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https://doi.org/10.2139/ssrn.1446712

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inferredcites →https://doi.org/10.1002/(sici)1096-9934(199804)18:2<151::aid-fut2>3.0.co;2-1openalex-extracted
The effects of stock index futures trading on stock index volatility: An analysis of the asymmetric response of volatility to news
inferredcites →https://doi.org/10.1002/1096-9934(200008)20:7<661::aid-fut3>3.0.co;2-ropenalex-extracted
Stock index futures trading and volatility in international equity markets
inferredcites →https://doi.org/10.1002/1096-9934(200103)21:3<237::aid-fut3>3.0.co;2-0openalex-extracted
New insights into the impact of the introduction of futures trading on stock price volatility
inferredcites →https://doi.org/10.1016/0022-0531(78)90124-2openalex-extracted
Information, futures prices, and stabilizing speculation
inferredcites →https://doi.org/10.1016/0304-405x(96)00875-6openalex-extracted
Modeling the conditional distribution of interest rates as a regime-switching process
inferredcites →https://doi.org/10.1016/j.jempfin.2003.11.003openalex-extracted
Index futures and positive feedback trading: evidence from major stock exchanges
inferredcites →https://doi.org/10.1016/j.jempfin.2009.07.005openalex-extracted
Markov-switching in target stocks during takeover bids
inferredcites →https://doi.org/10.1016/j.jimonfin.2008.08.005openalex-extracted
Volatility regime-switching in European exchange rates prior to monetary unification
inferredcites →https://doi.org/10.1016/s0378-4266(98)00116-2openalex-extracted
Trading patterns of big versus small players in an emerging market: An empirical analysis
inferredcites →https://doi.org/10.1080/07350015.1997.10524683openalex-extracted
Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility
inferredcites →https://doi.org/10.1086/261508openalex-extracted
Informational Externalities and Welfare-Reducing Speculation
inferredcites →https://doi.org/10.2139/ssrn.270100openalex-extracted
Who Underreacts to Cash-Flow News? Evidence from Trading between Individuals and Institutions
inferredcites →https://doi.org/10.2139/ssrn.460660openalex-extracted
All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
inferredcites →https://doi.org/10.2307/2234525openalex-extracted
Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data
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