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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
Chang, ECCheng, JWPinegar, JM
KeywordsFutures
G13
G15
Spot portfolio volatility decomposition
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?
DOI: http://dx.doi.org/10.1016/S0378-4266(98)00069-7
Persistent Identifierhttp://hdl.handle.net/10722/85876
ISSN
0378-4266
2023 Impact Factor: 3.6
2023 SCImago Journal Rankings: 1.663
ISI Accession Number ID
WOS:000080072800002

 

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.subjectFutures-
dc.subjectG13-
dc.subjectG15-
dc.subjectSpot portfolio volatility decomposition-
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-
dc.identifier.issnl0378-4266-

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