The impact of stock index futures on the Korean stock market

By Ryoo Hyun-Jung   Smith Graham  

Applied Financial Economics, Vol. 14, Iss. 4, 2004-01 ,pp. : 243-251

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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Price volatility, trading volume, and market depth: evidence from the Japanese stock index futures market

By Watanabe Toshiaki  

Applied Financial Economics, Vol. 11, Iss. 6, 2001-12 ,pp. : 651-658

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

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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

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

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