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The impact of equity index futures trading on the underlying index volatility: evidence for the ISE-30 stock index futures contracts

机译：股权指数期货交易对潜在指数波动的影响：ISE-30股指期货合约的证据

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Hakan Er; Wissam Al-Masri;
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1. The volatility effect of futures trading: Evidence from LSE traded stocks listed as individual equity futures contracts on LIFFE [J] . Khelifa Mazouz, Michael Bowe International Review of Financial Analysis . 2006,第1期

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2. The impact of futures trading on volatility of the underlying asset in the Turkish stock market [J] . Kasman A, Kasman S Physica, A. Statistical mechanics and its applications . 2008,第12期

机译：期货交易对土耳其股票市场中基础资产波动的影响
3. Volatility persistence and trading volume in an emerging futures market - Evidence from NSE Nifty stock index futures [J] . Pratap Chandra Pati, rnPrabina Rajib The journal of risk finance . 2010,第3期

机译：新兴期货市场的波动率持续性和交易量-来自NSE Nifty股票指数期货的证据
4. Volatility spillovers between the stock index futures and its underlying spot market in China [C] . Jin, Feng, Yang, International Conference on Management Science Engineering . 2013

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5. PRICES AND BUFFER STOCKS: AN ANALYSIS OF THE IMPACT OF A FUTURES CONTRACT ON THE U.S. SOFTWOOD PLYWOOD INDUSTRY. [D] . ILLIG, DAVID CARL. 1977

机译：价格和缓冲价格：期货合约对美国软木胶合板行业的影响分析。
6. Stock Portfolio Structure of Individual Investors Infers Future Trading Behavior [O] . Ludvig Bohlin, Martin Rosvall -1

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7. The volatility effect of futures trading: Evidence from LSE traded stocks listed as individual equity futures contracts on LIFFE [O] . Mazouz Khelifa, Bowe M. 2006

机译：期货交易的波动性影响：来自在LIFFE上列为单个股票期货合约的LSE交易股票的证据

The impact of equity index futures trading on the underlying index volatility: evidence for the ISE-30 stock index futures contracts

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