Sutcliffe
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1 September 2001
journal article
Published by
Wiley
in
Journal of Business Finance & Accounting
Vol. 28
(7-8)
,
799-819
https://doi.org/10.1111/1468-5957.00394
Abstract
No abstract available
Keywords
FUTURES MARKETS
VOLUME
STOCHASTIC VOLATILITY
EQUITY MARKET VOLATILITY
GARCH
Cited by 37 articles