Stock Index Futures Trading and Spot Market Volatility

George Karathanassis; Vasilios Sogiakas

doi:10.2139/ssrn.890261

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JOURNAL ARTICLE

Stock Index Futures Trading and Spot Market Volatility

George Karathanassis Vasilios Sogiakas

Year: 2006 Journal: SSRN Electronic Journal Publisher: RELX Group (Netherlands)

DOI: 10.2139/ssrn.890261

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Keywords:

Financial economics Futures contract Volatility (finance) Spot market Stock market index Algorithmic trading Stock market volatility Stock index futures Stock market Business Economics Econometrics Geography

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Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

Market Dynamics and Volatility

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Financial Markets and Investment Strategies

Social Sciences → Economics, Econometrics and Finance → Finance

Stock Index Futures Trading and Spot Market Volatility

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