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Article: Does futures trading increase stock market volatility? - The case of the Nikkei Stock Index Futures Markets
Title | Does futures trading increase stock market volatility? - The case of the Nikkei Stock Index Futures Markets |
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Authors | |
Keywords | Futures G13 G15 Spot portfolio volatility decomposition |
Issue Date | 1999 |
Publisher | Elsevier 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 Identifier | http://hdl.handle.net/10722/85876 |
ISSN | 2023 Impact Factor: 3.6 2023 SCImago Journal Rankings: 1.663 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Chang, EC | en_HK |
dc.contributor.author | Cheng, JW | en_HK |
dc.contributor.author | Pinegar, JM | en_HK |
dc.date.accessioned | 2010-09-06T09:10:16Z | - |
dc.date.available | 2010-09-06T09:10:16Z | - |
dc.date.issued | 1999 | en_HK |
dc.identifier.citation | Journal of Banking & Finance, 1999, v. 23 n. 5, p. 727-753 | en_HK |
dc.identifier.issn | 0378-4266 | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/85876 | - |
dc.language | eng | en_HK |
dc.publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jbf | en_HK |
dc.relation.ispartof | Journal of Banking & Finance | en_HK |
dc.rights | Journal of Banking & Finance. Copyright © Elsevier BV. | en_HK |
dc.subject | Futures | - |
dc.subject | G13 | - |
dc.subject | G15 | - |
dc.subject | Spot portfolio volatility decomposition | - |
dc.title | Does futures trading increase stock market volatility? - The case of the Nikkei Stock Index Futures Markets | en_HK |
dc.type | Article | en_HK |
dc.identifier.openurl | http://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+Markets | en_HK |
dc.identifier.email | Chang, EC: ecchang@business.hku.hk | en_HK |
dc.identifier.authority | Chang, EC=rp01050 | en_HK |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.doi | 10.1016/S0378-4266(98)00069-7 | - |
dc.identifier.scopus | eid_2-s2.0-0008620188 | - |
dc.identifier.hkuros | 43935 | en_HK |
dc.identifier.isi | WOS:000080072800002 | - |
dc.identifier.issnl | 0378-4266 | - |