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

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Technical trading strategies and cross-national information linkage: the case of Taiwan stock market

By Chang Yung-Ho   Metghalchi Massoud   Chan Chia-Chung  

Applied Financial Economics, Vol. 16, Iss. 10, 2006-06 ,pp. : 731-743

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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

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

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