Does the Introduction of Stock Index Futures Reduce the Stock ...

Singh, Mamta (2006) "Does the Introduction of Stock Index Futures Reduce the Stock Market Volatility,". Management Dynamics: Vol. 6: No. 2, Article 8. DOI ...

Does the introduction of stock index futures eVectively reduce stock ...

Does the introduction of stock index futures. eVectively reduce stock market volatility? Is the `futures eVect' immediate? Evidence from the Italian stock ...

Does the introduction of stock index futures effectively reduce stock ...

The results show that the introduction of stock index futures per se has led to diminished stock market volatility and no other contingent cause seems to have ...

Does the Introduction of Stock Index Futures Reduce the Stock ...

Singh, Mamta (2006) "Does the Introduction of Stock Index Futures Reduce the Stock Market Volatility,". Management Dynamics: Vol. 6: No. 2 ...

Can the introduction of stock index futures stabilize the volatility of ...

(2017) clarified the price guiding role of stock index futures, while Ahn et al. (2019) found that stock index futures still dominate in price discovery, even ...

"Does the Introduction of Stock Index Futures Reduce the Stock ...

The paper also investigates whether there is any change in volatility after the introduction of futures. The estimation of volatility is made at the macro level ...

Does the Introduction of Stock Index Futures Effectively Reduce ...

The results show that the introduction of stock index futures per se has led to diminished stock market volatility and no other contingent cause ...

The Empirical Study about Introduction of Stock Index Futures on the ...

The results showed that over the past 3 years, introduction of stock index futures has reduced the volatility of the spot market which has brought a positive ...

Does futures trading increase stock market volatility? The case of the ...

Tests that compare stock market volatility before and after the introduction of stock index futures produce mixed results. In the US, Edwards, 1988a, Edwards, ...

Does the Introduction of Stock Index Futures Effectively Reduce ...

... For instance, Edwards [14] did not observe a significant increase in the S&P 500 index after the introduction of futures trading. Bologna and Cavallo [15] ...

Analysis of the Effect of Index Futures on Stock Market with a New ...

In addition to previous results, the 3rd groups of researchers show there is no statistically significance re- lationship between Index Futures and stock return ...

Liquidity Effects of the Introduction of the S&P 500 Index Futures ...

For a given number of shares traded, fixed costs can be spread over a higher dollar volume for high-priced stocks, implying a lower fixed-cost component for ...

1990-Will Increased Regulation of Stock Index Futures Reduce ...

Stock index futures were introduced in mid-. 1982 and were an immediate success (Chart 1). By 1984, the dollar value of S&P 500 contracts traded exceeded the ...

index futures introduction and stock market - PhilArchive

They find that in USA and Japan, index futures trading has a positive im- pact on market volatility while they can not find any significant results in other ...

Does the introduction of stock index futures effectively ... - EBSCO

Does the introduction of stock index futures effectively reduce stock market volatility? Is the 'futures effect' immediate? Evidence from the Italian stock ...

What Are Index Futures? Definition, Types, and How to Profit

If there's a market downturn, the stocks within the portfolio would fall in value, but the sold index futures contracts would gain, offsetting the losses from ...

Stock Index Futures Trading Impact on Spot Price Volatility. The CSI ...

Does the introduction of stock index futures effectively reduce stock market volatility? Is the 'future effect' immediate? Evidence from the Italian stock ...

The Effect of Futures Trading on the Underlying Volatility

The results showed that after introduction of the futures trading reduced stock market volatility, due to increase market efficiency. The study is also examined ...

Issues In Stock Index Futures Introduction And Trading. Evidence ...

If anything, the one year period following futures introduction had lower volatility. Intermarket comparison showed futures volatility to be higher. No evidence ...

Stock Index Futures: Meaning, Features, Types & Importance - 5paisa

Simply put, investors use index futures to predict whether a particular benchmark, such as the S&P 500, will increase or decrease, and they can ...