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Does Futures Trading Reduce Price Fluctuations in the Cash Markets?
1 references·16 citing·41 second hop
Does Futures Trading Reduce Price Fluctuations in the Cash Markets? (1976)Does Futures Trading Reduce Price Fluctua…Food Research Institute (1937)Food Research InstituteModelling futures price volatility in energy markets: Is there a role for financial speculation? (2014)Modelling futures price volat…Does Futures Speculation Destabilize Spot Prices? New Evidence for Commodity Markets (2013)Does Futures Speculation Dest…Has the introduction of S&P 500 ETF options led to improvements in price discovery of SPDRs? (2011)Has the introduction of S&P 5…Do individual index futures investors destabilize the underlying spot market? (2010)Do individual index futures i…Information revelation in the futures market: Evidence from single stock futures (2008)Information revelation in the…Populists versus theorists: Futures markets and the volatility of prices (2006)Populists versus theorists: F…Do the Forward Sales of Real Estate Stabilize Spot Prices? (2006)Do the Forward Sales of Real …Index Futures Trading and Spot Price Volatility (2005)Index Futures Trading and Spo…Derivatives and Volatility on Indian Stock Markets (2003)Derivatives and Volatility on…The Impact of Derivatives on Cash Markets: What Have We Learned? (2000)The Impact of Derivatives on …The impact of energy derivatives on the crude oil market (1999)The impact of energy derivati…Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since the Crash? (1998)Margin Requirements, Volatili…The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise? (1997)The Big Players in the Foreig…Does options trading lead to greater cash market volatility? (1995)Does options trading lead to …Do stock prices follow random walk?: (1992)Do stock prices follow random…Cointegration: Some results on U.S. cattle prices (1991)Cointegration: Some results o…Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)An examination of cointegration relations between futures and local grain markets (1993)Price dynamics in refined petroleum spot and futures markets (1996)Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS (2012)Rational Expectations and the Theory of Price Movements (1961)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Volatile and Extreme Food Prices, Food Security, and Policy: An Overview (2016)Economic History, Historical Analysis, and the “New History of Capitalism” (2017)Essays in Empirical Economics on the Determination of Wine Prices (2017)Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Threshold heteroskedastic models (1994)Turbulent times: Uncovering the origins of US natural gas price fluctuations since deregulation (2017)Volatility forecasting using high frequency data: The role of after-hours information and leverage effects (2017)Speculation, Cross-Market Sentiment and the Predictability of Gold Market Volatility (2022)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Continuous Auctions and Insider Trading (1985)The temporal relationship between derivatives trading and spot market volatility in the U.K.: Empirical analysis and Monte Carlo evidence (1999)Expected stock returns and volatility (1987)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Options Introduction and Volatility in the EU ETS (2009)Carbon emission permit price volatility reduction through financial options (2014)Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system (2023)Generalized autoregressive conditional heteroscedasticity (1986)Informational Externalities and Welfare-Reducing Speculation (1987)Volatility spillover in the foreign exchange market: the Indian experience (2013)Investigating the volatility spillover effect between derivative markets and spot markets via the wavelets: The case of Borsa İstanbul (2021)Noise Trader Risk in Financial Markets (1990)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Differences of Opinion Make a Horse Race (1993)Real Estate Price Indices in Hong Kong (2005)Mortgage Prepayment and Default Behavior with Embedded Forward Contract Risks in China’s Housing Market (2008)The Relationship between Housing Market Intervention for First-Time Buyers and House Price Volatility (2014)Asymmetric Volatility in Emerging and Mature Markets (2009)Index Futures Trading and Stock Market Volatility in China: A Difference‐in‐Difference Approach (2013)The effect of index futures trading on volatility: Three markets for Chinese stocks (2014)Technical trading strategies and cross-national information linkage: the case of Taiwan stock market (2006)
this work references cited by second hop

References

  • 1937Food Research Institute48 cited

Cited by

  • 1991Cointegration: Some results on U.S. cattle prices107 cited
  • 1999The impact of energy derivatives on the crude oil market96 cited
  • 2006Populists versus theorists: Futures markets and the volatility of prices94 cited
  • 2006Do the Forward Sales of Real Estate Stabilize Spot Prices?93 cited
  • 2014Modelling futures price volatility in energy markets: Is there a role for financial speculation?89 cited
  • 2013Does Futures Speculation Destabilize Spot Prices? New Evidence for Commodity Markets70 cited
  • 2005Index Futures Trading and Spot Price Volatility51 cited
  • 1995Does options trading lead to greater cash market volatility?50 cited
  • 2003Derivatives and Volatility on Indian Stock Markets48 cited
  • 2000The Impact of Derivatives on Cash Markets: What Have We Learned?47 cited
  • 2010Do individual index futures investors destabilize the underlying spot market?39 cited
  • 1998Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since the Crash?37 cited
  • 1992Do stock prices follow random walk?:36 cited
  • 1997The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise?

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36 cited
  • 2008Information revelation in the futures market: Evidence from single stock futures35 cited
  • 2011Has the introduction of S&P 500 ETF options led to improvements in price discovery of SPDRs?32 cited