Stock futures: The effects of their trading on the underlying stocks in Australia

Chun I. Lee; Hung Cheong Tong

doi:10.1016/s1042-444x(98)00032-2

Stock futures: The effects of their trading on the underlying stocks in Australia

Chun I. Lee
, Hung Cheong Tong

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	285-301
Number of pages	17
Journal	Journal of Multinational Financial Management
Volume	8
Issue number	2-3
DOIs	https://doi.org/10.1016/s1042-444x(98)00032-2
State	Published - Sep 1998
Externally published	Yes

ASJC Scopus Subject Areas

Finance
Economics and Econometrics

Keywords

G 10
Stock futures
Volatility

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10.1016/s1042-444x(98)00032-2

Cite this

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title = "Stock futures: The effects of their trading on the underlying stocks in Australia",

keywords = "G 10, Stock futures, Volatility",

author = "Lee, \{Chun I.\} and Tong, \{Hung Cheong\}",

year = "1998",

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volume = "8",

pages = "285--301",

journal = "Journal of Multinational Financial Management",

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publisher = "Elsevier",

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T2 - The effects of their trading on the underlying stocks in Australia

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AU - Tong, Hung Cheong

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KW - Stock futures

KW - Volatility

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SN - 1042-444X

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EP - 301

JO - Journal of Multinational Financial Management

JF - Journal of Multinational Financial Management

IS - 2-3

ER -

Stock futures: The effects of their trading on the underlying stocks in Australia

ASJC Scopus Subject Areas

Keywords

Access to Document

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