Bitcoin futures were introduced in December 2017 and this was seen by some as a sign of
the most popular cryptocurrency finally being accepted by the financial community. In this …

The global value of trading in index futures is about $20 trillion per year and rising and for
many countries the value traded is similar to that traded on their stock markets. This book …

We propose new tests to examine whether stock index futures affect stock market volatility.
These tests decompose spot portfolio volatility into the cross-sectional dispersion and the …

This paper analyzes the 5-year daily closing prices of copper futures contract data from the
London Metals Exchange (LME), Shanghai Futures Exchange (SHFE), and the New York …

In this paper, we review the history of scholarly finance research in the A sia P acific B asin.
We do this by analysing the four leading regional finance journals–A ccounting and F …

In this study, we review the financial research on regulation in the Asia‐Pacific region. We
do this by analysing six leading regional accounting and finance journals–Abacus …

On the effect of index futures trading on stock market volatility Page 7 International
Research Journal of Finance and Economics ISSN 1450-2887 Issue 11 (2007) © …

Using panel data, which consist of stocks listed on the Chinese stock market during the
period May 2005 to December 2012, this study examines the impact of the introduction of …

This paper analyzes the linkages and information transmission of similar Nikkei stock index
futures contracts traded on three international exchanges, the OSE, SIMEX, and CME …

The international transmission of intraday price volatility among the United States, United
Kingdom, and Japanese stock index futures markets in the period 1988–1994 is …