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Will increased regulation of stock index futures reduce stock market volatility?

Author

Listed:
  • Sean Becketti
  • Dan J. Roberts
Abstract
No abstract is available for this item.

Suggested Citation

  • Sean Becketti & Dan J. Roberts, 1990. "Will increased regulation of stock index futures reduce stock market volatility?," Economic Review, Federal Reserve Bank of Kansas City, vol. 75(Nov), pages 33-46.
    • Handle: RePEc:fip:fedker:y:1990:i:nov:p:33-46:n:v.75no.6
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    File URL: https://www.kansascityfed.org/documents/830/1990-Will%20Increased%20Regulation%20of%20Stock%20Index%20Futures%20Reduce%20Stock%20Market%20Volatility%3F.pdf
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    Citations

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    Cited by:

    1. Zhang, Chuanhai & Ma, Huan & Liao, Xiaosai, 2023. "Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market," Pacific-Basin Finance Journal, Elsevier, vol. 78(C).
    2. Hou, Yang & Li, Steven, 2014. "The impact of the CSI 300 stock index futures: Positive feedback trading and autocorrelation of stock returns," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 319-337.
    3. Jinyu Liu & Rui Zhong, 2018. "Equity index futures trading and stock price crash risk: Evidence from Chinese markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(11), pages 1313-1333, November.
    4. Benilde Maria do Nascimento Oliveira & Manuel Jose da Rocha Armada, 2005. "Structural Changes of the Conditional Volatility of the Portuguese Stock Market," Multinational Finance Journal, Multinational Finance Journal, vol. 9(3-4), pages 189-214, September.
    5. Md. Mohibul Islam & Anisul M. Islam, 2017. "Impact of Index Options on Emerging Market Volatility: The Case of the Malaysian Equity Market," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 3(9), pages 157-15-172, 09-2017.
    6. Jan Hanousek & Evzen Kocenda & Jan Novotny, 2014. "Price jumps on European stock markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 14(1), pages 10-22, March.
    7. Imran Riaz Malik & Attaullah Shah, 2016. "Resumption of Single Stock Futures (SSFs) with Stringent Regulations and their Impact on the Risk Characteristics of the Underlying Stocks," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 8(2), pages 1-22, October.
    8. Hanousek, Jan & Novotný, Jan, 2012. "Price jumps in Visegrad-country stock markets: An empirical analysis," Emerging Markets Review, Elsevier, vol. 13(2), pages 184-201.
    9. Jan Hanousek & Jan Novotný, 2014. "Cenové skoky během finanční nejistoty: od intuice k regulační perspektivě [Price Jumps during Financial Crisis: From Intuition to Financial Regulation]," Politická ekonomie, Prague University of Economics and Business, vol. 2014(1), pages 32-48.
    10. Joao Paulo Tome Calado & Maria Teresa Medeiros Garcia & Sergio Emanuel Tome Mendes Pereira, 2005. "An empirical analysis of the effects of options and futures listing on the underlying stock return volatility: the Portuguese case," Applied Financial Economics, Taylor & Francis Journals, vol. 15(13), pages 907-913.

    More about this item

    Keywords

    Futures; Stock market;

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