JOURNAL ARTICLE

Stock Index Futures Trading and Spot Market Volatility

George KarathanassisVasilios Sogiakas

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

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

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