Price variability, trading volume and market depth: evidence from the Australian futures market

By Ragunathan Vanitha   Peker Albert  

Applied Financial Economics, Vol. 7, Iss. 5, 1997-10 ,pp. : 447-454

Routledge Ltd

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Does the introduction of stock index futures effectively reduce stock market volatility? Is the 'futures effect' immediate? Evidence from the Italian stock exchange using GARCH

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Applied Financial Economics, Vol. 12, Iss. 3, 2002-03 ,pp. : 183-192

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Heterogeneous information flows and intra-day volatility dynamics: evidence from the UK FTSE-100 stock index futures market

By McMillan David G.   Speight Alan E. H.  

Applied Financial Economics, Vol. 16, Iss. 13, 2006-09 ,pp. : 959-972

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Are technical trading strategies still profitable? Evidence from the Taiwan Stock Index Futures Market

By Chiang Yi-Chein   Ke Mei-Chu   Liao Tung Liang   Wang Cin-Dian  

Applied Financial Economics, Vol. 22, Iss. 12, 2012-06 ,pp. : 955-965

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Inter-market spread trading: evidence from UK index futures markets

By Butterworth Darren   Holmes Phil  

Applied Financial Economics, Vol. 12, Iss. 11, 2002-11 ,pp. : 783-790

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