HAS FUTURES TRADING ACTIVITY CAUSED STOCK-PRICE VOLATILITY

被引：46
作者：
DARRAT, AF [1 ]
RAHMAN, S [1 ]
机构：
[1] PORTLAND STATE UNIV, PORTLAND, OR 97207 USA
来源：
JOURNAL OF FUTURES MARKETS | 1995年 / 15卷 / 05期
关键词：
D O I：
10.1002/fut.3990150503
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：537 / 557
页数：21
相关论文
共 85 条
[1]  
Aggarwal R., 1988, REV FUTURES MARKETS, V7, P290
[2]   THE RELATIONSHIP BETWEEN GOVERNMENT DEFICITS, MONEY GROWTH, AND INFLATION [J].
AHKING, FW ;
MILLER, SM .
JOURNAL OF MACROECONOMICS, 1985, 7 (04) :447-467
[3]   VOLATILITY, EFFICIENCY, AND TRADING - EVIDENCE FROM THE JAPANESE STOCK-MARKET [J].
AMIHUD, Y ;
MENDELSON, H .
JOURNAL OF FINANCE, 1991, 46 (05) :1765-1789
[4]  
AMIHUD Y, 1987, J FINANC, V42, P533
[5]  
BECKETTI S, 1990, FINANCIAL MARKET VOL
[6]  
Becketti S., 1990, ECON REV, V75, P33
[7]  
BECKETTI S, 1989, ECON REV, V74, P17
[8]   DOES THE TREASURY BOND FUTURES MARKET DESTABILIZE THE TREASURY BOND CASH MARKET [J].
BORTZ, GA .
JOURNAL OF FUTURES MARKETS, 1984, 4 (01) :25-38
[9]   STOCK-PRICES AND THE SUPPLY OF INFORMATION [J].
BRENNAN, MJ ;
HUGHES, PJ .
JOURNAL OF FINANCE, 1991, 46 (05) :1665-1691
[10]   CAUSALITY ANALYSIS AND MULTIVARIATE AUTOREGRESSIVE MODELING WITH AN APPLICATION TO SUPERMARKET SALES ANALYSIS [J].
CAINES, PE ;
KENG, CW ;
SETHI, SP .
JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1981, 3 (03) :267-298
123456789