The volatility effect of futures trading: Evidence from LSE traded stocks listed as individual equity futures contracts on LIFFE
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- Nathan Lael Joseph, 2003. "Using monthly returns to model conditional heteroscedasticity," Applied Economics, Taylor & Francis Journals, vol. 35(7), pages 791-801.
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- Mun, Johnathan C. & Vasconcellos, Geraldo M. & Kish, Richard, 1999. "Tests of the Contrarian Investment Strategy Evidence from the French and German stock markets," International Review of Financial Analysis, Elsevier, vol. 8(3), pages 215-234, March.
- Sahlstrom, Petri, 2001. "Impact of stock option listings on return and risk characteristics in Finland," International Review of Financial Analysis, Elsevier, vol. 10(1), pages 19-36.
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