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Does derivatives trading destabilize the underlying assets? Evidence from the Spanish stock market

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References

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1987Informational Externalities and Welfare-Reducing Speculation433 cited
1998The effects of stock index futures trading on stock index volatility: An analysis of the asymmetric response of volatility to news175 cited
1994Stock Index Futures: Theories and International Evidence.72 cited

Cited by

2006The effect of derivatives trading on volatility of the underlying asset: evidence from the Greek stock market69 cited
2008The impact of futures trading on volatility of the underlying asset in the Turkish stock market68 cited
2005Index Futures Trading and Spot Price Volatility51 cited
2004Bad news and Dow Jones make the Spanish stocks go round31 cited
2009Effect of futures trading on spot‐price volatility: evidence for NSE Nifty using GARCH28 cited
2021Investigating the volatility spillover effect between derivative markets and spot markets via the wavelets: The case of Borsa İstanbul28 cited
2020Stock index futures trading impact on spot price volatility. The CSI 300 studied with a TGARCH model27 cited
2006Impact of the introduction of derivatives on underlying volatility: evidence from India26 cited

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2007

An empirical investigation on derivatives usage: evidence from the United Kingdom general insurance industry

25 cited