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Emerging Markets Finance and Trade Volume 51, 2015 - Issue 3
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Regular Articles

Interaction Between Single-Stock Futures and the Underlying Securities: A Cross-Country Analysis

Elif MutluBorsa İstanbul, Research and Business Development Department, Istanbul, TurkeyCorrespondence[email protected]
&
Evren ArıkBorsa İstanbul, Research and Business Development Department, Istanbul, Turkey
Pages 647-657 | Published online: 17 Jun 2015

References

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  • Phylaktis, K., and G. Manalis. 2013. “Futures Trading and Market Microstructure of the Underlying Security: A High Frequency Experiment at the Single Stock Future Level.” Borsa Istanbul Review 13, no. 4: 79–92.
  • Shastri, K.; R.S. Trihumalai; and C.J. Zutter. 2008. “Information Revelation in the Futures Market: Evidence from Single Stock Futures.” Journal of Futures Markets 28, no. 4: 335–353.
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  • Zhu, Y., and Y. Jiang. 2012. “Are Foreign Institutions More or Less Informed? Evidence from China’s Stock Markets.” Emerging Markets Finance & Trade 48: 175–189.

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