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Shiqing Xie & Jiajun Huang. (2014) The Impact of Index Futures on Spot Market Volatility in China. Emerging Markets Finance and Trade 50:sup1, pages 167-177.
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Wen-Hsiu Kuo, Hsinan Hsu & Min-Hsien Chiang. (2008) Foreign investment, regulation, volatility spillovers between the futures and spot markets: evidence from Taiwan. Applied Financial Economics 18:5, pages 421-430.
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Vipul. (2006) Impact of the introduction of derivatives on underlying volatility: evidence from India. Applied Financial Economics 16:9, pages 687-697.
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Articles from other publishers (16)
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.
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Marcel Ausloos, Yining Zhang & Gurjeet Dhesi. (2020) Stock index futures trading impact on spot price volatility. The CSI 300 studied with a TGARCH model. Expert Systems with Applications 160, pages 113688.
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Zura Kakushadze & Juan Andrés SerurZura Kakushadze & Juan Andrés Serur. 2018. 151 Trading Strategies. 151 Trading Strategies
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Na Tan, Yulei Peng, Yanchu Liu & Zhewen Pan. (2017) Index futures trading and spot volatility in China: A semiparametric approach with range-based proxies. Journal of Futures Markets 37:10, pages 1003-1030.
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Xuejun Fan & De Du. (2017) The spillover effect between CSI 500 index futures market and the spot market. China Finance Review International 7:2, pages 249-272.
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Nazli Sila Alan, Ahmet K. Karagozoglu & Sibel Korkmaz. (2016) Growing pains: The evolution of new stock index futures in emerging markets. Research in International Business and Finance 37, pages 1-16.
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Dhanya Alex & Roshna Varghese. (2015) Derivative Trading and Spot Market Volatility: Evidence from Indian Market. International Journal Of Innovation And Economic Development 1:3, pages 23-34.
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Leandro Maciel, Rodrigo Lanna Franco da Silveira, Ivette Luna & Rosangela Ballini. (2012) Impacto dos contratos futuros do Ibovespa na volatilidade dos índices de ações no Brasil: uma análise na crise do subprime. Estudos Econômicos (São Paulo) 42:4, pages 801-825.
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Ebru Çağlayan. (2011) The Impact of Stock Index Futures on the Turkish Spot Market. Journal of Emerging Market Finance 10:1, pages 73-91.
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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.
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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.
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Wen-Hsiu KuoShih-Ju Chan. (2011) The Impact of Introduction of QFIIs Trading on the Lead and Volatility Behavior: Evidence for Taiwan Index Futures Market. Review of Pacific Basin Financial Markets and Policies 09:01, pages 25-49.
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Spyros I. Spyrou. (2016) Index Futures Trading and Spot Price Volatility. Journal of Emerging Market Finance 4:2, pages 151-167.
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Suqin Gu & Xiaowei Gong. (2012) Effect of Equity Index Futures Trading on Stock Market Volatility: Evidence from China. SSRN Electronic Journal.
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