Journal of Futures Markets. 1998;18(2):151-166. doi: 10.1002/(sici)1096-9934(199804)18:2<151::aid-fut2>3.0.co;2-1 Q22.32025
The effects of stock index futures trading on stock index volatility: An analysis of the asymmetric response of volatility to news
DOI: 10.1002/(sici)1096-9934(199804)18:2<151::aid-fut2>3.0.co;2-1
摘要
