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Applied Economics Letters Volume 8, 2001 - Issue 3
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Original Articles

Index futures trading and spot price volatility

Shang-Wu Yu
Pages 183-186 | Published online: 06 Oct 2010

References

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  • Kamara , A. , Miller , T. W. and Siegel , A. F. 1992 . The effect of futures trading on the stability of standard and Poor 500 Returns . Journal of Futures Markets , 12 : 645 – 658 .
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