Futures Trading and Volatility in the GNMA Market
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Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 36 (1981)
Issue (Month): 2 (May)
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- Stéphane Yen & Ming-Hsiang Chen, 2010. "Open interest, volume, and volatility: evidence from Taiwan futures markets," Journal of Economics and Finance, Springer, vol. 34(2), pages 113-141, April.
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- Merrick, John Jr & Naik, Narayan Y. & Yadav, Pradeep K., 2005. "Strategic trading behavior and price distortion in a manipulated market: anatomy of a squeeze," Journal of Financial Economics, Elsevier, vol. 77(1), pages 171-218, July.
- Karathanassis, George & Sogiakas, Vasilios, 2007. "Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis," MPRA Paper 5958, University Library of Munich, Germany.
- Li, Yingzi & Fortenbery, T. Randall, 2013. "Do Speculators in Futures Markets Make Cash Markets More Volatile?," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 151296, Agricultural and Applied Economics Association.
- Bhargava, Vivek & Malhotra, D.K., 2007. "The relationship between futures trading activity and exchange rate volatility, revisited," Journal of Multinational Financial Management, Elsevier, vol. 17(2), pages 95-111, April.
- Staikouras, Sotiris K., 2006. "Testing the stabilization hypothesis in the UK short-term interest rates: Evidence from a GARCH-X model," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(2), pages 169-189, May.
- A. Chatrath & F. Song & B. Adrangi, 2003. "Futures trading activity and stock price volatility: some extensions," Applied Financial Economics, Taylor and Francis Journals, vol. 13(9), pages 655-664.
- Antoniou, Antonios & Koutmos, Gregory & Pericli, Andreas, 2005. "Index futures and positive feedback trading: evidence from major stock exchanges," Journal of Empirical Finance, Elsevier, vol. 12(2), pages 219-238, March.
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