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Article: Does futures trading increase stock market volatility? - The case of the Nikkei Stock Index Futures Markets

TitleDoes futures trading increase stock market volatility? - The case of the Nikkei Stock Index Futures Markets
Authors
Issue Date1999
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jbf
Citation
Journal of Banking & Finance, 1999, v. 23 n. 5, p. 727-753 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/85876
ISSN
2015 Impact Factor: 1.485
2015 SCImago Journal Rankings: 1.264
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorChang, ECen_HK
dc.contributor.authorCheng, JWen_HK
dc.contributor.authorPinegar, JMen_HK
dc.date.accessioned2010-09-06T09:10:16Z-
dc.date.available2010-09-06T09:10:16Z-
dc.date.issued1999en_HK
dc.identifier.citationJournal of Banking & Finance, 1999, v. 23 n. 5, p. 727-753en_HK
dc.identifier.issn0378-4266en_HK
dc.identifier.urihttp://hdl.handle.net/10722/85876-
dc.languageengen_HK
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jbfen_HK
dc.relation.ispartofJournal of Banking & Financeen_HK
dc.rightsJournal of Banking & Finance. Copyright © Elsevier BV.en_HK
dc.titleDoes futures trading increase stock market volatility? - The case of the Nikkei Stock Index Futures Marketsen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0378-4266&volume=23&issue=5&spage=727&epage=753&date=1999&atitle=Does+futures+trading+increase+stock+market+volatility?+-+The+case+of+the+Nikkei+Stock+Index+Futures+Marketsen_HK
dc.identifier.emailChang, EC: ecchang@business.hku.hken_HK
dc.identifier.authorityChang, EC=rp01050en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1016/S0378-4266(98)00069-7-
dc.identifier.scopuseid_2-s2.0-0008620188-
dc.identifier.hkuros43935en_HK
dc.identifier.isiWOS:000080072800002-

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