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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Estimating the impact of good news on stock market volatility

By Malik Farooq  

Applied Financial Economics, Vol. 21, Iss. 8, 2011-04 ,pp. : 545-554

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Effects of index option introduction on stock index volatility: a procedure for empirical testing based on SSC-GARCH models

By BECCHETTI LEONARDO   CAGGESE ANDREA  

Applied Financial Economics, Vol. 10, Iss. 3, 2000-06 ,pp. : 323-341

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Pricing Taiwan option market with GARCH and stochastic volatility

By Huang Hung-Hsi   Wang Ching-Ping   Chen Shiau-Hung  

Applied Financial Economics, Vol. 21, Iss. 10, 2011-05 ,pp. : 747-754

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Using volume to forecast stock market volatility around the time of the 1929 crash

By Ewing Bradley   Thompson Mark   Yanochik Mark  

Applied Financial Economics, Vol. 17, Iss. 14, 2007-10 ,pp. : 1123-1128

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