Citations (24)
Keep up to date with the latest research on this topic with citation updates for this article.
Read on this site (5)
Mohammad Shameem Jawed & Prasenjit Chakrabarti. (2018) Role of Algorithmic and Co-Location Trading on the Speed of Information Adjustments: Evidence from India. Emerging Markets Finance and Trade 54:9, pages 2021-2039.
Read now
Read now
George Filis, Christos Floros & Bruno Eeckels. (2011) Option listing, returns and volatility: evidence from Greece. Applied Financial Economics 21:19, pages 1423-1435.
Read now
Read now
Abhilash S. Nair. (2011) Existence and extent of impact of individual stock derivatives on spot market volatility in India. Applied Financial Economics 21:8, pages 563-600.
Read now
Read now
Chia-Pin Chen, Ying-Sing Liu & Chih-Wen Hsu. (2010) The impact of speculative trading activities on the speculative market: a case of Taiwan stock index futures market. Applied Financial Economics 20:23, pages 1761-1768.
Read now
Read now
Vipul. (2006) Impact of the introduction of derivatives on underlying volatility: evidence from India. Applied Financial Economics 16:9, pages 687-697.
Read now
Read now
Articles from other publishers (19)
Prachi Jain & Kiran Kumar Kotha. (2022) Does options improve the information absorption? Evidence from the introduction of weekly index options. International Review of Finance 22:4, pages 770-776.
Crossref
Crossref
Süleyman Gürbüz & Ahmet Şahbaz. (2022) Investigating the volatility spillover effect between derivative markets and spot markets via the wavelets: The case of Borsa İstanbul. Borsa Istanbul Review 22:2, pages 321-331.
Crossref
Crossref
Xiaole Wan, Zhen Zhang, Chi Zhang & Qingchun Meng. (2020) Stock Market Temporal Complex Networks Construction, Robustness Analysis, and Systematic Risk Identification: A Case of CSI 300 Index. Complexity 2020, pages 1-19.
Crossref
Crossref
Ashish Kumar. (2015) Impact of Currency Futures on Volatility in Exchange Rate. Paradigm 19:1, pages 95-108.
Crossref
Crossref
Guangxi Cao, Yan Han, Weijun Cui & Yu Guo. (2014) Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data. Physica A: Statistical Mechanics and its Applications 414, pages 308-320.
Crossref
Crossref
Kai-Li Wang, Christopher Fawson, Mei-Ling Chen & An-Chi Wu. (2014) Characterizing information flows among spot, deliverable forward and non-deliverable forward exchange rate markets: A cross-country comparison. Pacific-Basin Finance Journal 27, pages 115-137.
Crossref
Crossref
Ebru Çağlayan. (2011) The Impact of Stock Index Futures on the Turkish Spot Market. Journal of Emerging Market Finance 10:1, pages 73-91.
Crossref
Crossref
P. Srinivasan. (2011) Stock Futures Trading Information and Spot Price Volatility: Evidence from the Indian Pharmaceutical Sector. Asia Pacific Business Review 7:1, pages 81-91.
Crossref
Crossref
George A. Karathanassis & Vasilios I. Sogiakas. (2009) Spill over effects of futures contracts initiation on the cash market: a regime shift approach. Review of Quantitative Finance and Accounting 34:1, pages 95-143.
Crossref
Crossref
P. SrinivasanK. Srinivasan & Malabika Deo. (2009) Impact of Derivatives and Asymmetric Effect on Indian Stock Market Volatility. Asia Pacific Business Review 5:3, pages 11-18.
Crossref
Crossref
Sathya Swaroop Debasish. (2009) Effect of futures trading on spot‐price volatility: evidence for NSE Nifty using GARCH. The Journal of Risk Finance 10:1, pages 67-77.
Crossref
Crossref
Johan de Beer. (2009) Changes in the volatility level and structure of shares post single stock futures trading. Corporate Ownership and Control 7:2, pages 279-295.
Crossref
Crossref
Kuldeep Shastri, Ramabhadran S. Thirumalai & Chad J. Zutter. (2008) Information revelation in the futures market: Evidence from single stock futures. Journal of Futures Markets 28:4, pages 335-353.
Crossref
Crossref
Spyros I. Spyrou. (2016) Index Futures Trading and Spot Price Volatility. Journal of Emerging Market Finance 4:2, pages 151-167.
Crossref
Crossref
Chris Bilson, Tim Brailsford & Twm Evans. (2005) The International Transmission of Arbitrage Information Across Futures Markets. Journal of Business Finance <html_ent glyph="@amp;" ascii="&"/> Accounting 32:5-6, pages 973-1000.
Crossref
Crossref
Phil Holmes & Mark Tomsett. (2004) Information and Noise in U.K. Futures Markets. Journal of Futures Markets 24:8, pages 711-731.
Crossref
Crossref
Sibani Prasad Sarangi & K. Uma Shankar Patnaik. (2006) Impact of Futures and Options on the Underlying Market Volatility: An Empirical Study on S&P CNX Nifty Index. SSRN Electronic Journal.
Crossref
Crossref
Divya Verma Gakhar. (2015) Indian Derivatives Market: A Study of Impact on Volatility and Investor Perception. SSRN Electronic Journal.
Crossref
Crossref
Sotirios Karagiannis. (2003) A Further Investigation of the Lead-Lag Relationship in Returns and Volatility between the Spot Market and Stock Index Futures: Early Evidence from Greece. SSRN Electronic Journal.
Crossref
Crossref