Hedge ratios in Greek stock index futures market

By Floros Christos   Vougas Dimitrios V.  

Applied Financial Economics, Vol. 14, Iss. 15, 2004-10 ,pp. : 1125-1136

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

By Bologna Pierluigi   Cavallo Laura  

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

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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