作者:Koutmos, Gregory, Pericli, Andreas
杂志:Journal of Futures Markets 1997
连接:http://www.faqs.org/abstracts/Business-general/Index-futures-and-options-and-stock-market-volatility-Dynamic-hedging-of-commercial-paper-with-T-bil.html
2、Does futures trading increase stock market volatility? The case of the Nikkei stock index futures markets
作者:Eric C. Changa, b, Joseph W. Chengc and J. Michael Pinegar
杂志:
Journal of Banking & Finance
Volume 23, Issue 5, May 1999, Pages 727-753
连接:http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VCY-4123M78-2&_user=10&_coverDate=05%2F31%2F1999&_rdoc=1&_fmt=high&_orig=search&_origin=search&_sort=d&_docanchor=&view=c&_searchStrId=1510824166&_rerunOrigin=google&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=51fa1dd31cb1265bea794b1a55afa8dd&searchtype=a
3、Spot Price Volatility, Information and Futures Trading: Evidence from a Thinly Traded Market
作者:Holmes, Phil
杂志:journal Applied Economics Letters. 1996
连接: http://taylorandfrancis.metapress.com/link.asp?id=101478
4、
Futures trading, information and spot price volatility: evidence for the FTSE-100 stock index futures contract using GARCH
作者:Holmes, Phil, Antoniou, Antonios
杂志:Journal of Banking & Finance 1995
连接:http://www.faqs.org/abstracts/Business/Futures-trading-information-and-spot-price-volatility-evidence-for-the-FTSE-100-Stock-Index-Futures-.html