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The Impact of GNMA Futures Trading on Cash Market Volatility

Author

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  • John B. Corgel
  • Gerald D. Gay

Abstract

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Suggested Citation

  • John B. Corgel & Gerald D. Gay, 1984. "The Impact of GNMA Futures Trading on Cash Market Volatility," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 12(2), pages 176-190, June.
    • Handle: RePEc:bla:reesec:v:12:y:1984:i:2:p:176-190
    DOI: 10.1111/1540-6229.00317
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    References listed on IDEAS

    as
    1. Johnson, Aaron C., 1973. "Effects of Futures Trading on Price Performance in the Cash Onion Market, 1930-68," Technical Bulletins 160046, United States Department of Agriculture, Economic Research Service.
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    Cited by:

    1. Shang-Jin Wei & Jungshik Kim, 1997. "The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise?," NBER Working Papers 6256, National Bureau of Economic Research, Inc.
    2. S. Wong & C. Yiu & M. Tse & K. Chau, 2006. "Do the Forward Sales of Real Estate Stabilize Spot Prices?," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 289-304, May.
    3. repec:wyi:journl:002169 is not listed on IDEAS
    4. Kai Wu & Yi Liu & Weiyang Feng, 2022. "The Effect of Index Option Trading on Stock Market Volatility in China: An Empirical Investigation," JRFM, MDPI, vol. 15(4), pages 1-19, March.

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