INDEX FUTURES ACTIVITY AND STOCK MARKET VOLATILITY

Do Futures and Options trading increase stock market volatility? - NSE

any link between trading activity variables in the futures market and spot market volatility. ... Gulen, Huseyin and Stewart Mayhew, 2000, Stock Index Futures ...

Volatility And Market Inefficiency

See, e.g., Edwards, Stock Index Futures and Stock Market Volatility: Evidence and ... hedging and' cash-futures arbitrage activity, resulting in large swings in ...

Today's Stock Options Market Update - Charles Schwab

The Cboe Volatility Index (VIX - 0.49 to 15.65) has been on both sides of the unchanged line today (the intraday range is 15.47-17.00) as equity markets are ...

The Effect of Index Futures Trading on the Underlying Volatility of ...

The risk of the stock market. The introduction of stock index futures introduces a short-selling mechanism, which can well hedge risks, avoid systemic risks in ...

NYSE: The New York Stock Exchange

European indices were also lower ahead of the US open. US futures were modestly higher overnight but briefly turned negative as the 10yr yield moved higher to ...

FII DII Data Today: Cash, Futures & Options - Nifty Trader

Implied Volatility: Monitoring FII activity in stock options provides insights into implied volatility levels and option pricing. Changes in FII positions can ...

evidence from SET50 index futures - TU Digital Collections

Bessembinder H. and P.J. Seguin (1992), "Futures-Trading Activity and Stock Price. Volatility", Journal of Finance, 47, issue 5 ...

2016 - International Journal of Business, Economics and Law

(2001) examined the relation between price volatility, trading volume and open interest for Nikkei 225 stock index futures and ... Activity and Stock Price ...

Equity Index options on futures - CME Group

Access around-the-clock liquidity, market depth, and extensive product choice on the world's benchmark indices. Let's talk. Jump to.

the effect of futures trading activity on the distribution of spot market ...

Stock index futures trading and volatility in international equity markets. Journal of Futures Markets 20, 661-685. [14] Illueca M. and J.A. Lafuente (2003).

Futures Margin and Excess Volatility

Some charge that the relatively low margin levels required for positions in stock index futures contribute to the magnitude of stock price changes. In ...

EFFECT OF INTRODUCTION OF INDEX FUTURES ON STOCK ...

non-programme trading activities relating to S&P 500 index futures. ... index futures contracts on the stock market volatility in respect of both the indices.

Unusual Stock Options Activity - Barchart.com

Stocks: 15 20 minute delay (Cboe BZX is real-time), ET. Volume reflects consolidated markets. Futures and Forex: 10 or 15 minute delay, CT. Market Data powered ...

Determinants of Trading Activity on Single Stock Futures Market ...

the volatility index measures the degree of fluctuation in the share price during the previous 12 months. This volatility measure is calculated as a ...

The Effects of Index Futures Trading Volume on Spot Market ...

Has futures trading activity caused stock price volatility? Journal of Futures Markets 15: 537–57. [CrossRef]. Dungore, Parizad Phiroze, and ...

Futures Contract Splits, Trading Activities and Price Volatility

The underlying index is a market-value weighted index of the 100 largest British companies ranked by market capitalization traded on the London Stock Exchange.

IMPACT OF SINGLE STOCK FUTURES TRADING ON STOCK ...

2.4 Stock Market Volatility and Activities of Futures Markets ... stock market's volatility before and after the introduction of equity-index futures.

Futures trading, spot price volatility and market efficiency - CentAUR

... index and the level of futures-trading activity, as proxied by both trading ... (1988a) Futures Trading and Cash Market Volatility: Stock Index and Interest Rates.

Modeling Symmetric and Asymmetric Volatility in Nifty 50 Index ...

Antoniou, A., & Holmes, P. (1995). Futures trading, information and spot price volatility: evidence for the FTSE-100 Stock Index Futures ...

The Effect of Futures Trading on Cash Market Volatility

Aggarwal, R (1988), 'Stock Index Futures and Cash Market Volatility',. Review ... Bessembinder, H and Seguin, P J (1992), 'Futures-Trading Activity and.