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Futures-Trading Activity and Stock Price Volatility · Study

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ArticleFutures-Trading Activity and Stock Price Volatility

Hendrik Bessembinder1992

Article1992

Futures-Trading Activity and Stock Price Volatility

Hendrik Bessembinder · Paul J. Seguin

280 citations·0/0 files stored·The Journal of Finance

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1987An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies

Cited by

1999The Impact of Trader Type on the Futures Volatility‐Volume Relation 1994Bid-ask spreads in the interbank foreign exchange markets 2007Liquidity and the Law of One Price: The Case of the Futures‐Cash Basis 1996Temporal relationships and dynamic interactions between spot and futures stock markets 2017The Development of China's Stock Market and Stakes for the Global Economy 2020Which sentiment index is more informative to forecast stock market volatility? Evidence from China 1996THE EMPIRICAL RELATIONSHIP BETWEEN TRADING VOLUME, RETURNS AND VOLATILITY 2005Futures Trading Activity and Commodity Cash Price Volatility

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Details

Year1992

Typearticle

Published1992-12-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations280

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2307/2329008

openalex_workW4239782270

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